Two-component mixtures in optical lattices reveal a rich variety of different phases. We employ an exact diagonalization method to obtain the relevant correlation functions in hexagonal optical lattices to characterize those phases. We relate the occupation difference of the two species to the magnetic polarization. `Iso-magnetic correlations disclose the nature of the system, which can be of easy-axis type, bearing phase segregation, or of easy-plane type, corresponding to super-counter-fluidity. In the latter case, the correlations reveal easy-plane segregation, involving a highly-entangled state. We identify striking correlated supersolid phases appearing within the superfluid limit.