SCIEX vs. IEFA
SCIEX (Hartford Schroders International Stock Fund Class I) and IEFA (iShares Core MSCI EAFE ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, SCIEX returned 10.62%/yr vs 10.18%/yr for IEFA. Their correlation of 0.92 suggests significant overlap in exposure. SCIEX charges 0.79%/yr vs 0.07%/yr for IEFA.
Performance
SCIEX vs. IEFA - Performance Comparison
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Returns By Period
In the year-to-date period, SCIEX achieves a 8.97% return, which is significantly lower than IEFA's 10.65% return. Both investments have delivered pretty close results over the past 10 years, with SCIEX having a 10.62% annualized return and IEFA not far behind at 10.18%.
SCIEX
- 1D
- 1.38%
- 1M
- 3.15%
- YTD
- 8.97%
- 6M
- 9.77%
- 1Y
- 20.60%
- 3Y*
- 14.01%
- 5Y*
- 7.28%
- 10Y*
- 10.62%
IEFA
- 1D
- 0.10%
- 1M
- 1.81%
- YTD
- 10.65%
- 6M
- 11.01%
- 1Y
- 25.52%
- 3Y*
- 17.62%
- 5Y*
- 8.87%
- 10Y*
- 10.18%
SCIEX vs. IEFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCIEX Hartford Schroders International Stock Fund Class I | 8.97% | 25.98% | 5.89% | 17.02% | -18.76% | 11.38% | 24.91% | 25.18% | -12.38% | 29.69% |
IEFA iShares Core MSCI EAFE ETF | 10.65% | 32.08% | 3.26% | 17.95% | -15.24% | 11.63% | 8.18% | 22.64% | -14.14% | 26.57% |
Correlation
The correlation between SCIEX and IEFA is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012 | 0.92 |
The correlation between SCIEX and IEFA has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
SCIEX vs. IEFA — Risk / Return Rank
SCIEX
IEFA
SCIEX vs. IEFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and iShares Core MSCI EAFE ETF (IEFA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCIEX | IEFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.23 | -0.63 |
| Martin ratioReturn relative to average drawdown | 5.72 | 8.48 | -2.77 |
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Drawdowns
SCIEX vs. IEFA - Drawdown Comparison
The maximum SCIEX drawdown since its inception was -60.26%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for SCIEX and IEFA.
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Drawdown Indicators
| SCIEX | IEFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.26% | -34.78% | -25.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.50% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -13.63% | -13.76% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -33.07% | -30.41% | -2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -33.07% | -34.78% | +1.71% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -6.67% | -5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.02% | +0.40% |
Volatility
SCIEX vs. IEFA - Volatility Comparison
Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 5.62% compared to iShares Core MSCI EAFE ETF (IEFA) at 4.85%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCIEX | IEFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 4.85% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 13.30% | 13.07% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 15.44% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 16.59% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 17.27% | -0.14% |
SCIEX vs. IEFA - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is higher than IEFA's 0.07% expense ratio.
Dividends
SCIEX vs. IEFA - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 2.51%, less than IEFA's 3.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEFA iShares Core MSCI EAFE ETF | 3.38% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
SCIEX Hartford Schroders International Stock Fund Class I | 2.51% | 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
With a correlation of 0.92, SCIEX and IEFA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SCIEX has higher volatility (5.62%) compared to IEFA (4.85%). In terms of maximum drawdown, SCIEX dropped -60.26% vs IEFA's -34.78%.
IEFA currently has the higher Sharpe Ratio (1.66 vs 1.24), 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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