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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.


-0.50.00.51.00.9

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
0.23%
-2.20%
SCIEX
FSPSX

Key characteristics

Sharpe Ratio

SCIEX:

0.77

FSPSX:

0.48

Sortino Ratio

SCIEX:

1.13

FSPSX:

0.75

Omega Ratio

SCIEX:

1.13

FSPSX:

1.09

Calmar Ratio

SCIEX:

0.90

FSPSX:

0.65

Martin Ratio

SCIEX:

3.55

FSPSX:

1.81

Ulcer Index

SCIEX:

2.78%

FSPSX:

3.39%

Daily Std Dev

SCIEX:

12.77%

FSPSX:

12.72%

Max Drawdown

SCIEX:

-76.48%

FSPSX:

-33.69%

Current Drawdown

SCIEX:

-6.82%

FSPSX:

-9.40%

Returns By Period

In the year-to-date period, SCIEX achieves a 7.57% return, which is significantly higher than FSPSX's 3.56% return. Over the past 10 years, SCIEX has outperformed FSPSX with an annualized return of 6.28%, while FSPSX has yielded a comparatively lower 5.56% annualized return.


SCIEX

YTD

7.57%

1M

-0.06%

6M

0.28%

1Y

9.20%

5Y*

7.28%

10Y*

6.28%

FSPSX

YTD

3.56%

1M

-1.33%

6M

-2.16%

1Y

5.30%

5Y*

4.95%

10Y*

5.56%

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. 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.


Sharpe ratio
The chart of Sharpe ratio for SCIEX, currently valued at 0.77, compared to the broader market-1.000.001.002.003.004.000.770.48
The chart of Sortino ratio for SCIEX, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.0010.001.130.75
The chart of Omega ratio for SCIEX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.09
The chart of Calmar ratio for SCIEX, currently valued at 0.90, compared to the broader market0.005.0010.0015.000.900.65
The chart of Martin ratio for SCIEX, currently valued at 3.55, compared to the broader market0.0020.0040.0060.003.551.81
SCIEX
FSPSX

The current SCIEX Sharpe Ratio is 0.77, which is higher than the FSPSX Sharpe Ratio of 0.48. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.77
0.48
SCIEX
FSPSX

Dividends

SCIEX vs. FSPSX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 1.18%, more than FSPSX's 0.36% yield.


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%
FSPSX
Fidelity International Index Fund
0.36%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.82%
-9.40%
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 3.39% and 3.55%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.39%
3.55%
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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