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HCKAX vs. SCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HCKAX vs. SCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Checks and Balances Fund (HCKAX) and Hartford Schroders International Stock Fund Class I (SCIEX). The values are adjusted to include any dividend payments, if applicable.

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HCKAX vs. SCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HCKAX
Hartford Checks and Balances Fund
-4.65%11.51%12.99%13.00%-13.28%14.28%13.06%22.40%-3.65%14.54%
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, HCKAX achieves a -4.65% return, which is significantly higher than SCIEX's -6.34% return. Over the past 10 years, HCKAX has underperformed SCIEX with an annualized return of 8.17%, while SCIEX has yielded a comparatively higher 9.17% annualized return.


HCKAX

1D
-0.13%
1M
-6.27%
YTD
-4.65%
6M
-2.17%
1Y
7.28%
3Y*
9.56%
5Y*
5.31%
10Y*
8.17%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HCKAX vs. SCIEX - Expense Ratio Comparison

HCKAX has a 0.37% expense ratio, which is lower than SCIEX's 0.79% expense ratio.


Return for Risk

HCKAX vs. SCIEX — Risk / Return Rank

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

HCKAX
HCKAX Risk / Return Rank: 3131
Overall Rank
HCKAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HCKAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HCKAX Omega Ratio Rank: 3030
Omega Ratio Rank
HCKAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
HCKAX Martin Ratio Rank: 3636
Martin Ratio Rank

SCIEX
SCIEX Risk / Return Rank: 2424
Overall Rank
SCIEX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SCIEX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SCIEX Omega Ratio Rank: 2222
Omega Ratio Rank
SCIEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HCKAX vs. SCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Checks and Balances Fund (HCKAX) 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.


HCKAXSCIEXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.59

+0.12

Sortino ratio

Return per unit of downside risk

1.08

0.90

+0.18

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

0.87

0.71

+0.15

Martin ratio

Return relative to average drawdown

3.85

2.67

+1.18

HCKAX vs. SCIEX - Sharpe Ratio Comparison

The current HCKAX Sharpe Ratio is 0.71, which is comparable to the SCIEX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of HCKAX 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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Sharpe Ratios by Period


HCKAXSCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.59

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.30

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.54

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.35

+0.16

Correlation

The correlation between HCKAX and SCIEX is 0.81, 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

HCKAX vs. SCIEX - Dividend Comparison

HCKAX's dividend yield for the trailing twelve months is around 7.79%, more than SCIEX's 2.92% yield.


TTM20252024202320222021202020192018201720162015
HCKAX
Hartford Checks and Balances Fund
7.79%7.43%5.85%4.57%8.94%6.33%4.41%7.45%10.66%13.93%8.70%12.58%
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

HCKAX vs. SCIEX - Drawdown Comparison

The maximum HCKAX drawdown since its inception was -41.69%, smaller than the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for HCKAX and SCIEX.


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Drawdown Indicators


HCKAXSCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-60.26%

+18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-12.23%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

-33.07%

+12.78%

Max Drawdown (10Y)

Largest decline over 10 years

-26.91%

-33.07%

+6.16%

Current Drawdown

Current decline from peak

-6.45%

-12.15%

+5.70%

Average Drawdown

Average peak-to-trough decline

-5.19%

-12.39%

+7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

3.25%

-1.44%

Volatility

HCKAX vs. SCIEX - Volatility Comparison

The current volatility for Hartford Checks and Balances Fund (HCKAX) is 3.16%, while Hartford Schroders International Stock Fund Class I (SCIEX) has a volatility of 7.24%. This indicates that HCKAX 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


HCKAXSCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

7.24%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.96%

11.27%

-5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.21%

16.97%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.73%

16.45%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

17.01%

-5.46%