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SCIEX vs. FMIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

SCIEX vs. FMIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Stock Fund Class I (SCIEX) and FMI International Fund (FMIJX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-0.06%
0.59%
SCIEX
FMIJX

Key characteristics

Sharpe Ratio

SCIEX:

0.70

FMIJX:

0.71

Sortino Ratio

SCIEX:

1.03

FMIJX:

1.04

Omega Ratio

SCIEX:

1.12

FMIJX:

1.12

Calmar Ratio

SCIEX:

0.81

FMIJX:

1.09

Martin Ratio

SCIEX:

3.16

FMIJX:

3.25

Ulcer Index

SCIEX:

2.81%

FMIJX:

2.21%

Daily Std Dev

SCIEX:

12.76%

FMIJX:

10.14%

Max Drawdown

SCIEX:

-76.48%

FMIJX:

-37.45%

Current Drawdown

SCIEX:

-7.08%

FMIJX:

-4.54%

Returns By Period

In the year-to-date period, SCIEX achieves a 7.27% return, which is significantly higher than FMIJX's 6.14% return. Over the past 10 years, SCIEX has outperformed FMIJX with an annualized return of 6.22%, while FMIJX has yielded a comparatively lower 5.16% annualized return.


SCIEX

YTD

7.27%

1M

-0.00%

6M

-0.06%

1Y

9.96%

5Y*

7.21%

10Y*

6.22%

FMIJX

YTD

6.14%

1M

-1.18%

6M

0.59%

1Y

7.56%

5Y*

3.64%

10Y*

5.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCIEX vs. FMIJX - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is lower than FMIJX's 0.94% expense ratio.


FMIJX
FMI International Fund
Expense ratio chart for FMIJX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for SCIEX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

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.


Sharpe ratio
The chart of Sharpe ratio for SCIEX, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.000.700.71
The chart of Sortino ratio for SCIEX, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.001.031.04
The chart of Omega ratio for SCIEX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.12
The chart of Calmar ratio for SCIEX, currently valued at 0.81, compared to the broader market0.002.004.006.008.0010.0012.0014.000.811.09
The chart of Martin ratio for SCIEX, currently valued at 3.16, compared to the broader market0.0020.0040.0060.003.163.25
SCIEX
FMIJX

The current SCIEX Sharpe Ratio is 0.70, which is comparable to the FMIJX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SCIEX and FMIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.70
0.71
SCIEX
FMIJX

Dividends

SCIEX vs. FMIJX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 1.18%, while FMIJX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SCIEX
Hartford Schroders International Stock Fund Class I
1.18%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.08%
-4.54%
SCIEX
FMIJX

Volatility

SCIEX vs. FMIJX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 3.38% compared to FMI International Fund (FMIJX) at 2.89%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.38%
2.89%
SCIEX
FMIJX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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