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HGHYX vs. SCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGHYX vs. SCIEX - Performance Comparison

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

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HGHYX vs. SCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HGHYX
The Hartford Healthcare Fund
-5.03%15.95%0.23%4.04%-11.48%10.24%23.07%41.54%-2.81%22.09%
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, HGHYX achieves a -5.03% return, which is significantly lower than SCIEX's -3.42% return. Both investments have delivered pretty close results over the past 10 years, with HGHYX having a 9.12% annualized return and SCIEX not far ahead at 9.50%.


HGHYX

1D
3.24%
1M
-5.34%
YTD
-5.03%
6M
6.71%
1Y
11.36%
3Y*
6.05%
5Y*
2.39%
10Y*
9.12%

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

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HGHYX vs. SCIEX - Expense Ratio Comparison

HGHYX has a 1.00% expense ratio, which is higher than SCIEX's 0.79% expense ratio.


Return for Risk

HGHYX vs. SCIEX — Risk / Return Rank

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

HGHYX
HGHYX Risk / Return Rank: 1515
Overall Rank
HGHYX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HGHYX Sortino Ratio Rank: 1414
Sortino Ratio Rank
HGHYX Omega Ratio Rank: 1212
Omega Ratio Rank
HGHYX Calmar Ratio Rank: 2222
Calmar Ratio Rank
HGHYX Martin Ratio Rank: 1313
Martin Ratio Rank

SCIEX
SCIEX Risk / Return Rank: 3636
Overall Rank
SCIEX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SCIEX Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCIEX Omega Ratio Rank: 3232
Omega Ratio Rank
SCIEX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 3636
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.

HGHYX vs. SCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Healthcare Fund (HGHYX) 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.


HGHYXSCIEXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.84

-0.32

Sortino ratio

Return per unit of downside risk

0.84

1.23

-0.40

Omega ratio

Gain probability vs. loss probability

1.11

1.17

-0.07

Calmar ratio

Return relative to maximum drawdown

0.86

1.09

-0.23

Martin ratio

Return relative to average drawdown

1.90

4.10

-2.21

HGHYX vs. SCIEX - Sharpe Ratio Comparison

The current HGHYX Sharpe Ratio is 0.52, which is lower than the SCIEX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of HGHYX 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


HGHYXSCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.84

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.32

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.56

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.35

+0.24

Correlation

The correlation between HGHYX and SCIEX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HGHYX vs. SCIEX - Dividend Comparison

HGHYX's dividend yield for the trailing twelve months is around 3.03%, more than SCIEX's 2.84% yield.


TTM20252024202320222021202020192018201720162015
HGHYX
The Hartford Healthcare Fund
3.03%2.88%4.74%0.00%0.83%8.86%10.56%10.72%7.15%4.67%9.23%13.39%
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

HGHYX vs. SCIEX - Drawdown Comparison

The maximum HGHYX drawdown since its inception was -42.58%, smaller than the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for HGHYX and SCIEX.


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Drawdown Indicators


HGHYXSCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-42.58%

-60.26%

+17.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-12.23%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.42%

-33.07%

+7.65%

Max Drawdown (10Y)

Largest decline over 10 years

-28.51%

-33.07%

+4.56%

Current Drawdown

Current decline from peak

-7.81%

-9.41%

+1.60%

Average Drawdown

Average peak-to-trough decline

-7.65%

-12.39%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

3.26%

+1.67%

Volatility

HGHYX vs. SCIEX - Volatility Comparison

The current volatility for The Hartford Healthcare Fund (HGHYX) is 6.01%, while Hartford Schroders International Stock Fund Class I (SCIEX) has a volatility of 7.96%. This indicates that HGHYX 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


HGHYXSCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

7.96%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

11.68%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

17.21%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

16.50%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

17.03%

+0.73%