SCIEX vs. FMIJX
Compare and contrast key facts about Hartford Schroders International Stock Fund Class I (SCIEX) and FMI International Fund (FMIJX).
SCIEX is managed by Hartford. It was launched on Dec 19, 1985. FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCIEX or FMIJX.
Key characteristics
| SCIEX | FMIJX | |
|---|---|---|
| YTD Return | 9.73% | 8.88% |
| 1Y Return | 21.17% | 17.40% |
| 3Y Return (Ann) | 0.22% | 2.56% |
| 5Y Return (Ann) | 8.61% | 4.69% |
| 10Y Return (Ann) | 5.82% | 5.60% |
| Sharpe Ratio | 1.65 | 1.69 |
| Sortino Ratio | 2.32 | 2.41 |
| Omega Ratio | 1.28 | 1.30 |
| Calmar Ratio | 1.23 | 1.77 |
| Martin Ratio | 9.94 | 8.14 |
| Ulcer Index | 2.10% | 2.06% |
| Daily Std Dev | 12.62% | 9.92% |
| Max Drawdown | -76.48% | -37.45% |
| Current Drawdown | -4.94% | -2.07% |
Correlation
The correlation between SCIEX and FMIJX is 0.82, 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. FMIJX - Performance Comparison
In the year-to-date period, SCIEX achieves a 9.73% return, which is significantly higher than FMIJX's 8.88% return. Both investments have delivered pretty close results over the past 10 years, with SCIEX having a 5.82% annualized return and FMIJX not far behind at 5.60%. 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. FMIJX - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is lower than FMIJX's 0.94% expense ratio.
Risk-Adjusted Performance
SCIEX vs. FMIJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and FMI International Fund (FMIJX). 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. FMIJX - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 1.15%, while FMIJX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCIEX Hartford Schroders International Stock Fund Class I | 1.15% | 1.27% | 1.37% | 1.17% | 0.32% | 1.23% | 1.61% | 1.19% | 1.77% | 1.24% | 2.68% | 1.19% |
FMIJX FMI International Fund | 0.00% | 0.00% | 15.23% | 3.46% | 0.00% | 3.55% | 4.60% | 0.28% | 3.05% | 1.82% | 2.10% | 0.71% |
Drawdowns
SCIEX vs. FMIJX - Drawdown Comparison
The maximum SCIEX drawdown since its inception was -76.48%, which is greater than FMIJX's maximum drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for SCIEX and FMIJX. For additional features, visit the drawdowns tool.
Volatility
SCIEX vs. FMIJX - Volatility Comparison
Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 3.67% compared to FMI International Fund (FMIJX) at 2.97%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.