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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCIEX or IEFA.
Key characteristics
| SCIEX | IEFA | |
|---|---|---|
| YTD Return | 9.73% | 6.77% |
| 1Y Return | 21.17% | 18.79% |
| 3Y Return (Ann) | 0.22% | 1.54% |
| 5Y Return (Ann) | 8.61% | 5.86% |
| 10Y Return (Ann) | 5.82% | 5.49% |
| Sharpe Ratio | 1.65 | 1.45 |
| Sortino Ratio | 2.32 | 2.07 |
| Omega Ratio | 1.28 | 1.25 |
| Calmar Ratio | 1.23 | 1.49 |
| Martin Ratio | 9.94 | 7.83 |
| Ulcer Index | 2.10% | 2.40% |
| Daily Std Dev | 12.62% | 12.97% |
| Max Drawdown | -76.48% | -34.78% |
| Current Drawdown | -4.94% | -6.26% |
Correlation
The correlation between SCIEX and IEFA is 0.93, 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.
Performance
SCIEX vs. IEFA - Performance Comparison
In the year-to-date period, SCIEX achieves a 9.73% return, which is significantly higher than IEFA's 6.77% return. Over the past 10 years, SCIEX has outperformed IEFA with an annualized return of 5.82%, while IEFA has yielded a comparatively lower 5.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
SCIEX vs. IEFA - Risk-Adjusted Performance 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.
Dividends
SCIEX vs. IEFA - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 1.15%, less than IEFA's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCIEX Hartford Schroders International Stock Fund Class I | 1.15% | 1.27% | 1.37% | 1.17% | 0.32% | 1.23% | 1.61% | 1.19% | 1.77% | 1.24% | 2.68% | 1.19% |
IEFA iShares Core MSCI EAFE ETF | 3.09% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
Drawdowns
SCIEX vs. IEFA - Drawdown Comparison
The maximum SCIEX drawdown since its inception was -76.48%, 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. For additional features, visit the drawdowns tool.
Volatility
SCIEX vs. IEFA - Volatility Comparison
The current volatility for Hartford Schroders International Stock Fund Class I (SCIEX) is 3.67%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 3.92%. 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.