SCIEX vs. DFAX
SCIEX (Hartford Schroders International Stock Fund Class I) and DFAX (Dimensional World ex US Core Equity 2 ETF) are both Foreign Large Cap Equities funds. Over the past 3 years, SCIEX returned 14.36%/yr vs 18.25%/yr for DFAX. Their correlation of 0.92 means they have usually moved in the same direction. SCIEX charges 0.79%/yr vs 0.28%/yr for DFAX.
Performance
SCIEX vs. DFAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCIEX achieves a 9.90% return, which is significantly lower than DFAX's 12.88% return.
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%
DFAX
- 1D
- -0.22%
- 1M
- -0.49%
- 6M
- 6.47%
- YTD
- 12.88%
- 1Y
- 27.88%
- 3Y*
- 18.25%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $32.23M | $29.87M | $28.82M | |
| $0.00 | $0.00 | $0.00 |
SCIEX vs. DFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCIEX Hartford Schroders International Stock Fund Class I | 9.90% | 25.98% | 5.89% | 17.02% | -18.76% | -0.58% |
DFAX Dimensional World ex US Core Equity 2 ETF | 12.88% | 35.42% | 4.78% | 16.66% | -14.48% | -2.10% |
Correlation
The correlation between SCIEX and DFAX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.92 |
The correlation between SCIEX and DFAX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCIEX vs. DFAX — Risk / Return Rank
SCIEX
DFAX
SCIEX vs. DFAX - Risk-Adjusted Trends 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.
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.
| SCIEX | DFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.51 | -0.94 |
| Martin ratioReturn relative to average drawdown | 5.61 | 9.24 | -3.63 |
Loading charts...
Drawdowns
SCIEX vs. DFAX - Drawdown Comparison
The maximum SCIEX drawdown since its inception was -60.26%, 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.
Loading charts...
Drawdown Indicators
| SCIEX | DFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.26% | -28.15% | -32.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.11% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -13.63% | -13.89% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -33.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.07% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.02% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -6.54% | -5.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.02% | +0.40% |
Volatility
SCIEX vs. DFAX - Volatility Comparison
The current volatility for Hartford Schroders International Stock Fund Class I (SCIEX) is 4.20%, while Dimensional World ex US Core Equity 2 ETF (DFAX) has a volatility of 5.32%. This indicates that SCIEX experiences smaller price fluctuations and is considered to be less risky than DFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCIEX | DFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.32% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 14.77% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 16.51% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 16.17% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 16.17% | +0.77% |
SCIEX vs. DFAX - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is higher than DFAX's 0.28% expense ratio.
Dividends
SCIEX vs. DFAX - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 2.49%, more than DFAX's 2.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAX Dimensional World ex US Core Equity 2 ETF | 2.35% | 2.58% | 2.98% | 3.01% | 3.30% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
SCIEX and DFAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFAX has higher volatility (5.32%) compared to SCIEX (4.20%). In terms of maximum drawdown, SCIEX dropped -60.26% vs DFAX's -28.15%.
DFAX currently has the higher Sharpe Ratio (1.69 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.
Find the right allocation for SCIEX and DFAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer