GTMIX vs. SCIEX
Compare and contrast key facts about GMO Tax-Managed International Equities Fund (GTMIX) and Hartford Schroders International Stock Fund Class I (SCIEX).
GTMIX is managed by GMO. It was launched on Jul 28, 1998. SCIEX is managed by Hartford. It was launched on Dec 19, 1985.
Performance
GTMIX vs. SCIEX - Performance Comparison
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GTMIX vs. SCIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
SCIEX Hartford Schroders International Stock Fund Class I | -3.42% | 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, GTMIX achieves a 8.42% return, which is significantly higher than SCIEX's -3.42% return. Both investments have delivered pretty close results over the past 10 years, with GTMIX having a 9.87% annualized return and SCIEX not far behind at 9.50%.
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
SCIEX
- 1D
- 3.11%
- 1M
- -7.53%
- YTD
- -3.42%
- 6M
- -1.69%
- 1Y
- 14.59%
- 3Y*
- 10.83%
- 5Y*
- 5.23%
- 10Y*
- 9.50%
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GTMIX vs. SCIEX - Expense Ratio Comparison
GTMIX has a 0.68% expense ratio, which is lower than SCIEX's 0.79% expense ratio.
Return for Risk
GTMIX vs. SCIEX — Risk / Return Rank
GTMIX
SCIEX
GTMIX vs. SCIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Tax-Managed International Equities Fund (GTMIX) 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.
| GTMIX | SCIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.67 | 0.84 | +1.83 |
Sortino ratioReturn per unit of downside risk | 3.40 | 1.23 | +2.16 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.17 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 3.54 | 1.09 | +2.45 |
Martin ratioReturn relative to average drawdown | 16.76 | 4.10 | +12.66 |
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
| GTMIX | SCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 0.84 | +1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.32 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.56 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.35 | +0.04 |
Correlation
The correlation between GTMIX and SCIEX is 0.90, 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
GTMIX vs. SCIEX - Dividend Comparison
GTMIX's dividend yield for the trailing twelve months is around 20.69%, more than SCIEX's 2.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
SCIEX Hartford Schroders International Stock Fund Class I | 2.84% | 2.74% | 0.00% | 1.27% | 1.37% | 1.95% | 0.32% | 1.22% | 8.64% | 1.18% | 1.77% | 1.24% |
Drawdowns
GTMIX vs. SCIEX - Drawdown Comparison
The maximum GTMIX drawdown since its inception was -58.31%, roughly equal to the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for GTMIX and SCIEX.
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Drawdown Indicators
| GTMIX | SCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.31% | -60.26% | +1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -12.23% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -33.07% | +4.26% |
Max Drawdown (10Y)Largest decline over 10 years | -40.32% | -33.07% | -7.25% |
Current DrawdownCurrent decline from peak | -4.51% | -9.41% | +4.90% |
Average DrawdownAverage peak-to-trough decline | -12.75% | -12.39% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 3.26% | -0.88% |
Volatility
GTMIX vs. SCIEX - Volatility Comparison
The current volatility for GMO Tax-Managed International Equities Fund (GTMIX) is 5.97%, while Hartford Schroders International Stock Fund Class I (SCIEX) has a volatility of 7.96%. This indicates that GTMIX 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
| GTMIX | SCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 7.96% | -1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 11.68% | -2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 17.21% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 16.50% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 17.03% | -0.97% |