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Hartford International Value Fund (HILYX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US41664M6497
CUSIP
41664M649
Issuer
Hartford
Inception Date
May 27, 2010
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hartford International Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Hartford International Value Fund (HILYX) has returned 0.81% so far this year and 29.52% over the past 12 months. Over the last ten years, HILYX has returned 10.71% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Hartford International Value Fund

1D
-0.08%
1M
-10.13%
YTD
0.81%
6M
7.23%
1Y
29.52%
3Y*
17.82%
5Y*
12.72%
10Y*
10.71%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 1, 2010, HILYX's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +17.1%, while the worst month was Mar 2020 at -21.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HILYX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 12, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.16%5.65%-10.13%0.81%
20255.12%3.46%3.60%3.18%5.21%3.69%0.13%4.99%2.07%-0.49%3.54%3.24%44.76%
2024-1.93%1.46%4.83%-0.74%4.32%-4.40%4.87%2.35%1.65%-4.27%-1.59%-5.52%0.28%
20238.96%-1.48%-0.12%2.35%-4.23%5.52%4.83%-2.83%-2.11%-3.09%7.46%4.07%19.84%
20223.49%-2.55%-1.28%-4.98%4.27%-9.19%1.98%-3.29%-8.53%6.29%13.77%-0.01%-2.28%
20210.07%7.47%4.00%2.14%5.74%-2.74%-0.84%2.06%0.24%1.36%-5.95%4.56%18.79%

Benchmark Metrics

Hartford International Value Fund has an annualized alpha of 0.69%, beta of 0.81, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since June 02, 2010.

  • This fund participated in 92.37% of S&P 500 Index downside but only 85.56% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.69%
Beta
0.81
0.65
Upside Capture
85.56%
Downside Capture
92.37%

Expense Ratio

HILYX has an expense ratio of 0.91%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HILYX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


HILYX Risk / Return Rank: 8787
Overall Rank
HILYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
HILYX Sortino Ratio Rank: 8787
Sortino Ratio Rank
HILYX Omega Ratio Rank: 8686
Omega Ratio Rank
HILYX Calmar Ratio Rank: 8686
Calmar Ratio Rank
HILYX Martin Ratio Rank: 8686
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hartford International Value Fund (HILYX) and compare them to a chosen benchmark (S&P 500 Index).


HILYXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.82

0.90

+0.92

Sortino ratio

Return per unit of downside risk

2.36

1.39

+0.97

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

2.24

1.40

+0.84

Martin ratio

Return relative to average drawdown

8.99

6.61

+2.38

Explore HILYX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Hartford International Value Fund provided a 5.75% dividend yield over the last twelve months, with an annual payout of $1.44 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.44$1.44$0.00$0.48$0.44$0.53$0.30$0.47$1.10$1.23$0.79$0.49

Dividend yield

5.75%5.80%0.00%2.67%2.84%3.22%2.08%3.05%8.24%6.97%5.23%3.55%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford International Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.44$1.44
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford International Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hartford International Value Fund was 48.29%, occurring on Mar 18, 2020. Recovery took 287 trading sessions.

The current Hartford International Value Fund drawdown is 10.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.29%Jan 29, 2018538Mar 18, 2020287May 7, 2021825
-25.58%Feb 10, 2022158Sep 27, 2022179Jun 14, 2023337
-24.81%May 2, 2011146Nov 25, 2011283Jan 14, 2013429
-24.43%May 15, 2015188Feb 11, 2016208Dec 7, 2016396
-15.61%Jul 7, 2014128Jan 6, 201589May 14, 2015217

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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