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DFAX vs. SCIEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAX and SCIEX is 0.75, 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.


Performance

DFAX vs. SCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional World ex US Core Equity 2 ETF (DFAX) and Hartford Schroders International Stock Fund Class I (SCIEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DFAX:

0.63

SCIEX:

0.82

Sortino Ratio

DFAX:

1.03

SCIEX:

1.24

Omega Ratio

DFAX:

1.14

SCIEX:

1.16

Calmar Ratio

DFAX:

0.79

SCIEX:

1.01

Martin Ratio

DFAX:

2.58

SCIEX:

3.61

Ulcer Index

DFAX:

4.26%

SCIEX:

3.81%

Daily Std Dev

DFAX:

16.64%

SCIEX:

16.60%

Max Drawdown

DFAX:

-28.15%

SCIEX:

-76.48%

Current Drawdown

DFAX:

0.00%

SCIEX:

0.00%

Returns By Period

In the year-to-date period, DFAX achieves a 13.16% return, which is significantly lower than SCIEX's 14.18% return.


DFAX

YTD

13.16%

1M

8.26%

6M

12.57%

1Y

9.72%

5Y*

N/A

10Y*

N/A

SCIEX

YTD

14.18%

1M

10.12%

6M

14.67%

1Y

13.27%

5Y*

12.66%

10Y*

6.69%

*Annualized

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DFAX vs. SCIEX - Expense Ratio Comparison

DFAX has a 0.30% expense ratio, which is lower than SCIEX's 0.79% expense ratio.


Risk-Adjusted Performance

DFAX vs. SCIEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFAX
The Risk-Adjusted Performance Rank of DFAX is 6363
Overall Rank
The Sharpe Ratio Rank of DFAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DFAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of DFAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DFAX is 6464
Martin Ratio Rank

SCIEX
The Risk-Adjusted Performance Rank of SCIEX is 7575
Overall Rank
The Sharpe Ratio Rank of SCIEX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SCIEX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCIEX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SCIEX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SCIEX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAX vs. SCIEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional World ex US Core Equity 2 ETF (DFAX) 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.


The current DFAX Sharpe Ratio is 0.63, which is comparable to the SCIEX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of DFAX and SCIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DFAX vs. SCIEX - Dividend Comparison

DFAX's dividend yield for the trailing twelve months is around 2.78%, more than SCIEX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
DFAX
Dimensional World ex US Core Equity 2 ETF
2.78%2.98%3.01%3.30%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCIEX
Hartford Schroders International Stock Fund Class I
1.23%1.41%1.27%1.37%1.17%0.32%1.23%1.61%1.19%1.77%1.24%2.68%

Drawdowns

DFAX vs. SCIEX - Drawdown Comparison

The maximum DFAX drawdown since its inception was -28.15%, smaller than the maximum SCIEX drawdown of -76.48%. Use the drawdown chart below to compare losses from any high point for DFAX and SCIEX. For additional features, visit the drawdowns tool.


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Volatility

DFAX vs. SCIEX - Volatility Comparison

Dimensional World ex US Core Equity 2 ETF (DFAX) and Hartford Schroders International Stock Fund Class I (SCIEX) have volatilities of 2.96% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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