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SCIEX vs. HGIYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCIEX vs. HGIYX - Performance Comparison

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

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SCIEX vs. HGIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCIEX
Hartford Schroders International Stock Fund Class I
-6.34%25.98%5.89%17.02%-18.76%11.38%24.91%25.18%-12.38%29.69%
HGIYX
Hartford Core Equity Fund
-6.94%14.67%25.87%21.45%-18.68%24.53%18.42%36.27%-1.66%22.11%

Returns By Period

In the year-to-date period, SCIEX achieves a -6.34% return, which is significantly higher than HGIYX's -6.94% return. Over the past 10 years, SCIEX has underperformed HGIYX with an annualized return of 9.17%, while HGIYX has yielded a comparatively higher 12.89% annualized return.


SCIEX

1D
0.10%
1M
-12.11%
YTD
-6.34%
6M
-3.91%
1Y
10.89%
3Y*
9.70%
5Y*
4.89%
10Y*
9.17%

HGIYX

1D
-0.21%
1M
-7.93%
YTD
-6.94%
6M
-4.94%
1Y
11.48%
3Y*
15.67%
5Y*
9.58%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCIEX vs. HGIYX - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is higher than HGIYX's 0.45% expense ratio.


Return for Risk

SCIEX vs. HGIYX — Risk / Return Rank

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

SCIEX
SCIEX Risk / Return Rank: 2424
Overall Rank
SCIEX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SCIEX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SCIEX Omega Ratio Rank: 2222
Omega Ratio Rank
SCIEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 2525
Martin Ratio Rank

HGIYX
HGIYX Risk / Return Rank: 3636
Overall Rank
HGIYX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HGIYX Sortino Ratio Rank: 3434
Sortino Ratio Rank
HGIYX Omega Ratio Rank: 3636
Omega Ratio Rank
HGIYX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HGIYX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCIEX vs. HGIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and Hartford Core Equity Fund (HGIYX). 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.


SCIEXHGIYXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.73

-0.14

Sortino ratio

Return per unit of downside risk

0.90

1.14

-0.24

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

0.71

0.92

-0.21

Martin ratio

Return relative to average drawdown

2.67

4.34

-1.67

SCIEX vs. HGIYX - Sharpe Ratio Comparison

The current SCIEX Sharpe Ratio is 0.59, which is comparable to the HGIYX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SCIEX and HGIYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCIEXHGIYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.73

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.59

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.74

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.46

-0.11

Correlation

The correlation between SCIEX and HGIYX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCIEX vs. HGIYX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 2.92%, less than HGIYX's 12.54% yield.


TTM20252024202320222021202020192018201720162015
SCIEX
Hartford Schroders International Stock Fund Class I
2.92%2.74%0.00%1.27%1.37%1.95%0.32%1.22%8.64%1.18%1.77%1.24%
HGIYX
Hartford Core Equity Fund
12.54%11.67%8.93%2.99%4.02%3.18%0.75%4.39%5.62%3.75%1.62%2.10%

Drawdowns

SCIEX vs. HGIYX - Drawdown Comparison

The maximum SCIEX drawdown since its inception was -60.26%, which is greater than HGIYX's maximum drawdown of -51.88%. Use the drawdown chart below to compare losses from any high point for SCIEX and HGIYX.


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Drawdown Indicators


SCIEXHGIYXDifference

Max Drawdown

Largest peak-to-trough decline

-60.26%

-51.88%

-8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-11.00%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.07%

-24.64%

-8.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.07%

-33.47%

+0.40%

Current Drawdown

Current decline from peak

-12.15%

-8.93%

-3.22%

Average Drawdown

Average peak-to-trough decline

-12.39%

-10.18%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.33%

+0.92%

Volatility

SCIEX vs. HGIYX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 7.24% compared to Hartford Core Equity Fund (HGIYX) at 4.29%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than HGIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCIEXHGIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

4.29%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

8.67%

+2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

16.78%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

16.29%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

17.38%

-0.37%