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SCIEX vs. DFAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCIEX and DFAX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

SCIEX vs. DFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Stock Fund Class I (SCIEX) and Dimensional World ex US Core Equity 2 ETF (DFAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
7.01%
9.50%
SCIEX
DFAX

Key characteristics

Sharpe Ratio

SCIEX:

0.81

DFAX:

0.65

Sortino Ratio

SCIEX:

1.22

DFAX:

1.01

Omega Ratio

SCIEX:

1.16

DFAX:

1.14

Calmar Ratio

SCIEX:

0.99

DFAX:

0.78

Martin Ratio

SCIEX:

3.55

DFAX:

2.54

Ulcer Index

SCIEX:

3.80%

DFAX:

4.26%

Daily Std Dev

SCIEX:

16.55%

DFAX:

16.71%

Max Drawdown

SCIEX:

-76.48%

DFAX:

-28.15%

Current Drawdown

SCIEX:

-3.03%

DFAX:

-1.66%

Returns By Period

In the year-to-date period, SCIEX achieves a 6.92% return, which is significantly lower than DFAX's 7.64% return.


SCIEX

YTD

6.92%

1M

-2.33%

6M

3.31%

1Y

12.03%

5Y*

12.51%

10Y*

6.00%

DFAX

YTD

7.64%

1M

-0.89%

6M

3.51%

1Y

10.09%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCIEX vs. DFAX - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is higher than DFAX's 0.30% expense ratio.


Expense ratio chart for SCIEX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCIEX: 0.79%
Expense ratio chart for DFAX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAX: 0.30%

Risk-Adjusted Performance

SCIEX vs. DFAX — Risk-Adjusted Performance Rank

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

SCIEX
The Risk-Adjusted Performance Rank of SCIEX is 7575
Overall Rank
The Sharpe Ratio Rank of SCIEX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SCIEX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SCIEX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SCIEX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SCIEX is 7878
Martin Ratio Rank

DFAX
The Risk-Adjusted Performance Rank of DFAX is 7070
Overall Rank
The Sharpe Ratio Rank of DFAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DFAX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of DFAX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of DFAX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCIEX vs. DFAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and Dimensional World ex US Core Equity 2 ETF (DFAX). 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.


The chart of Sharpe ratio for SCIEX, currently valued at 0.81, compared to the broader market-1.000.001.002.003.00
SCIEX: 0.81
DFAX: 0.65
The chart of Sortino ratio for SCIEX, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.00
SCIEX: 1.22
DFAX: 1.01
The chart of Omega ratio for SCIEX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
SCIEX: 1.16
DFAX: 1.14
The chart of Calmar ratio for SCIEX, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.00
SCIEX: 0.99
DFAX: 0.78
The chart of Martin ratio for SCIEX, currently valued at 3.55, compared to the broader market0.0010.0020.0030.0040.0050.00
SCIEX: 3.55
DFAX: 2.54

The current SCIEX Sharpe Ratio is 0.81, which is comparable to the DFAX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SCIEX and DFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.81
0.65
SCIEX
DFAX

Dividends

SCIEX vs. DFAX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 1.32%, less than DFAX's 2.93% yield.


TTM20242023202220212020201920182017201620152014
SCIEX
Hartford Schroders International Stock Fund Class I
1.32%1.41%1.27%1.37%1.17%0.32%1.23%1.61%1.19%1.77%1.24%2.68%
DFAX
Dimensional World ex US Core Equity 2 ETF
2.93%2.98%3.01%3.30%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCIEX vs. DFAX - Drawdown Comparison

The maximum SCIEX drawdown since its inception was -76.48%, which is greater than DFAX's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for SCIEX and DFAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.03%
-1.66%
SCIEX
DFAX

Volatility

SCIEX vs. DFAX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) and Dimensional World ex US Core Equity 2 ETF (DFAX) have volatilities of 10.70% and 11.15%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.70%
11.15%
SCIEX
DFAX