PortfoliosLab logoPortfoliosLab logo
SCVAX vs. SIDNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCVAX vs. SIDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Small Company Value Fund (SCVAX) and Hartford Schroders International Multi-Cap Value Fund (SIDNX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCVAX achieves a 15.81% return, which is significantly higher than SIDNX's 13.93% return. Both investments have delivered pretty close results over the past 10 years, with SCVAX having a 9.85% annualized return and SIDNX not far behind at 9.80%.


SCVAX

1D
0.66%
1M
-0.90%
YTD
15.81%
6M
15.77%
1Y
24.32%
3Y*
13.15%
5Y*
6.04%
10Y*
9.85%

SIDNX

1D
-3.25%
1M
-0.77%
YTD
13.93%
6M
17.55%
1Y
36.64%
3Y*
23.29%
5Y*
11.36%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCVAX vs. SIDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCVAX
Allspring Small Company Value Fund
15.81%1.75%8.22%15.19%-12.13%36.81%1.99%22.20%-14.18%11.58%
SIDNX
Hartford Schroders International Multi-Cap Value Fund
13.93%45.41%5.93%13.72%-11.75%13.87%1.04%18.58%-15.43%23.29%

Correlation

The correlation between SCVAX and SIDNX is 0.63, 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

0.63

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

0.64

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

0.69

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

0.67

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2006

0.68

The correlation between SCVAX and SIDNX has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SCVAX vs. SIDNX — Risk / Return Rank

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

SCVAX
SCVAX Risk / Return Rank: 4747
Overall Rank
SCVAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SCVAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCVAX Omega Ratio Rank: 3333
Omega Ratio Rank
SCVAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
SCVAX Martin Ratio Rank: 5252
Martin Ratio Rank

SIDNX
SIDNX Risk / Return Rank: 7979
Overall Rank
SIDNX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SIDNX Sortino Ratio Rank: 7676
Sortino Ratio Rank
SIDNX Omega Ratio Rank: 8181
Omega Ratio Rank
SIDNX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SIDNX Martin Ratio Rank: 7575
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.

SCVAX vs. SIDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Small Company Value Fund (SCVAX) and Hartford Schroders International Multi-Cap Value Fund (SIDNX). 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.


SCVAXSIDNXDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.26

1.49

-0.23

Calmar ratioReturn relative to maximum drawdown

3.04

3.38

-0.34

Martin ratioReturn relative to average drawdown

9.35

12.99

-3.64

SCVAX vs. SIDNX - Sharpe Ratio Comparison

The current SCVAX Sharpe Ratio is 1.47, which is lower than the SIDNX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of SCVAX and SIDNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SCVAXSIDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.61

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.78

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.63

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.38

+0.08

Drawdowns

SCVAX vs. SIDNX - Drawdown Comparison

The maximum SCVAX drawdown since its inception was -70.30%, which is greater than SIDNX's maximum drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for SCVAX and SIDNX.


Loading charts...

Drawdown Indicators


SCVAXSIDNXDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-62.41%

-7.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-10.95%

+2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-26.83%

-13.45%

-13.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.83%

-26.59%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-46.64%

-41.11%

-5.53%

Current Drawdown

Current decline from peak

-1.36%

-4.09%

+2.73%

Average Drawdown

Average peak-to-trough decline

-10.60%

-11.14%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.85%

-0.19%

Volatility

SCVAX vs. SIDNX - Volatility Comparison

The current volatility for Allspring Small Company Value Fund (SCVAX) is 4.49%, while Hartford Schroders International Multi-Cap Value Fund (SIDNX) has a volatility of 5.31%. This indicates that SCVAX experiences smaller price fluctuations and is considered to be less risky than SIDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCVAXSIDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

5.31%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

12.12%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

14.21%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.72%

14.63%

+6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

15.60%

+7.64%

SCVAX vs. SIDNX - Expense Ratio Comparison

SCVAX has a 1.15% expense ratio, which is higher than SIDNX's 0.84% expense ratio.


Dividends

SCVAX vs. SIDNX - Dividend Comparison

SCVAX's dividend yield for the trailing twelve months is around 5.08%, less than SIDNX's 5.83% yield.


PositionTTM20252024202320222021202020192018201720162015
SCVAX
Allspring Small Company Value Fund
5.08%5.88%8.23%0.77%4.33%6.02%0.39%0.48%0.71%0.30%0.04%0.13%
SIDNX
Hartford Schroders International Multi-Cap Value Fund
5.83%6.65%2.06%2.92%4.14%2.67%2.24%3.29%5.86%3.31%1.30%3.22%

Frequently Asked Questions


SCVAX and SIDNX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIDNX has higher volatility (5.31%) compared to SCVAX (4.49%). In terms of maximum drawdown, SCVAX dropped -70.30% vs SIDNX's -62.41%.

SIDNX currently has the higher Sharpe Ratio (2.61 vs 1.47), 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.

Portfolio Optimizer

Find the right allocation for SCVAX and SIDNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer