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SCIEX vs. HGOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCIEX vs. HGOYX - Performance Comparison

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

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SCIEX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCIEX
Hartford Schroders International Stock Fund Class I
-3.42%25.98%5.89%17.02%-18.76%11.38%24.91%25.18%-12.38%29.69%
HGOYX
The Hartford Growth Opportunities Fund
-10.11%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%

Returns By Period

In the year-to-date period, SCIEX achieves a -3.42% return, which is significantly higher than HGOYX's -10.11% return. Over the past 10 years, SCIEX has underperformed HGOYX with an annualized return of 9.50%, while HGOYX has yielded a comparatively higher 14.78% annualized return.


SCIEX

1D
3.11%
1M
-7.53%
YTD
-3.42%
6M
-1.69%
1Y
14.59%
3Y*
10.83%
5Y*
5.23%
10Y*
9.50%

HGOYX

1D
4.65%
1M
-5.18%
YTD
-10.11%
6M
-10.13%
1Y
15.50%
3Y*
21.20%
5Y*
6.18%
10Y*
14.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCIEX vs. HGOYX - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is lower than HGOYX's 0.84% expense ratio.


Return for Risk

SCIEX vs. HGOYX — Risk / Return Rank

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

SCIEX
SCIEX Risk / Return Rank: 3636
Overall Rank
SCIEX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SCIEX Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCIEX Omega Ratio Rank: 3232
Omega Ratio Rank
SCIEX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 3636
Martin Ratio Rank

HGOYX
HGOYX Risk / Return Rank: 2626
Overall Rank
HGOYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 2525
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2828
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2525
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. HGOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and The Hartford Growth Opportunities Fund (HGOYX). 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.


SCIEXHGOYXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.68

+0.16

Sortino ratio

Return per unit of downside risk

1.23

1.12

+0.12

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.09

0.91

+0.18

Martin ratio

Return relative to average drawdown

4.10

3.10

+1.01

SCIEX vs. HGOYX - Sharpe Ratio Comparison

The current SCIEX Sharpe Ratio is 0.84, which is comparable to the HGOYX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SCIEX and HGOYX, 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


SCIEXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.68

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.25

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.63

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.52

-0.16

Correlation

The correlation between SCIEX and HGOYX is 0.69, 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. HGOYX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 2.84%, less than HGOYX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
SCIEX
Hartford Schroders International Stock Fund Class I
2.84%2.74%0.00%1.27%1.37%1.95%0.32%1.22%8.64%1.18%1.77%1.24%
HGOYX
The Hartford Growth Opportunities Fund
6.19%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%

Drawdowns

SCIEX vs. HGOYX - Drawdown Comparison

The maximum SCIEX drawdown since its inception was -60.26%, roughly equal to the maximum HGOYX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for SCIEX and HGOYX.


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Drawdown Indicators


SCIEXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-60.26%

-58.04%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-17.70%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.07%

-44.98%

+11.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.07%

-44.98%

+11.91%

Current Drawdown

Current decline from peak

-9.41%

-13.87%

+4.46%

Average Drawdown

Average peak-to-trough decline

-12.39%

-11.47%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

5.19%

-1.93%

Volatility

SCIEX vs. HGOYX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) and The Hartford Growth Opportunities Fund (HGOYX) have volatilities of 7.96% and 8.31%, 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.


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Volatility by Period


SCIEXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

8.31%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

14.82%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

24.05%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

25.14%

-8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

23.37%

-6.34%