HSWYX vs. SCIEX

Last updated Jun 4, 2026

HSWYX (Hartford Schroders International Stock Fund Class Y) and SCIEX (Hartford Schroders International Stock Fund Class I) are both Foreign Large Cap Equities funds from Hartford. Over the past 5 years, HSWYX returned 7.10%/yr vs 6.81%/yr for SCIEX. With a 1.00 correlation, they move nearly in lockstep. HSWYX charges 0.82%/yr vs 0.79%/yr for SCIEX.

Performance

HSWYX vs. SCIEX - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with HSWYX having a 8.80% return and SCIEX slightly higher at 8.83%.

HSWYX

• 1D: 0.25%
• 1M: 6.78%
• YTD: 8.80%
• 6M: 9.98%
• 1Y: 18.70%
• 3Y*: 15.26%
• 5Y*: 7.10%
• 10Y*: —

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)

HSWYX vs. SCIEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HSWYX Hartford Schroders International Stock Fund Class Y	8.80%	25.99%	7.35%	17.00%	-18.76%	11.34%	24.91%	25.27%	-12.42%	28.98%
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%	28.82%

Correlation

The correlation between HSWYX and SCIEX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	1.00

The correlation between HSWYX and SCIEX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Return for Risk

HSWYX vs. SCIEX — Risk / Return Rank

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

HSWYX

HSWYX Risk / Return Rank: 18
HSWYX Sharpe Ratio Rank: 17
HSWYX Sortino Ratio Rank: 17
HSWYX Omega Ratio Rank: 17
HSWYX Calmar Ratio Rank: 17
HSWYX Martin Ratio Rank: 20

SCIEX

SCIEX Risk / Return Rank: 18
SCIEX Sharpe Ratio Rank: 17
SCIEX Sortino Ratio Rank: 17
SCIEX Omega Ratio Rank: 18
SCIEX Calmar Ratio Rank: 17
SCIEX Martin Ratio Rank: 20

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.

HSWYX vs. SCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class Y (HSWYX) 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.

	HSWYX	SCIEX	Difference
Sharpe ratio: Return per unit of total volatility	1.19	1.19	0.00
Sortino ratio: Return per unit of downside risk	1.73	1.73	0.00
Omega ratio: Gain probability vs. loss probability	1.22	1.22	0.00
Calmar ratio: Return relative to maximum drawdown	1.48	1.48	0.00
Martin ratio: Return relative to average drawdown	5.29	5.31	-0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HSWYX vs. SCIEX - Sharpe Ratio Comparison

The current HSWYX Sharpe Ratio is 1.19, which is comparable to the SCIEX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of HSWYX 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.

Sharpe Ratios by Period

	HSWYX	SCIEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	1.19	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.41	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.37	+0.29

Drawdowns

HSWYX vs. SCIEX - Drawdown Comparison

The maximum HSWYX drawdown since its inception was -33.12%, smaller than the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for HSWYX and SCIEX.

Drawdown Indicators

	HSWYX	SCIEX	Difference
Max Drawdown Largest peak-to-trough decline	-33.12%	-60.26%	+27.14%
Max Drawdown (1Y) Largest decline over 1 year	-12.23%	-12.23%	0.00%
Max Drawdown (3Y) Largest decline over 3 years	-13.59%	-13.63%	+0.04%
Max Drawdown (5Y) Largest decline over 5 years	-33.12%	-33.07%	-0.05%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.07%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.02%	-12.35%	+5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	3.41%	0.00%

Volatility

HSWYX vs. SCIEX - Volatility Comparison

Hartford Schroders International Stock Fund Class Y (HSWYX) and Hartford Schroders International Stock Fund Class I (SCIEX) have volatilities of 4.66% and 4.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HSWYX	SCIEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.66%	4.62%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	12.44%	12.43%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	15.27%	15.27%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	16.64%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.17%	17.11%	+0.06%

HSWYX vs. SCIEX - Expense Ratio Comparison

HSWYX has a 0.82% expense ratio, which is higher than SCIEX's 0.79% expense ratio.

Dividends

HSWYX vs. SCIEX - Dividend Comparison

HSWYX's dividend yield for the trailing twelve months is around 2.50%, which matches SCIEX's 2.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HSWYX Hartford Schroders International Stock Fund Class Y	2.50%	2.72%	1.36%	1.23%	1.37%	1.95%	0.32%	1.08%	8.65%	1.25%	0.00%	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

Can I hold both HSWYX and SCIEX in my portfolio?

With a correlation of 1.00, HSWYX and SCIEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, HSWYX or SCIEX?

HSWYX has higher volatility (4.66%) compared to SCIEX (4.62%). In terms of maximum drawdown, HSWYX dropped -33.12% vs SCIEX's -60.26%.

Which has better risk-adjusted returns?

SCIEX currently has the higher Sharpe Ratio (1.19 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.