SCIEX vs. DFIV
SCIEX (Hartford Schroders International Stock Fund Class I) and DFIV (Dimensional International Value ETF) are both Foreign Large Cap Equities funds. Over the past 3 years, SCIEX returned 14.36%/yr vs 23.26%/yr for DFIV. Their correlation of 0.84 means they have usually moved in the same direction. SCIEX charges 0.79%/yr vs 0.27%/yr for DFIV.
Performance
SCIEX vs. DFIV - Performance Comparison
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Returns By Period
In the year-to-date period, SCIEX achieves a 9.90% return, which is significantly lower than DFIV's 16.68% 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%
DFIV
- 1D
- -0.47%
- 1M
- 4.37%
- 6M
- 10.06%
- YTD
- 16.68%
- 1Y
- 37.44%
- 3Y*
- 23.26%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.53M | $67.72M | $67.89M | |
| $0.00 | $0.00 | $0.00 |
SCIEX vs. DFIV - 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% |
DFIV Dimensional International Value ETF | 16.68% | 45.36% | 7.26% | 17.75% | -3.70% | 0.50% |
Correlation
The correlation between SCIEX and DFIV is 0.77, 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. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.84 |
The correlation between SCIEX and DFIV has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
SCIEX vs. DFIV — Risk / Return Rank
SCIEX
DFIV
SCIEX vs. DFIV - 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 International Value ETF (DFIV). 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 | DFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.48 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.86 | -2.29 |
| Martin ratioReturn relative to average drawdown | 5.61 | 14.96 | -9.36 |
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Drawdowns
SCIEX vs. DFIV - Drawdown Comparison
The maximum SCIEX drawdown since its inception was -60.26%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for SCIEX and DFIV.
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Drawdown Indicators
| SCIEX | DFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.26% | -25.42% | -34.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -9.66% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -13.63% | -14.72% | +1.09% |
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% | -0.47% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -4.37% | -7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.49% | +0.93% |
Volatility
SCIEX vs. DFIV - Volatility Comparison
Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 4.20% compared to Dimensional International Value ETF (DFIV) at 3.89%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCIEX | DFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.89% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 11.59% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 13.91% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 16.55% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 16.55% | +0.39% |
SCIEX vs. DFIV - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Dividends
SCIEX vs. DFIV - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 2.49%, less than DFIV's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 2.58% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 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 DFIV have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCIEX has higher volatility (4.20%) compared to DFIV (3.89%). In terms of maximum drawdown, SCIEX dropped -60.26% vs DFIV's -25.42%.
DFIV currently has the higher Sharpe Ratio (2.69 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.
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