SCIEX vs. DFAX
Compare and contrast key facts about Hartford Schroders International Stock Fund Class I (SCIEX) and Dimensional World ex US Core Equity 2 ETF (DFAX).
SCIEX is managed by Hartford. It was launched on Dec 19, 1985. DFAX is a passively managed fund by Dimensional Fund Advisors LP that tracks the performance of the MSCI All Country World ex USA Index. It was launched on Mar 6, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCIEX or DFAX.
Key characteristics
| SCIEX | DFAX | |
|---|---|---|
| YTD Return | 12.07% | 9.25% |
| 1Y Return | 19.92% | 15.87% |
| 3Y Return (Ann) | 2.23% | 2.29% |
| Sharpe Ratio | 1.55 | 1.22 |
| Daily Std Dev | 12.65% | 12.76% |
| Max Drawdown | -76.48% | -28.15% |
| Current Drawdown | -1.58% | -0.98% |
Correlation
The correlation between SCIEX and DFAX is 0.94, 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.
Performance
SCIEX vs. DFAX - Performance Comparison
In the year-to-date period, SCIEX achieves a 12.07% return, which is significantly higher than DFAX's 9.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCIEX vs. DFAX - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is higher than DFAX's 0.30% expense ratio.
Risk-Adjusted Performance
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.
Dividends
SCIEX vs. DFAX - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 1.13%, less than DFAX's 2.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCIEX Hartford Schroders International Stock Fund Class I | 1.13% | 1.27% | 1.37% | 1.95% | 0.32% | 1.22% | 8.64% | 1.18% | 1.77% | 1.24% | 2.68% | 1.19% |
DFAX Dimensional World ex US Core Equity 2 ETF | 2.72% | 3.01% | 3.30% | 1.40% | 0.00% | 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.
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 4.06% and 4.17%, 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.