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SCUIX vs. SCIEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCUIX vs. SCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders US Small Cap Opportunities Fund (SCUIX) and Hartford Schroders International Stock Fund Class I (SCIEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCUIX achieves a 14.85% return, which is significantly higher than SCIEX's 8.83% return. Over the past 10 years, SCUIX has underperformed SCIEX with an annualized return of 9.57%, while SCIEX has yielded a comparatively higher 10.47% annualized return.


SCUIX

1D
1.09%
1M
3.42%
YTD
14.85%
6M
13.65%
1Y
30.78%
3Y*
12.97%
5Y*
5.19%
10Y*
9.57%

SCIEX

1D
0.30%
1M
6.81%
YTD
8.83%
6M
9.98%
1Y
18.73%
3Y*
14.73%
5Y*
6.81%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCUIX vs. SCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCUIX
Hartford Schroders US Small Cap Opportunities Fund
14.85%4.99%12.58%8.51%-16.75%22.80%7.99%32.03%-10.98%14.86%
SCIEX
Hartford Schroders International Stock Fund Class I
8.83%25.98%5.89%17.02%-18.76%11.38%24.91%25.18%-12.38%29.69%

Correlation

The correlation between SCUIX and SCIEX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1994

0.61

The correlation between SCUIX and SCIEX shifts across timeframes, from 0.61 (all time) to 0.71 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCUIX vs. SCIEX — Risk / Return Rank

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

SCUIX
SCUIX Risk / Return Rank: 4646
Overall Rank
SCUIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SCUIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SCUIX Omega Ratio Rank: 3636
Omega Ratio Rank
SCUIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SCUIX Martin Ratio Rank: 5353
Martin Ratio Rank

SCIEX
SCIEX Risk / Return Rank: 1818
Overall Rank
SCIEX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SCIEX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SCIEX Omega Ratio Rank: 1818
Omega Ratio Rank
SCIEX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCIEX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCUIX vs. SCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders US Small Cap Opportunities Fund (SCUIX) and Hartford Schroders International Stock Fund Class I (SCIEX). 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.


SCUIXSCIEXDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratioReturn relative to maximum drawdown

2.97

1.48

+1.49

Martin ratioReturn relative to average drawdown

10.86

5.31

+5.56

SCUIX vs. SCIEX - Sharpe Ratio Comparison

The current SCUIX Sharpe Ratio is 1.84, which is higher than the SCIEX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SCUIX and SCIEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCUIXSCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.19

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.41

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.61

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.37

+0.18

Drawdowns

SCUIX vs. SCIEX - Drawdown Comparison

The maximum SCUIX drawdown since its inception was -50.53%, smaller than the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for SCUIX and SCIEX.


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Drawdown Indicators


SCUIXSCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-50.53%

-60.26%

+9.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-12.23%

+1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-24.25%

-13.63%

-10.62%

Max Drawdown (5Y)

Largest decline over 5 years

-27.72%

-33.07%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-33.07%

-9.72%

Current Drawdown

Current decline from peak

-0.84%

0.00%

-0.84%

Average Drawdown

Average peak-to-trough decline

-7.63%

-12.35%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.41%

-0.43%

Volatility

SCUIX vs. SCIEX - Volatility Comparison

Hartford Schroders US Small Cap Opportunities Fund (SCUIX) and Hartford Schroders International Stock Fund Class I (SCIEX) have volatilities of 4.76% and 4.62%, 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


SCUIXSCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.62%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

12.43%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

15.27%

+2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

16.64%

+3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.87%

17.11%

+3.76%

SCUIX vs. SCIEX - Expense Ratio Comparison

SCUIX has a 1.08% expense ratio, which is higher than SCIEX's 0.79% expense ratio.


Dividends

SCUIX vs. SCIEX - Dividend Comparison

SCUIX's dividend yield for the trailing twelve months is around 11.60%, more than SCIEX's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
SCIEX
Hartford Schroders International Stock Fund Class I
2.52%2.74%0.00%1.27%1.37%1.95%0.32%1.22%8.64%1.18%1.77%1.24%
SCUIX
Hartford Schroders US Small Cap Opportunities Fund
11.60%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


SCUIX and SCIEX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCUIX has higher volatility (4.76%) compared to SCIEX (4.62%). In terms of maximum drawdown, SCUIX dropped -50.53% vs SCIEX's -60.26%.

SCUIX currently has the higher Sharpe Ratio (1.84 vs 1.19), 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.

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