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SCIEX vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCIEX and VEA is 0.78, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Stock Fund Class I (SCIEX) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SCIEX:

0.74

VEA:

0.56

Sortino Ratio

SCIEX:

1.24

VEA:

1.05

Omega Ratio

SCIEX:

1.16

VEA:

1.14

Calmar Ratio

SCIEX:

1.01

VEA:

0.85

Martin Ratio

SCIEX:

3.61

VEA:

2.57

Ulcer Index

SCIEX:

3.81%

VEA:

4.45%

Daily Std Dev

SCIEX:

16.62%

VEA:

17.26%

Max Drawdown

SCIEX:

-76.48%

VEA:

-60.69%

Current Drawdown

SCIEX:

0.00%

VEA:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with SCIEX having a 13.67% return and VEA slightly higher at 14.24%. Over the past 10 years, SCIEX has outperformed VEA with an annualized return of 6.64%, while VEA has yielded a comparatively lower 5.69% annualized return.


SCIEX

YTD

13.67%

1M

9.33%

6M

13.20%

1Y

12.26%

5Y*

13.43%

10Y*

6.64%

VEA

YTD

14.24%

1M

8.07%

6M

12.77%

1Y

9.59%

5Y*

12.69%

10Y*

5.69%

*Annualized

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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 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 7676
Overall Rank
The Sharpe Ratio Rank of SCIEX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SCIEX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SCIEX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SCIEX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SCIEX is 7979
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 6565
Overall Rank
The Sharpe Ratio Rank of VEA is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6767
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. 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.


The current SCIEX Sharpe Ratio is 0.74, which is higher than the VEA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SCIEX and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SCIEX vs. VEA - Dividend Comparison

SCIEX's dividend yield for the trailing twelve months is around 1.24%, less than VEA's 2.87% yield.


TTM20242023202220212020201920182017201620152014
SCIEX
Hartford Schroders International Stock Fund Class I
1.24%1.41%1.27%1.37%1.17%0.32%1.23%1.61%1.19%1.77%1.24%2.68%
VEA
Vanguard FTSE Developed Markets ETF
2.87%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

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 -60.69%. Use the drawdown chart below to compare losses from any high point for SCIEX and VEA. For additional features, visit the drawdowns tool.


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Volatility

SCIEX vs. VEA - Volatility Comparison

Hartford Schroders International Stock Fund Class I (SCIEX) has a higher volatility of 3.54% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.29%. This indicates that SCIEX's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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