Consider the system of stochastic functional differential equations dx=f(t,xt)dt+σ(t,xt)dz(t),xt0=φ0,where σ is a n×m matrix, column vectors of σ, f are continuous, and z(t) is a normalized m-vector Wiener process with E[(z(t)−z(s))·(z(t)−z(s))T]=I|t−−s|. By developing a comparison principle, sufficient conditions are given for stability and boundedness in the mean of solutions of (S). The main technique here is the theory of functional differential inequalities and Lyapunov-like functions.