SCIEX vs. SWRLX
Compare and contrast key facts about Hartford Schroders International Stock Fund Class I (SCIEX) and Touchstone International Equity Fund (SWRLX).
SCIEX is managed by Hartford. It was launched on Dec 19, 1985. SWRLX is managed by Touchstone. It was launched on Mar 1, 1993.
Performance
SCIEX vs. SWRLX - Performance Comparison
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SCIEX vs. SWRLX - 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% |
SWRLX Touchstone International Equity Fund | 2.74% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Returns By Period
In the year-to-date period, SCIEX achieves a -6.34% return, which is significantly lower than SWRLX's 2.74% return. Both investments have delivered pretty close results over the past 10 years, with SCIEX having a 9.17% annualized return and SWRLX not far behind at 9.09%.
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%
SWRLX
- 1D
- 0.00%
- 1M
- -11.11%
- YTD
- 2.74%
- 6M
- 12.29%
- 1Y
- 38.68%
- 3Y*
- 18.67%
- 5Y*
- 10.18%
- 10Y*
- 9.09%
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SCIEX vs. SWRLX - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Return for Risk
SCIEX vs. SWRLX — Risk / Return Rank
SCIEX
SWRLX
SCIEX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and Touchstone International Equity Fund (SWRLX). 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 | SWRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 2.38 | -1.79 |
Sortino ratioReturn per unit of downside risk | 0.90 | 2.90 | -2.00 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.47 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 3.02 | -2.31 |
Martin ratioReturn relative to average drawdown | 2.67 | 11.84 | -9.17 |
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 | SWRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 2.38 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.59 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.54 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.38 | -0.03 |
Correlation
The correlation between SCIEX and SWRLX is 0.88, 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. SWRLX - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 2.92%, less than SWRLX's 7.43% 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% |
SWRLX Touchstone International Equity Fund | 7.43% | 7.63% | 10.53% | 1.36% | 1.56% | 14.95% | 0.46% | 9.10% | 15.19% | 3.61% | 0.66% | 3.76% |
Drawdowns
SCIEX vs. SWRLX - Drawdown Comparison
The maximum SCIEX drawdown since its inception was -60.26%, roughly equal to the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for SCIEX and SWRLX.
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Drawdown Indicators
| SCIEX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.26% | -59.44% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.73% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -33.07% | -34.19% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -33.07% | -35.95% | +2.88% |
Current DrawdownCurrent decline from peak | -12.15% | -11.49% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -11.68% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.07% | +0.18% |
Volatility
SCIEX vs. SWRLX - Volatility Comparison
Hartford Schroders International Stock Fund Class I (SCIEX) and Touchstone International Equity Fund (SWRLX) have volatilities of 7.24% and 6.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCIEX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 6.90% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 10.71% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 15.93% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 17.21% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 16.75% | +0.26% |