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

Key characteristics


SCIEXFSPSX
YTD Return11.65%10.09%
1Y Return20.61%18.12%
3Y Return (Ann)2.09%3.75%
5Y Return (Ann)10.18%7.62%
10Y Return (Ann)6.40%5.30%
Sharpe Ratio1.621.45
Daily Std Dev12.60%12.57%
Max Drawdown-76.48%-33.69%
Current Drawdown-1.95%-1.93%

Correlation

-0.50.00.51.00.9

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.

Performance

SCIEX vs. FSPSX - Performance Comparison

In the year-to-date period, SCIEX achieves a 11.65% return, which is significantly higher than FSPSX's 10.09% return. Over the past 10 years, SCIEX has outperformed FSPSX with an annualized return of 6.40%, while FSPSX has yielded a comparatively lower 5.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
5.87%
4.05%
SCIEX
FSPSX

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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 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%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


SCIEX
Sharpe ratio
The chart of Sharpe ratio for SCIEX, currently valued at 1.62, compared to the broader market-1.000.001.002.003.004.005.001.62
Sortino ratio
The chart of Sortino ratio for SCIEX, currently valued at 2.28, compared to the broader market0.005.0010.002.28
Omega ratio
The chart of Omega ratio for SCIEX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for SCIEX, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.001.00
Martin ratio
The chart of Martin ratio for SCIEX, currently valued at 8.85, compared to the broader market0.0020.0040.0060.0080.00100.008.85
FSPSX
Sharpe ratio
The chart of Sharpe ratio for FSPSX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.005.001.45
Sortino ratio
The chart of Sortino ratio for FSPSX, currently valued at 2.06, compared to the broader market0.005.0010.002.06
Omega ratio
The chart of Omega ratio for FSPSX, currently valued at 1.25, compared to the broader market1.002.003.004.001.25
Calmar ratio
The chart of Calmar ratio for FSPSX, currently valued at 1.27, compared to the broader market0.005.0010.0015.0020.001.27
Martin ratio
The chart of Martin ratio for FSPSX, currently valued at 7.16, compared to the broader market0.0020.0040.0060.0080.00100.007.16

SCIEX vs. FSPSX - Sharpe Ratio Comparison

The current SCIEX Sharpe Ratio is 1.62, which roughly equals the FSPSX Sharpe Ratio of 1.45. The chart below compares the 12-month rolling Sharpe Ratio of SCIEX and FSPSX.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.62
1.45
SCIEX
FSPSX

Dividends

SCIEX vs. FSPSX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 1.14%, less than FSPSX's 2.89% yield.


TTM20232022202120202019201820172016201520142013
SCIEX
Hartford Schroders International Stock Fund Class I
1.14%1.27%1.37%1.95%0.32%1.22%8.64%1.18%1.77%1.24%2.68%1.19%
FSPSX
Fidelity International Index Fund
2.89%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%2.59%

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.95%
-1.93%
SCIEX
FSPSX

Volatility

SCIEX vs. FSPSX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.93% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.93%
3.78%
SCIEX
FSPSX