PortfoliosLab logoPortfoliosLab logo
SCIEX vs. HQIYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCIEX vs. HQIYX - 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 Equity Income Fund (HQIYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SCIEX vs. HQIYX - 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%
HQIYX
The Hartford Equity Income Fund
0.83%15.24%10.03%7.33%-0.30%25.50%4.63%35.06%-7.81%17.93%

Returns By Period

In the year-to-date period, SCIEX achieves a -3.42% return, which is significantly lower than HQIYX's 0.83% return. Over the past 10 years, SCIEX has underperformed HQIYX with an annualized return of 9.50%, while HQIYX has yielded a comparatively higher 11.44% 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%

HQIYX

1D
1.47%
1M
-5.15%
YTD
0.83%
6M
4.04%
1Y
11.89%
3Y*
11.72%
5Y*
9.37%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. HQIYX - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is higher than HQIYX's 0.74% expense ratio.


Return for Risk

SCIEX vs. HQIYX — 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

HQIYX
HQIYX Risk / Return Rank: 3838
Overall Rank
HQIYX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HQIYX Sortino Ratio Rank: 3333
Sortino Ratio Rank
HQIYX Omega Ratio Rank: 3232
Omega Ratio Rank
HQIYX Calmar Ratio Rank: 4242
Calmar Ratio Rank
HQIYX Martin Ratio Rank: 4848
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. HQIYX - 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 Equity Income Fund (HQIYX). 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.


SCIEXHQIYXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.81

+0.03

Sortino ratio

Return per unit of downside risk

1.23

1.21

+0.02

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.09

1.19

-0.10

Martin ratio

Return relative to average drawdown

4.10

5.16

-1.06

SCIEX vs. HQIYX - Sharpe Ratio Comparison

The current SCIEX Sharpe Ratio is 0.84, which is comparable to the HQIYX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SCIEX and HQIYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCIEXHQIYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.81

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.69

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.71

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.58

-0.22

Correlation

The correlation between SCIEX and HQIYX is 0.72, 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.


Dividends

SCIEX vs. HQIYX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 2.84%, less than HQIYX's 13.06% 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%
HQIYX
The Hartford Equity Income Fund
13.06%13.10%10.43%7.69%12.84%8.91%2.91%14.68%10.87%6.98%5.29%10.62%

Drawdowns

SCIEX vs. HQIYX - Drawdown Comparison

The maximum SCIEX drawdown since its inception was -60.26%, which is greater than HQIYX's maximum drawdown of -50.48%. Use the drawdown chart below to compare losses from any high point for SCIEX and HQIYX.


Loading graphics...

Drawdown Indicators


SCIEXHQIYXDifference

Max Drawdown

Largest peak-to-trough decline

-60.26%

-50.48%

-9.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-10.49%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-33.07%

-13.94%

-19.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.07%

-34.99%

+1.92%

Current Drawdown

Current decline from peak

-9.41%

-5.54%

-3.87%

Average Drawdown

Average peak-to-trough decline

-12.39%

-5.32%

-7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.43%

+0.83%

Volatility

SCIEX vs. HQIYX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 7.96% compared to The Hartford Equity Income Fund (HQIYX) at 3.65%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than HQIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCIEXHQIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

3.65%

+4.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

7.72%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

14.36%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

13.59%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

16.22%

+0.81%