SCIEX vs. HUBBX

Last updated Jun 5, 2026

SCIEX (Hartford Schroders International Stock Fund Class I) and HUBBX (Hartford Ultrashort Bond HLS Fund) are both mutual funds - SCIEX is a Foreign Large Cap Equities fund managed by Hartford, while HUBBX is a Ultrashort Bond fund managed by Hartford. Over the past 10 years, SCIEX returned 10.34%/yr vs 2.02%/yr for HUBBX. At a 0.03 correlation, their price movements are largely independent. SCIEX charges 0.79%/yr vs 0.69%/yr for HUBBX.

Performance

SCIEX vs. HUBBX - 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 Ultrashort Bond HLS Fund (HUBBX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCIEX achieves a 7.59% return, which is significantly higher than HUBBX's 0.97% return. Over the past 10 years, SCIEX has outperformed HUBBX with an annualized return of 10.34%, while HUBBX has yielded a comparatively lower 2.02% 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%

HUBBX

• 1D: 0.00%
• 1M: 0.19%
• YTD: 0.97%
• 6M: 1.26%
• 1Y: 3.44%
• 3Y*: 4.52%
• 5Y*: 2.84%
• 10Y*: 2.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCIEX vs. HUBBX - 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%
HUBBX Hartford Ultrashort Bond HLS Fund	0.97%	4.32%	4.91%	4.98%	-0.50%	-0.46%	1.27%	2.55%	1.27%	0.80%

Correlation

The correlation between SCIEX and HUBBX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013	0.03

Return for Risk

SCIEX vs. HUBBX — Risk / Return Rank

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

SCIEX

SCIEX Risk / Return Rank: 17
SCIEX Sharpe Ratio Rank: 16
SCIEX Sortino Ratio Rank: 16
SCIEX Omega Ratio Rank: 17
SCIEX Calmar Ratio Rank: 17
SCIEX Martin Ratio Rank: 20

HUBBX

HUBBX Risk / Return Rank: 99
HUBBX Sharpe Ratio Rank: 99
HUBBX Sortino Ratio Rank: 99
HUBBX Omega Ratio Rank: 99
HUBBX Calmar Ratio Rank: 99
HUBBX Martin Ratio Rank: 99

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. HUBBX - 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 Ultrashort Bond HLS Fund (HUBBX). 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	HUBBX	Difference
Sharpe ratio: Return per unit of total volatility	1.14	4.32	-3.18
Sortino ratio: Return per unit of downside risk	1.67	8.11	-6.44
Omega ratio: Gain probability vs. loss probability	1.21	2.81	-1.60
Calmar ratio: Return relative to maximum drawdown	1.43	12.29	-10.86
Martin ratio: Return relative to average drawdown	5.11	60.34	-55.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCIEX vs. HUBBX - Sharpe Ratio Comparison

The current SCIEX Sharpe Ratio is 1.14, which is lower than the HUBBX Sharpe Ratio of 4.32. The chart below compares the historical Sharpe Ratios of SCIEX and HUBBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCIEX	HUBBX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	4.32	-3.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	3.21	-2.82
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	2.54	-1.93
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	2.17	-1.80

Drawdowns

SCIEX vs. HUBBX - Drawdown Comparison

The maximum SCIEX drawdown since its inception was -60.26%, which is greater than HUBBX's maximum drawdown of -2.53%. Use the drawdown chart below to compare losses from any high point for SCIEX and HUBBX.

Drawdown Indicators

	SCIEX	HUBBX	Difference
Max Drawdown Largest peak-to-trough decline	-60.26%	-2.53%	-57.73%
Max Drawdown (1Y) Largest decline over 1 year	-12.23%	-0.29%	-11.94%
Max Drawdown (3Y) Largest decline over 3 years	-13.63%	-0.29%	-13.34%
Max Drawdown (5Y) Largest decline over 5 years	-33.07%	-1.76%	-31.31%
Max Drawdown (10Y) Largest decline over 10 years	-33.07%	-2.53%	-30.54%
Current Drawdown Current decline from peak	-1.15%	0.00%	-1.15%
Average Drawdown Average peak-to-trough decline	-12.35%	-0.20%	-12.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	0.06%	+3.35%

Volatility

SCIEX vs. HUBBX - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 4.76% compared to Hartford Ultrashort Bond HLS Fund (HUBBX) at 0.24%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than HUBBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCIEX	HUBBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	0.24%	+4.52%
Volatility (6M) Calculated over the trailing 6-month period	12.49%	0.62%	+11.87%
Volatility (1Y) Calculated over the trailing 1-year period	15.30%	0.82%	+14.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	0.89%	+15.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.11%	0.80%	+16.31%

SCIEX vs. HUBBX - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is higher than HUBBX's 0.69% expense ratio.

Dividends

SCIEX vs. HUBBX - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 2.55%, less than HUBBX's 4.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HUBBX Hartford Ultrashort Bond HLS Fund	4.90%	4.95%	4.14%	1.00%	0.00%	0.54%	2.17%	1.63%	0.86%	0.50%	0.14%	0.00%
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

Can I hold both SCIEX and HUBBX in my portfolio?

SCIEX and HUBBX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCIEX or HUBBX?

SCIEX has higher volatility (4.76%) compared to HUBBX (0.24%). In terms of maximum drawdown, SCIEX dropped -60.26% vs HUBBX's -2.53%.

Which has better risk-adjusted returns?

HUBBX currently has the higher Sharpe Ratio (4.32 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.