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HISCX vs. SCIEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HISCX vs. SCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Small Cap Growth HLS Fund (HISCX) 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, HISCX achieves a 20.18% return, which is significantly higher than SCIEX's 8.83% return. Both investments have delivered pretty close results over the past 10 years, with HISCX having a 10.52% annualized return and SCIEX not far behind at 10.47%.


HISCX

1D
1.13%
1M
5.58%
YTD
20.18%
6M
18.11%
1Y
38.50%
3Y*
16.30%
5Y*
4.81%
10Y*
10.52%

SCIEX

1D
0.30%
1M
6.81%
YTD
8.83%
6M
9.98%
1Y
18.73%
3Y*
14.73%
5Y*
6.81%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HISCX vs. SCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HISCX
Hartford Small Cap Growth HLS Fund
20.18%6.50%13.13%18.42%-29.00%4.25%33.20%35.53%-11.71%20.07%
SCIEX
Hartford Schroders International Stock Fund Class I
8.83%25.98%5.89%17.02%-18.76%11.38%24.91%25.18%-12.38%29.69%

Correlation

The correlation between HISCX and SCIEX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since May 3, 1994

0.59

The correlation between HISCX and SCIEX shifts across timeframes, from 0.59 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HISCX vs. SCIEX — Risk / Return Rank

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

HISCX
HISCX Risk / Return Rank: 5050
Overall Rank
HISCX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HISCX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HISCX Omega Ratio Rank: 3838
Omega Ratio Rank
HISCX Calmar Ratio Rank: 6464
Calmar Ratio Rank
HISCX Martin Ratio Rank: 6060
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: 1717
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 2020
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.

HISCX vs. SCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Growth HLS Fund (HISCX) 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.


HISCXSCIEXDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.19

+0.78

Sortino ratio

Return per unit of downside risk

2.72

1.73

+0.99

Omega ratio

Gain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratio

Return relative to maximum drawdown

3.08

1.48

+1.60

Martin ratio

Return relative to average drawdown

11.96

5.31

+6.66

HISCX vs. SCIEX - Sharpe Ratio Comparison

The current HISCX Sharpe Ratio is 1.97, which is higher than the SCIEX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of HISCX 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


HISCXSCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.19

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.41

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.61

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.37

-0.07

Drawdowns

HISCX vs. SCIEX - Drawdown Comparison

The maximum HISCX drawdown since its inception was -82.02%, which is greater than SCIEX's maximum drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for HISCX and SCIEX.


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Drawdown Indicators


HISCXSCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-82.02%

-60.26%

-21.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-12.23%

-1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-30.31%

-13.63%

-16.68%

Max Drawdown (5Y)

Largest decline over 5 years

-39.40%

-33.07%

-6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-40.25%

-33.07%

-7.18%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-32.25%

-12.35%

-19.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

3.41%

0.00%

Volatility

HISCX vs. SCIEX - Volatility Comparison

Hartford Small Cap Growth HLS Fund (HISCX) has a higher volatility of 6.23% compared to Hartford Schroders International Stock Fund Class I (SCIEX) at 4.62%. This indicates that HISCX's price experiences larger fluctuations and is considered to be riskier 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


HISCXSCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

4.62%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

15.80%

12.43%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

20.73%

15.27%

+5.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.73%

16.64%

+7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.87%

17.11%

+6.76%

HISCX vs. SCIEX - Expense Ratio Comparison

HISCX has a 0.64% expense ratio, which is lower than SCIEX's 0.79% expense ratio.


Dividends

HISCX vs. SCIEX - Dividend Comparison

HISCX's dividend yield for the trailing twelve months is around 20.12%, more than SCIEX's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
HISCX
Hartford Small Cap Growth HLS Fund
20.12%24.18%0.29%0.00%22.03%8.72%2.93%19.12%7.80%0.04%4.39%0.00%
SCIEX
Hartford Schroders International Stock Fund Class I
2.52%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


HISCX and SCIEX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HISCX has higher volatility (6.23%) compared to SCIEX (4.62%). In terms of maximum drawdown, HISCX dropped -82.02% vs SCIEX's -60.26%.

HISCX currently has the higher Sharpe Ratio (1.97 vs 1.19), 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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