SCIEX vs. VEA
Compare and contrast key facts about Hartford Schroders International Stock Fund Class I (SCIEX) and Vanguard FTSE Developed Markets ETF (VEA).
SCIEX is managed by Hartford. It was launched on Dec 19, 1985. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCIEX or VEA.
Key characteristics
| SCIEX | VEA | |
|---|---|---|
| YTD Return | 8.35% | 5.01% |
| 1Y Return | 18.87% | 16.10% |
| 3Y Return (Ann) | 0.01% | 1.05% |
| 5Y Return (Ann) | 8.50% | 5.95% |
| 10Y Return (Ann) | 5.73% | 5.38% |
| Sharpe Ratio | 1.50 | 1.24 |
| Sortino Ratio | 2.12 | 1.78 |
| Omega Ratio | 1.26 | 1.22 |
| Calmar Ratio | 1.16 | 1.35 |
| Martin Ratio | 8.86 | 6.72 |
| Ulcer Index | 2.15% | 2.42% |
| Daily Std Dev | 12.70% | 13.09% |
| Max Drawdown | -76.48% | -60.70% |
| Current Drawdown | -6.14% | -7.32% |
Correlation
The correlation between SCIEX and VEA 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. VEA - Performance Comparison
In the year-to-date period, SCIEX achieves a 8.35% return, which is significantly higher than VEA's 5.01% return. Over the past 10 years, SCIEX has outperformed VEA with an annualized return of 5.73%, while VEA has yielded a comparatively lower 5.38% 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. VEA - Expense Ratio Comparison
SCIEX has a 0.79% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
SCIEX vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class I (SCIEX) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
SCIEX's dividend yield for the trailing twelve months is around 1.17%, less than VEA's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCIEX Hartford Schroders International Stock Fund Class I | 1.17% | 1.27% | 1.37% | 1.17% | 0.32% | 1.23% | 1.61% | 1.19% | 1.77% | 1.24% | 2.68% | 1.19% |
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
SCIEX vs. VEA - Drawdown Comparison
The maximum SCIEX drawdown since its inception was -76.48%, which is greater than VEA's maximum drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for SCIEX and VEA. For additional features, visit the drawdowns tool.
Volatility
SCIEX vs. VEA - Volatility Comparison
The current volatility for Hartford Schroders International Stock Fund Class I (SCIEX) is 3.71%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.95%. This indicates that SCIEX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.