SCIEX vs. HGOYX
SCIEX (Hartford Schroders International Stock Fund Class I) and HGOYX (The Hartford Growth Opportunities Fund) are both mutual funds - SCIEX is a Foreign Large Cap Equities fund managed by Hartford, while HGOYX is a Large Cap Growth Equities fund managed by Hartford. Over the past 10 years, SCIEX returned 10.34%/yr vs 17.04%/yr for HGOYX. A 0.69 correlation means they provide meaningful diversification when combined. SCIEX charges 0.79%/yr vs 0.84%/yr for HGOYX.
Performance
SCIEX vs. HGOYX - Performance Comparison
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Returns By Period
In the year-to-date period, SCIEX achieves a 7.59% return, which is significantly lower than HGOYX's 13.28% return. Over the past 10 years, SCIEX has underperformed HGOYX with an annualized return of 10.34%, while HGOYX has yielded a comparatively higher 17.04% annualized return.
SCIEX
- 1D
- -1.15%
- 1M
- 4.68%
- YTD
- 7.59%
- 6M
- 8.72%
- 1Y
- 16.57%
- 3Y*
- 14.29%
- 5Y*
- 6.40%
- 10Y*
- 10.34%
HGOYX
- 1D
- -1.13%
- 1M
- 9.21%
- YTD
- 13.28%
- 6M
- 11.25%
- 1Y
- 29.68%
- 3Y*
- 27.44%
- 5Y*
- 11.43%
- 10Y*
- 17.04%
SCIEX vs. HGOYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCIEX Hartford Schroders International Stock Fund Class I | 7.59% | 25.98% | 5.89% | 17.02% | -18.76% | 11.38% | 24.91% | 25.18% | -12.38% | 29.69% |
HGOYX The Hartford Growth Opportunities Fund | 13.28% | 13.55% | 42.30% | 40.99% | -36.88% | 7.60% | 62.18% | 30.37% | -0.67% | 30.76% |
Correlation
The correlation between SCIEX and HGOYX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2002 | 0.69 |
The correlation between SCIEX and HGOYX has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.
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Return for Risk
SCIEX vs. HGOYX — Risk / Return Rank
SCIEX
HGOYX
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.
| SCIEX | HGOYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.74 | -0.31 |
| Martin ratioReturn relative to average drawdown | 5.11 | 5.83 | -0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCIEX | HGOYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.65 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.46 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.73 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.56 | -0.19 |
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
| SCIEX | HGOYX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -13.63% | -25.40% | +11.77% |
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 DrawdownCurrent decline from peak | -1.15% | -1.22% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -12.35% | -11.41% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 5.27% | -1.86% |
Volatility
SCIEX vs. HGOYX - Volatility Comparison
The current volatility for Hartford Schroders International Stock Fund Class I (SCIEX) is 4.76%, while The Hartford Growth Opportunities Fund (HGOYX) has a volatility of 5.52%. This indicates that SCIEX experiences smaller price fluctuations and is considered to be less risky than HGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCIEX | HGOYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 5.52% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 14.58% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 18.68% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 25.14% | -8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 23.47% | -6.36% |
SCIEX vs. HGOYX - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is lower than HGOYX's 0.84% expense ratio.
Dividends
SCIEX vs. HGOYX - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 2.55%, less than HGOYX's 4.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGOYX The Hartford Growth Opportunities Fund | 4.91% | 5.56% | 0.00% | 0.00% | 0.00% | 20.17% | 11.94% | 5.50% | 28.31% | 8.15% | 3.55% | 8.46% |
SCIEX Hartford Schroders International Stock Fund Class I | 2.55% | 2.74% | 0.00% | 1.27% | 1.37% | 1.95% | 0.32% | 1.22% | 8.64% | 1.18% | 1.77% | 1.24% |
Frequently Asked Questions
SCIEX and HGOYX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HGOYX has higher volatility (5.52%) compared to SCIEX (4.76%). In terms of maximum drawdown, SCIEX dropped -60.26% vs HGOYX's -58.04%.
HGOYX currently has the higher Sharpe Ratio (1.65 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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