SCUIX vs. BIAUX

Last updated Aug 4, 2026

SCUIX (Hartford Schroders US Small Cap Opportunities Fund) and BIAUX (Brown Advisory Small-Cap Fundamental Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, SCUIX returned 9.58%/yr vs 10.50%/yr for BIAUX. Their correlation of 0.93 means they have usually moved in the same direction. SCUIX charges 1.08%/yr vs 1.10%/yr for BIAUX.

Performance

SCUIX vs. BIAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders US Small Cap Opportunities Fund (SCUIX) and Brown Advisory Small-Cap Fundamental Value Fund (BIAUX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCUIX achieves a 17.37% return, which is significantly lower than BIAUX's 21.91% return. Over the past 10 years, SCUIX has underperformed BIAUX with an annualized return of 9.58%, while BIAUX has yielded a comparatively higher 10.50% annualized return.

SCUIX

• 1D: 0.65%
• 1M: -1.25%
• 6M: 10.50%
• YTD: 17.37%
• 1Y: 30.79%
• 3Y*: 11.82%
• 5Y*: 6.14%
• 10Y*: 9.58%
• ALL TIME*: 10.74%

BIAUX

• 1D: 0.19%
• 1M: 0.78%
• 6M: 14.85%
• YTD: 21.91%
• 1Y: 33.03%
• 3Y*: 15.37%
• 5Y*: 10.57%
• 10Y*: 10.50%
• ALL TIME*: 12.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BIAUX Brown Advisory Small-Cap Fundamental Value Fund	$0.00	$0.00	$0.00
SCUIX Hartford Schroders US Small Cap Opportunities Fund	$0.00	$0.00	$0.00

SCUIX vs. BIAUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCUIX Hartford Schroders US Small Cap Opportunities Fund	17.37%	4.99%	12.58%	8.51%	-16.75%	22.80%	7.99%	32.03%	-10.98%	14.86%
BIAUX Brown Advisory Small-Cap Fundamental Value Fund	21.91%	5.71%	11.73%	16.16%	-8.74%	31.11%	-5.69%	29.85%	-13.48%	12.17%

Correlation

The correlation between SCUIX and BIAUX is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (5Y) Shows whether the relationship held over a longer period.	0.93
Correlation (10Y) Provides a long-term view across more market conditions.	0.93
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009	0.93

The correlation between SCUIX and BIAUX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Return for Risk

SCUIX vs. BIAUX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCUIX

SCUIX Risk / Return Rank: 67
SCUIX Sharpe Ratio Rank: 62
SCUIX Sortino Ratio Rank: 67
SCUIX Omega Ratio Rank: 53
SCUIX Calmar Ratio Rank: 77
SCUIX Martin Ratio Rank: 74

BIAUX

BIAUX Risk / Return Rank: 80
BIAUX Sharpe Ratio Rank: 76
BIAUX Sortino Ratio Rank: 79
BIAUX Omega Ratio Rank: 69
BIAUX Calmar Ratio Rank: 92
BIAUX Martin Ratio Rank: 84

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCUIX vs. BIAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders US Small Cap Opportunities Fund (SCUIX) and Brown Advisory Small-Cap Fundamental Value Fund (BIAUX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCUIX	BIAUX	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.85	-0.23
Sortino ratio: Return per unit of downside risk	2.42	2.78	-0.36
Omega ratio: Gain probability vs. loss probability	1.28	1.32	-0.04
Calmar ratio: Return relative to maximum drawdown	2.65	3.77	-1.12
Martin ratio: Return relative to average drawdown	9.65	11.11	-1.46

SCUIX vs. BIAUX - Sharpe Ratio Comparison

The current SCUIX Sharpe Ratio is 1.63, which is comparable to the BIAUX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SCUIX and BIAUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCUIX vs. BIAUX - Drawdown Comparison

The maximum SCUIX drawdown since its inception was -50.53%, which is greater than BIAUX's maximum drawdown of -45.55%. Use the drawdown chart below to compare losses from any high point for SCUIX and BIAUX.

Drawdown Indicators

	SCUIX	BIAUX	Difference
Max Drawdown Largest peak-to-trough decline	-50.53%	-45.55%	-4.98%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-8.22%	-2.70%
Max Drawdown (3Y) Largest decline over 3 years	-24.25%	-25.16%	+0.91%
Max Drawdown (5Y) Largest decline over 5 years	-27.72%	-25.16%	-2.56%
Max Drawdown (10Y) Largest decline over 10 years	-42.79%	-45.55%	+2.76%
Current Drawdown Current decline from peak	-2.22%	-1.85%	-0.37%
Average Drawdown Average peak-to-trough decline	-7.60%	-6.13%	-1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	2.79%	+0.20%

Volatility

SCUIX vs. BIAUX - Volatility Comparison

Hartford Schroders US Small Cap Opportunities Fund (SCUIX) and Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) have volatilities of 4.17% and 4.00%, 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.

Volatility by Period

	SCUIX	BIAUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.17%	4.00%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	12.58%	10.96%	+1.62%
Volatility (1Y) Calculated over the trailing 1-year period	17.86%	16.75%	+1.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.96%	19.65%	+0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.84%	21.53%	-0.69%

SCUIX vs. BIAUX - Expense Ratio Comparison

SCUIX has a 1.08% expense ratio, which is lower than BIAUX's 1.10% expense ratio.

Dividends

SCUIX vs. BIAUX - Dividend Comparison

SCUIX's dividend yield for the trailing twelve months is around 11.36%, more than BIAUX's 11.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIAUX Brown Advisory Small-Cap Fundamental Value Fund	11.06%	13.49%	16.54%	5.94%	6.16%	0.48%	0.47%	9.38%	14.31%	4.11%	0.34%	2.41%
SCUIX Hartford Schroders US Small Cap Opportunities Fund	11.36%	13.33%	6.36%	0.08%	0.96%	11.13%	0.05%	4.99%	10.52%	9.00%	5.71%	8.10%

Frequently Asked Questions

Can I hold both SCUIX and BIAUX in my portfolio?

SCUIX and BIAUX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCUIX or BIAUX?

SCUIX has higher volatility (4.17%) compared to BIAUX (4.00%). In terms of maximum drawdown, SCUIX dropped -50.53% vs BIAUX's -45.55%.

Which has better risk-adjusted returns?

BIAUX currently has the higher Sharpe Ratio (1.85 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.