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SCIEX vs. HSNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

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Returns By Period

In the year-to-date period, SCIEX achieves a 7.59% return, which is significantly higher than HSNIX's 0.94% return. Over the past 10 years, SCIEX has outperformed HSNIX with an annualized return of 10.34%, while HSNIX has yielded a comparatively lower 4.46% 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%

HSNIX

1D
-0.25%
1M
0.66%
YTD
0.94%
6M
1.32%
1Y
7.56%
3Y*
7.21%
5Y*
2.09%
10Y*
4.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCIEX vs. HSNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HSNIX
The Hartford Strategic Income Fund
0.94%8.00%6.81%9.40%-12.77%0.17%12.54%11.94%-1.57%8.92%

Correlation

The correlation between SCIEX and HSNIX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.26

Over the past year, SCIEX and HSNIX have become more correlated (0.48) than their long-term average of 0.26, meaning their price movements have been converging.

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Return for Risk

SCIEX vs. HSNIX — Risk / Return Rank

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

SCIEX
SCIEX Risk / Return Rank: 1717
Overall Rank
SCIEX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SCIEX Sortino Ratio Rank: 1616
Sortino Ratio Rank
SCIEX Omega Ratio Rank: 1717
Omega Ratio Rank
SCIEX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 2020
Martin Ratio Rank

HSNIX
HSNIX Risk / Return Rank: 6060
Overall Rank
HSNIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7373
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 4949
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. HSNIX - 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 Strategic Income Fund (HSNIX). 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.


SCIEXHSNIXDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.21

1.48

-0.27

Calmar ratioReturn relative to maximum drawdown

1.43

2.43

-1.01

Martin ratioReturn relative to average drawdown

5.11

10.15

-5.04

SCIEX vs. HSNIX - Sharpe Ratio Comparison

The current SCIEX Sharpe Ratio is 1.14, which is lower than the HSNIX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of SCIEX and HSNIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCIEXHSNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.38

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.44

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.97

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.96

-0.59

Drawdowns

SCIEX vs. HSNIX - Drawdown Comparison

The maximum SCIEX drawdown since its inception was -60.26%, which is greater than HSNIX's maximum drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for SCIEX and HSNIX.


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Drawdown Indicators


SCIEXHSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.26%

-23.39%

-36.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-3.35%

-8.88%

Max Drawdown (3Y)

Largest decline over 3 years

-13.63%

-5.13%

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-33.07%

-19.44%

-13.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.07%

-19.44%

-13.63%

Current Drawdown

Current decline from peak

-1.15%

-0.45%

-0.70%

Average Drawdown

Average peak-to-trough decline

-12.35%

-3.13%

-9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

0.80%

+2.61%

Volatility

SCIEX vs. HSNIX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 4.76% compared to The Hartford Strategic Income Fund (HSNIX) at 1.23%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than HSNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCIEXHSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

1.23%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

2.61%

+9.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

3.42%

+11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

4.72%

+11.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

4.60%

+12.51%

SCIEX vs. HSNIX - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is higher than HSNIX's 0.64% expense ratio.


Dividends

SCIEX vs. HSNIX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 2.55%, less than HSNIX's 6.23% yield.


PositionTTM20252024202320222021202020192018201720162015
HSNIX
The Hartford Strategic Income Fund
6.23%5.29%5.31%5.87%4.73%4.40%4.09%4.32%6.82%6.21%5.00%4.65%
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 HSNIX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCIEX has higher volatility (4.76%) compared to HSNIX (1.23%). In terms of maximum drawdown, SCIEX dropped -60.26% vs HSNIX's -23.39%.

HSNIX currently has the higher Sharpe Ratio (2.38 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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