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SCIEX vs. HHMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCIEX vs. HHMIX - 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 Municipal Opportunities Fund (HHMIX). The values are adjusted to include any dividend payments, if applicable.

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SCIEX vs. HHMIX - 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%
HHMIX
Hartford Municipal Opportunities Fund
-0.62%5.70%2.14%5.92%-8.97%1.73%4.66%7.89%1.35%5.74%

Returns By Period

In the year-to-date period, SCIEX achieves a -6.34% return, which is significantly lower than HHMIX's -0.62% return. Over the past 10 years, SCIEX has outperformed HHMIX with an annualized return of 9.17%, while HHMIX has yielded a comparatively lower 2.28% 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%

HHMIX

1D
0.00%
1M
-2.81%
YTD
-0.62%
6M
0.70%
1Y
3.97%
3Y*
3.52%
5Y*
1.07%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCIEX vs. HHMIX - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is higher than HHMIX's 0.44% expense ratio.


Return for Risk

SCIEX vs. HHMIX — 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

HHMIX
HHMIX Risk / Return Rank: 6868
Overall Rank
HHMIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HHMIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
HHMIX Omega Ratio Rank: 8585
Omega Ratio Rank
HHMIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
HHMIX Martin Ratio Rank: 5454
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. HHMIX - 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 Municipal Opportunities Fund (HHMIX). 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.


SCIEXHHMIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.26

-0.67

Sortino ratio

Return per unit of downside risk

0.90

1.73

-0.83

Omega ratio

Gain probability vs. loss probability

1.12

1.35

-0.23

Calmar ratio

Return relative to maximum drawdown

0.71

1.37

-0.66

Martin ratio

Return relative to average drawdown

2.67

5.23

-2.56

SCIEX vs. HHMIX - Sharpe Ratio Comparison

The current SCIEX Sharpe Ratio is 0.59, which is lower than the HHMIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SCIEX and HHMIX, 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


SCIEXHHMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.26

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.33

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.64

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.68

-0.33

Correlation

The correlation between SCIEX and HHMIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SCIEX vs. HHMIX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 2.92%, less than HHMIX's 3.41% 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%
HHMIX
Hartford Municipal Opportunities Fund
3.41%4.40%2.72%2.41%2.28%1.72%2.17%2.83%2.86%2.98%2.77%3.04%

Drawdowns

SCIEX vs. HHMIX - Drawdown Comparison

The maximum SCIEX drawdown since its inception was -60.26%, which is greater than HHMIX's maximum drawdown of -30.49%. Use the drawdown chart below to compare losses from any high point for SCIEX and HHMIX.


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Drawdown Indicators


SCIEXHHMIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.26%

-30.49%

-29.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-3.59%

-8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-33.07%

-13.76%

-19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.07%

-13.76%

-19.31%

Current Drawdown

Current decline from peak

-12.15%

-2.81%

-9.34%

Average Drawdown

Average peak-to-trough decline

-12.39%

-3.90%

-8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

0.94%

+2.31%

Volatility

SCIEX vs. HHMIX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 7.24% compared to Hartford Municipal Opportunities Fund (HHMIX) at 0.92%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than HHMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCIEXHHMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

0.92%

+6.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

1.60%

+9.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

3.83%

+13.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

3.29%

+13.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

3.56%

+13.45%