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

Correlation

The correlation between DFAX and SCIEX is 0.93, 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.


-0.50.00.51.00.9

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-1.33%
0.45%
DFAX
SCIEX

Key characteristics

Sharpe Ratio

DFAX:

0.42

SCIEX:

0.70

Sortino Ratio

DFAX:

0.65

SCIEX:

1.03

Omega Ratio

DFAX:

1.08

SCIEX:

1.12

Calmar Ratio

DFAX:

0.59

SCIEX:

0.81

Martin Ratio

DFAX:

1.78

SCIEX:

3.16

Ulcer Index

DFAX:

3.02%

SCIEX:

2.81%

Daily Std Dev

DFAX:

12.84%

SCIEX:

12.76%

Max Drawdown

DFAX:

-28.15%

SCIEX:

-76.48%

Current Drawdown

DFAX:

-8.99%

SCIEX:

-7.08%

Returns By Period

In the year-to-date period, DFAX achieves a 3.53% return, which is significantly lower than SCIEX's 7.27% return.


DFAX

YTD

3.53%

1M

-2.52%

6M

-1.96%

1Y

6.72%

5Y*

N/A

10Y*

N/A

SCIEX

YTD

7.27%

1M

-0.00%

6M

-0.06%

1Y

9.96%

5Y*

7.21%

10Y*

6.22%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFAX vs. SCIEX - Expense Ratio Comparison

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


SCIEX
Hartford Schroders International Stock Fund Class I
Expense ratio chart for SCIEX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for DFAX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DFAX, currently valued at 0.42, compared to the broader market0.002.004.000.420.70
The chart of Sortino ratio for DFAX, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.0010.000.651.03
The chart of Omega ratio for DFAX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.12
The chart of Calmar ratio for DFAX, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.590.81
The chart of Martin ratio for DFAX, currently valued at 1.78, compared to the broader market0.0020.0040.0060.0080.00100.001.783.16
DFAX
SCIEX

The current DFAX Sharpe Ratio is 0.42, which is lower than the SCIEX Sharpe Ratio of 0.70. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.42
0.70
DFAX
SCIEX

Dividends

DFAX vs. SCIEX - Dividend Comparison

DFAX's dividend yield for the trailing twelve months is around 2.04%, more than SCIEX's 1.18% yield.


TTM20232022202120202019201820172016201520142013
DFAX
Dimensional World ex US Core Equity 2 ETF
2.04%3.01%3.30%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCIEX
Hartford Schroders International Stock Fund Class I
1.18%1.27%1.37%1.17%0.32%1.23%1.61%1.19%1.77%1.24%2.68%1.19%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.99%
-7.08%
DFAX
SCIEX

Volatility

DFAX vs. SCIEX - Volatility Comparison

Dimensional World ex US Core Equity 2 ETF (DFAX) has a higher volatility of 3.57% compared to Hartford Schroders International Stock Fund Class I (SCIEX) at 3.38%. This indicates that DFAX's price experiences larger fluctuations and is considered to be riskier than SCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.57%
3.38%
DFAX
SCIEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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