PortfoliosLab logo
SCIEX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCIEX and SPY is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

SCIEX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Stock Fund Class I (SCIEX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
120.84%
2,152.01%
SCIEX
SPY

Key characteristics

Sharpe Ratio

SCIEX:

0.75

SPY:

0.51

Sortino Ratio

SCIEX:

1.13

SPY:

0.86

Omega Ratio

SCIEX:

1.15

SPY:

1.13

Calmar Ratio

SCIEX:

0.91

SPY:

0.55

Martin Ratio

SCIEX:

3.25

SPY:

2.26

Ulcer Index

SCIEX:

3.81%

SPY:

4.55%

Daily Std Dev

SCIEX:

16.56%

SPY:

20.08%

Max Drawdown

SCIEX:

-76.48%

SPY:

-55.19%

Current Drawdown

SCIEX:

-2.62%

SPY:

-9.89%

Returns By Period

In the year-to-date period, SCIEX achieves a 7.37% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, SCIEX has underperformed SPY with an annualized return of 6.06%, while SPY has yielded a comparatively higher 11.99% annualized return.


SCIEX

YTD

7.37%

1M

-0.73%

6M

3.97%

1Y

12.64%

5Y*

12.59%

10Y*

6.06%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCIEX vs. SPY - Expense Ratio Comparison

SCIEX has a 0.79% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for SCIEX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCIEX: 0.79%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

SCIEX vs. SPY — Risk-Adjusted Performance Rank

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

SCIEX
The Risk-Adjusted Performance Rank of SCIEX is 7373
Overall Rank
The Sharpe Ratio Rank of SCIEX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SCIEX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SCIEX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SCIEX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SCIEX is 7474
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCIEX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for SCIEX, currently valued at 0.75, compared to the broader market-1.000.001.002.003.00
SCIEX: 0.75
SPY: 0.51
The chart of Sortino ratio for SCIEX, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.00
SCIEX: 1.13
SPY: 0.86
The chart of Omega ratio for SCIEX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
SCIEX: 1.15
SPY: 1.13
The chart of Calmar ratio for SCIEX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.00
SCIEX: 0.91
SPY: 0.55
The chart of Martin ratio for SCIEX, currently valued at 3.25, compared to the broader market0.0010.0020.0030.0040.0050.00
SCIEX: 3.25
SPY: 2.26

The current SCIEX Sharpe Ratio is 0.75, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SCIEX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.75
0.51
SCIEX
SPY

Dividends

SCIEX vs. SPY - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 1.31%, which matches SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
SCIEX
Hartford Schroders International Stock Fund Class I
1.31%1.41%1.27%1.37%1.17%0.32%1.23%1.61%1.19%1.77%1.24%2.68%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SCIEX vs. SPY - Drawdown Comparison

The maximum SCIEX drawdown since its inception was -76.48%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SCIEX and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.62%
-9.89%
SCIEX
SPY

Volatility

SCIEX vs. SPY - Volatility Comparison

The current volatility for Hartford Schroders International Stock Fund Class I (SCIEX) is 10.65%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that SCIEX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
10.65%
15.12%
SCIEX
SPY