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HFAJX vs. SCIEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFAJX vs. SCIEX - Performance Comparison

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

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Returns By Period

In the year-to-date period, HFAJX achieves a 7.04% return, which is significantly lower than SCIEX's 8.14% return.


HFAJX

1D
0.45%
1M
-1.00%
YTD
7.04%
6M
10.09%
1Y
24.40%
3Y*
5Y*
10Y*

SCIEX

1D
0.52%
1M
2.14%
YTD
8.14%
6M
9.33%
1Y
17.22%
3Y*
14.61%
5Y*
6.51%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFAJX vs. SCIEX - Yearly Performance Comparison


Correlation

The correlation between HFAJX and SCIEX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2023

0.79

The correlation between HFAJX and SCIEX has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

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Return for Risk

HFAJX vs. SCIEX — Risk / Return Rank

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

HFAJX
HFAJX Risk / Return Rank: 3838
Overall Rank
HFAJX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HFAJX Sortino Ratio Rank: 3939
Sortino Ratio Rank
HFAJX Omega Ratio Rank: 3939
Omega Ratio Rank
HFAJX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HFAJX Martin Ratio Rank: 3737
Martin Ratio Rank

SCIEX
SCIEX Risk / Return Rank: 1818
Overall Rank
SCIEX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SCIEX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SCIEX Omega Ratio Rank: 1818
Omega Ratio Rank
SCIEX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 2121
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.

HFAJX vs. SCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Contrarian Value Fund Class A (HFAJX) 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.


HFAJXSCIEXDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratioReturn relative to maximum drawdown

2.10

1.41

+0.69

Martin ratioReturn relative to average drawdown

7.81

5.05

+2.76

HFAJX vs. SCIEX - Sharpe Ratio Comparison

The current HFAJX Sharpe Ratio is 1.77, which is higher than the SCIEX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of HFAJX and SCIEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HFAJXSCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.13

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.73

0.37

+1.36

Drawdowns

HFAJX vs. SCIEX - Drawdown Comparison

The maximum HFAJX drawdown since its inception was -14.16%, smaller than the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for HFAJX and SCIEX.


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Drawdown Indicators


HFAJXSCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-60.26%

+46.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-12.23%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.63%

Max Drawdown (5Y)

Largest decline over 5 years

-33.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.07%

Current Drawdown

Current decline from peak

-2.47%

-0.64%

-1.83%

Average Drawdown

Average peak-to-trough decline

-2.46%

-12.35%

+9.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.41%

-0.25%

Volatility

HFAJX vs. SCIEX - Volatility Comparison

The current volatility for Hartford Schroders International Contrarian Value Fund Class A (HFAJX) is 4.30%, while Hartford Schroders International Stock Fund Class I (SCIEX) has a volatility of 4.72%. This indicates that HFAJX 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


HFAJXSCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.72%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

12.48%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

15.29%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

16.64%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

17.11%

-2.97%

HFAJX vs. SCIEX - Expense Ratio Comparison

HFAJX has a 1.15% expense ratio, which is higher than SCIEX's 0.79% expense ratio.


Dividends

HFAJX vs. SCIEX - Dividend Comparison

HFAJX's dividend yield for the trailing twelve months is around 5.57%, more than SCIEX's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
HFAJX
Hartford Schroders International Contrarian Value Fund Class A
5.57%5.96%1.57%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCIEX
Hartford Schroders International Stock Fund Class I
2.53%2.74%0.00%1.27%1.37%1.95%0.32%1.22%8.64%1.18%1.77%1.24%

Frequently Asked Questions


HFAJX and SCIEX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCIEX has higher volatility (4.72%) compared to HFAJX (4.30%). In terms of maximum drawdown, HFAJX dropped -14.16% vs SCIEX's -60.26%.

HFAJX currently has the higher Sharpe Ratio (1.77 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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