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

Correlation

The correlation between SCIEX and FSPSX is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SCIEX vs. FSPSX - Performance Comparison

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

130.00%135.00%140.00%145.00%150.00%155.00%160.00%165.00%NovemberDecember2025FebruaryMarchApril
144.97%
149.42%
SCIEX
FSPSX

Key characteristics

Sharpe Ratio

SCIEX:

0.57

FSPSX:

0.40

Sortino Ratio

SCIEX:

0.86

FSPSX:

0.64

Omega Ratio

SCIEX:

1.10

FSPSX:

1.08

Calmar Ratio

SCIEX:

0.90

FSPSX:

0.53

Martin Ratio

SCIEX:

2.29

FSPSX:

1.23

Ulcer Index

SCIEX:

3.34%

FSPSX:

4.39%

Daily Std Dev

SCIEX:

13.56%

FSPSX:

13.50%

Max Drawdown

SCIEX:

-76.48%

FSPSX:

-33.69%

Current Drawdown

SCIEX:

-5.45%

FSPSX:

-5.08%

Returns By Period

In the year-to-date period, SCIEX achieves a 4.25% return, which is significantly lower than FSPSX's 6.44% return. Over the past 10 years, SCIEX has outperformed FSPSX with an annualized return of 6.02%, while FSPSX has yielded a comparatively lower 5.24% annualized return.


SCIEX

YTD

4.25%

1M

-2.96%

6M

-0.02%

1Y

7.04%

5Y*

13.90%

10Y*

6.02%

FSPSX

YTD

6.44%

1M

-2.50%

6M

-0.66%

1Y

4.77%

5Y*

12.92%

10Y*

5.24%

*Annualized

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SCIEX vs. FSPSX - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


SCIEX
Hartford Schroders International Stock Fund Class I
Expense ratio chart for SCIEX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCIEX: 0.79%
Expense ratio chart for FSPSX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPSX: 0.04%

Risk-Adjusted Performance

SCIEX vs. FSPSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCIEX
The Risk-Adjusted Performance Rank of SCIEX is 6565
Overall Rank
The Sharpe Ratio Rank of SCIEX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SCIEX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SCIEX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SCIEX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SCIEX is 6464
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 5858
Overall Rank
The Sharpe Ratio Rank of FSPSX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCIEX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and Fidelity International Index Fund (FSPSX). 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 0.57, compared to the broader market-1.000.001.002.003.004.00
SCIEX: 0.57
FSPSX: 0.40
The chart of Sortino ratio for SCIEX, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.00
SCIEX: 0.86
FSPSX: 0.64
The chart of Omega ratio for SCIEX, currently valued at 1.10, compared to the broader market1.002.003.00
SCIEX: 1.10
FSPSX: 1.08
The chart of Calmar ratio for SCIEX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.00
SCIEX: 0.90
FSPSX: 0.53
The chart of Martin ratio for SCIEX, currently valued at 2.29, compared to the broader market0.0020.0040.0060.00
SCIEX: 2.29
FSPSX: 1.23

The current SCIEX Sharpe Ratio is 0.57, which is higher than the FSPSX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SCIEX and FSPSX, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.57
0.40
SCIEX
FSPSX

Dividends

SCIEX vs. FSPSX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 1.35%, less than FSPSX's 3.08% yield.


TTM20242023202220212020201920182017201620152014
SCIEX
Hartford Schroders International Stock Fund Class I
1.35%1.41%1.27%1.37%1.17%0.32%1.23%1.61%1.19%1.77%1.24%2.68%
FSPSX
Fidelity International Index Fund
3.08%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

SCIEX vs. FSPSX - Drawdown Comparison

The maximum SCIEX drawdown since its inception was -76.48%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for SCIEX and FSPSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.45%
-5.08%
SCIEX
FSPSX

Volatility

SCIEX vs. FSPSX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 5.07% compared to Fidelity International Index Fund (FSPSX) at 4.66%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2025FebruaryMarchApril
5.07%
4.66%
SCIEX
FSPSX
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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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