SCIEX vs. IEFA
Compare and contrast key facts about Hartford Schroders International Stock Fund Class I (SCIEX) and iShares Core MSCI EAFE ETF (IEFA).
SCIEX is managed by Hartford. It was launched on Dec 19, 1985. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012.
Performance
SCIEX vs. IEFA - Performance Comparison
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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 | -6.34% | 25.98% | 5.89% | 17.02% | -18.76% | 11.38% | 24.91% | 25.18% | -12.38% | 29.69% |
IEFA iShares Core MSCI EAFE ETF | 1.20% | 32.08% | 3.26% | 17.95% | -15.24% | 11.63% | 8.18% | 22.64% | -14.14% | 26.57% |
Returns By Period
In the year-to-date period, SCIEX achieves a -6.34% return, which is significantly lower than IEFA's 1.20% return. Both investments have delivered pretty close results over the past 10 years, with SCIEX having a 9.17% annualized return and IEFA not far behind at 8.86%.
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%
IEFA
- 1D
- 3.24%
- 1M
- -7.92%
- YTD
- 1.20%
- 6M
- 5.69%
- 1Y
- 24.17%
- 3Y*
- 14.50%
- 5Y*
- 7.80%
- 10Y*
- 8.86%
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SCIEX vs. IEFA - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is higher than IEFA's 0.07% expense ratio.
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.
| SCIEX | IEFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 1.38 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.97 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.29 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.00 | -1.29 |
Martin ratioReturn relative to average drawdown | 2.67 | 7.79 | -5.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCIEX | IEFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.38 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.48 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.52 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.48 | -0.13 |
Correlation
The correlation between SCIEX and IEFA is 0.92, 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. IEFA - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 2.92%, less than IEFA's 3.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IEFA iShares Core MSCI EAFE ETF | 3.51% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
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 (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 | -12.15% | -8.15% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -6.74% | -5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.95% | +0.30% |
Volatility
SCIEX vs. IEFA - Volatility Comparison
The current volatility for Hartford Schroders International Stock Fund Class I (SCIEX) is 7.24%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 7.89%. This indicates that SCIEX experiences smaller price fluctuations and is considered to be less risky 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 | 7.24% | 7.89% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 11.05% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 17.64% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 16.35% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 17.24% | -0.23% |