ANDIX vs. SCIEX
Compare and contrast key facts about AQR International Defensive Style Fund (ANDIX) and Hartford Schroders International Stock Fund Class I (SCIEX).
ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012. SCIEX is managed by Hartford. It was launched on Dec 19, 1985.
Performance
ANDIX vs. SCIEX - Performance Comparison
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ANDIX vs. SCIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
SCIEX Hartford Schroders International Stock Fund Class I | -6.34% | 25.98% | 5.89% | 17.02% | -18.76% | 11.38% | 24.91% | 25.18% | -12.38% | 29.69% |
Returns By Period
In the year-to-date period, ANDIX achieves a -0.25% return, which is significantly higher than SCIEX's -6.34% return. Over the past 10 years, ANDIX has underperformed SCIEX with an annualized return of 6.30%, while SCIEX has yielded a comparatively higher 9.17% annualized return.
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
SCIEX
- 1D
- 0.10%
- 1M
- -12.11%
- YTD
- -6.34%
- 6M
- -3.91%
- 1Y
- 10.89%
- 3Y*
- 9.70%
- 5Y*
- 4.89%
- 10Y*
- 9.17%
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ANDIX vs. SCIEX - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is lower than SCIEX's 0.79% expense ratio.
Return for Risk
ANDIX vs. SCIEX — Risk / Return Rank
ANDIX
SCIEX
ANDIX vs. SCIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and Hartford Schroders International Stock Fund Class I (SCIEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ANDIX | SCIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.59 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.90 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.71 | +0.71 |
Martin ratioReturn relative to average drawdown | 5.30 | 2.67 | +2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANDIX | SCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.59 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.30 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.54 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.35 | +0.14 |
Correlation
The correlation between ANDIX and SCIEX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ANDIX vs. SCIEX - Dividend Comparison
ANDIX's dividend yield for the trailing twelve months is around 4.76%, more than SCIEX's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
SCIEX Hartford Schroders International Stock Fund Class I | 2.92% | 2.74% | 0.00% | 1.27% | 1.37% | 1.95% | 0.32% | 1.22% | 8.64% | 1.18% | 1.77% | 1.24% |
Drawdowns
ANDIX vs. SCIEX - Drawdown Comparison
The maximum ANDIX drawdown since its inception was -27.59%, smaller than the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for ANDIX and SCIEX.
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Drawdown Indicators
| ANDIX | SCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -60.26% | +32.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -12.23% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -33.07% | +5.48% |
Max Drawdown (10Y)Largest decline over 10 years | -27.59% | -33.07% | +5.48% |
Current DrawdownCurrent decline from peak | -8.31% | -12.15% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -12.39% | +7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 3.25% | -0.90% |
Volatility
ANDIX vs. SCIEX - Volatility Comparison
The current volatility for AQR International Defensive Style Fund (ANDIX) is 5.12%, while Hartford Schroders International Stock Fund Class I (SCIEX) has a volatility of 7.24%. This indicates that ANDIX experiences smaller price fluctuations and is considered to be less risky than SCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANDIX | SCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 7.24% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 11.27% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 16.97% | -4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 16.45% | -3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 17.01% | -3.57% |