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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 16.88% return, which is significantly higher than SCIEX's 9.90% return. Over the past 10 years, HISCX has underperformed SCIEX with an annualized return of 9.64%, while SCIEX has yielded a comparatively higher 10.50% annualized return.


HISCX

1D
2.86%
1M
-4.42%
6M
11.96%
YTD
16.88%
1Y
31.09%
3Y*
12.68%
5Y*
3.19%
10Y*
9.64%
ALL TIME*
7.70%

SCIEX

1D
2.19%
1M
1.67%
6M
7.12%
YTD
9.90%
1Y
21.02%
3Y*
14.36%
5Y*
7.38%
10Y*
10.50%
ALL TIME*
6.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HISCX vs. SCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HISCX
Hartford Small Cap Growth HLS Fund
16.88%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
9.90%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 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.72

Correlation (All Time)
Calculated using the full available price history since May 2, 1994

0.60

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 historical risk-adjusted metric ranks over the past 12 months.

HISCX
HISCX Risk / Return Rank: 4545
Overall Rank
HISCX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HISCX Sortino Ratio Rank: 4040
Sortino Ratio Rank
HISCX Omega Ratio Rank: 3636
Omega Ratio Rank
HISCX Calmar Ratio Rank: 5757
Calmar Ratio Rank
HISCX Martin Ratio Rank: 5353
Martin Ratio Rank

SCIEX
SCIEX Risk / Return Rank: 4040
Overall Rank
SCIEX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SCIEX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SCIEX Omega Ratio Rank: 4141
Omega Ratio Rank
SCIEX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HISCXSCIEXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

2.04

1.57

+0.47

Martin ratioReturn relative to average drawdown

7.38

5.61

+1.77

HISCX vs. SCIEX - Sharpe Ratio Comparison

The current HISCX Sharpe Ratio is 1.21, which is comparable to 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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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

-6.45%

0.00%

-6.45%

Average Drawdown

Average peak-to-trough decline

-32.10%

-12.30%

-19.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.42%

+0.25%

Volatility

HISCX vs. SCIEX - Volatility Comparison

Hartford Small Cap Growth HLS Fund (HISCX) has a higher volatility of 6.30% compared to Hartford Schroders International Stock Fund Class I (SCIEX) at 4.20%. 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

6.30%

4.20%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

17.53%

13.67%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

22.26%

16.14%

+6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

16.77%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.94%

16.94%

+7.00%

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 20.69%, more than SCIEX's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
HISCX
Hartford Small Cap Growth HLS Fund
20.69%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
2.49%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 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HISCX has higher volatility (6.30%) compared to SCIEX (4.20%). In terms of maximum drawdown, HISCX dropped -82.02% vs SCIEX's -60.26%.

HISCX currently has the higher Sharpe Ratio (1.21 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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