SCIEX vs. FAOSX
SCIEX (Hartford Schroders International Stock Fund Class I) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, SCIEX returned 7.38%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.89 means they have usually moved in the same direction. SCIEX charges 0.79%/yr vs 1.02%/yr for FAOSX.
Performance
SCIEX vs. FAOSX - Performance Comparison
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Returns By Period
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%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCIEX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCIEX Hartford Schroders International Stock Fund Class I | 9.90% | 25.98% | 5.89% | 17.02% | -18.76% | 11.38% | 24.91% | 25.18% | -12.38% | 23.36% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between SCIEX and FAOSX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.89 |
Over the past year, the correlation between SCIEX and FAOSX has dropped to 0.44 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
SCIEX vs. FAOSX — Risk / Return Rank
SCIEX
FAOSX
SCIEX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). 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 | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.93 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | -0.32 | +1.89 |
| Martin ratioReturn relative to average drawdown | 5.61 | -0.48 | +6.09 |
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Drawdowns
SCIEX vs. FAOSX - Drawdown Comparison
The maximum SCIEX drawdown since its inception was -60.26%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for SCIEX and FAOSX.
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Drawdown Indicators
| SCIEX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.26% | -36.24% | -24.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -7.26% | -4.97% |
Max Drawdown (3Y)Largest decline over 3 years | -13.63% | -13.96% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -33.07% | -36.24% | +3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.07% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.86% | +5.86% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -7.90% | -4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 4.48% | -1.06% |
Volatility
SCIEX vs. FAOSX - Volatility Comparison
Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 4.20% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCIEX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 0.00% | +4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 0.00% | +13.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 7.68% | +8.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 16.65% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 16.56% | +0.38% |
SCIEX vs. FAOSX - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
SCIEX vs. FAOSX - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 2.49%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% | 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 FAOSX have a correlation of 0.44, 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 FAOSX (0.00%). In terms of maximum drawdown, SCIEX dropped -60.26% vs FAOSX's -36.24%.
SCIEX currently has the higher Sharpe Ratio (1.19 vs -0.30), 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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