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HFSIX vs. SCIEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFSIX vs. SCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Contrarian Value Fund Class I (HFSIX) 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, HFSIX achieves a 7.19% return, which is significantly lower than SCIEX's 8.14% return.


HFSIX

1D
0.51%
1M
-1.00%
YTD
7.19%
6M
10.25%
1Y
24.75%
3Y*
21.00%
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)

HFSIX vs. SCIEX - Yearly Performance Comparison


2026 (YTD)2025202420232022
HFSIX
Hartford Schroders International Contrarian Value Fund Class I
7.19%43.05%6.42%23.53%-3.73%
SCIEX
Hartford Schroders International Stock Fund Class I
8.14%25.98%5.89%17.02%-4.90%

Correlation

The correlation between HFSIX 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 (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (All Time)
Calculated using the full available price history since May 31, 2022

0.83

The correlation between HFSIX and SCIEX has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

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Return for Risk

HFSIX vs. SCIEX — Risk / Return Rank

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

HFSIX
HFSIX Risk / Return Rank: 3939
Overall Rank
HFSIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
HFSIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
HFSIX Omega Ratio Rank: 4040
Omega Ratio Rank
HFSIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
HFSIX 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.

HFSIX vs. SCIEX - Risk-Adjusted Trends Comparison

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


HFSIXSCIEXDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

2.13

1.41

+0.73

Martin ratioReturn relative to average drawdown

7.91

5.05

+2.86

HFSIX vs. SCIEX - Sharpe Ratio Comparison

The current HFSIX Sharpe Ratio is 1.80, which is higher than the SCIEX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of HFSIX 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


HFSIXSCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.13

+0.67

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

1.13

0.37

+0.75

Drawdowns

HFSIX vs. SCIEX - Drawdown Comparison

The maximum HFSIX drawdown since its inception was -22.64%, smaller than the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for HFSIX and SCIEX.


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Drawdown Indicators


HFSIXSCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-22.64%

-60.26%

+37.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-12.23%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-13.63%

-0.50%

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

-2.42%

-0.64%

-1.78%

Average Drawdown

Average peak-to-trough decline

-3.86%

-12.35%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.41%

-0.24%

Volatility

HFSIX vs. SCIEX - Volatility Comparison

The current volatility for Hartford Schroders International Contrarian Value Fund Class I (HFSIX) is 4.39%, while Hartford Schroders International Stock Fund Class I (SCIEX) has a volatility of 4.72%. This indicates that HFSIX 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


HFSIXSCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.72%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

12.48%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.96%

15.29%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

16.64%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

17.11%

-1.07%

HFSIX vs. SCIEX - Expense Ratio Comparison

HFSIX has a 0.85% expense ratio, which is higher than SCIEX's 0.79% expense ratio.


Dividends

HFSIX vs. SCIEX - Dividend Comparison

HFSIX's dividend yield for the trailing twelve months is around 5.87%, more than SCIEX's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
HFSIX
Hartford Schroders International Contrarian Value Fund Class I
5.87%6.30%1.58%1.52%2.06%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


HFSIX 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 HFSIX (4.39%). In terms of maximum drawdown, HFSIX dropped -22.64% vs SCIEX's -60.26%.

HFSIX currently has the higher Sharpe Ratio (1.80 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.

Portfolio Optimizer

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