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Harding Loevner International Equity Portfolio (HL...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4122951076

CUSIP

412295107

Inception Date

May 10, 1994

Min. Investment

$100,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

HLMIX has an expense ratio of 0.79%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart

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


200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
268.63%
920.93%
HLMIX (Harding Loevner International Equity Portfolio)
Benchmark (^GSPC)

Returns By Period

Harding Loevner International Equity Portfolio (HLMIX) returned 9.83% year-to-date (YTD) and 3.95% over the past 12 months. Over the past 10 years, HLMIX returned 4.99% annually, underperforming the S&P 500 benchmark at 10.43%.


HLMIX

YTD

9.83%

1M

15.69%

6M

-1.39%

1Y

3.95%

5Y*

7.57%

10Y*

4.99%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of HLMIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.06%2.97%-0.35%3.09%0.75%9.83%
2024-3.35%3.03%2.05%-2.88%4.53%-1.53%2.01%4.57%2.60%-5.20%-1.43%-7.25%-3.64%
20238.71%-3.69%2.94%1.86%-3.34%4.67%1.96%-6.18%-3.42%-3.20%9.76%3.68%13.02%
2022-5.72%-5.29%-0.30%-7.73%0.12%-7.80%6.27%-6.44%-7.76%2.44%15.69%-3.17%-20.21%
2021-0.74%1.10%0.49%2.23%3.14%-0.03%1.59%1.21%-5.05%4.07%-3.88%3.39%7.32%
2020-2.56%-6.12%-11.85%5.63%5.48%6.17%6.39%2.40%-0.28%-3.65%12.75%6.90%20.33%
20197.25%2.66%1.36%3.71%-5.23%6.28%-1.91%-3.03%2.62%3.41%1.72%4.63%25.22%
20185.36%-4.21%0.00%0.70%-0.60%-1.39%3.31%-0.98%-0.60%-10.10%-0.19%-5.32%-13.96%
20174.94%1.28%3.48%3.06%3.96%-0.48%3.11%-0.05%2.83%2.17%1.10%0.40%28.89%
2016-4.91%-1.78%7.83%1.39%0.17%1.32%4.18%-0.00%2.17%-2.60%-3.76%1.85%5.30%
20151.48%4.60%-0.91%4.17%-1.30%-2.69%-0.38%-9.02%-3.28%9.20%0.51%-2.85%-1.63%
2014-6.99%5.78%0.79%1.34%1.88%1.46%-1.07%2.05%-4.86%1.78%0.38%-3.48%-1.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HLMIX is 35, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HLMIX is 3535
Overall Rank
The Sharpe Ratio Rank of HLMIX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of HLMIX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of HLMIX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of HLMIX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of HLMIX is 3232
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Harding Loevner International Equity Portfolio (HLMIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Harding Loevner International Equity Portfolio Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.24
  • 5-Year: 0.46
  • 10-Year: 0.30
  • All Time: 0.24

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Harding Loevner International Equity Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.24
0.48
HLMIX (Harding Loevner International Equity Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

Harding Loevner International Equity Portfolio provided a 1.93% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


1.00%1.50%2.00%2.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.52$0.52$0.52$0.59$0.43$0.21$0.38$0.29$0.20$0.18$0.17$0.18

Dividend yield

1.93%2.12%1.99%2.51%1.41%0.75%1.59%1.50%0.87%0.98%1.02%1.03%

Monthly Dividends

The table displays the monthly dividend distributions for Harding Loevner International Equity Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2014$0.18$0.18

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.74%
-7.82%
HLMIX (Harding Loevner International Equity Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Harding Loevner International Equity Portfolio. 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 Harding Loevner International Equity Portfolio was 65.37%, occurring on Mar 2, 2009. Recovery took 2032 trading sessions.

The current Harding Loevner International Equity Portfolio drawdown is 7.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.37%Dec 13, 2007304Mar 2, 20092032Mar 28, 20172336
-54.6%Dec 31, 1999798Mar 12, 2003781Apr 19, 20061579
-33.49%Sep 8, 2021266Sep 27, 2022
-30.48%Jan 21, 202044Mar 23, 202083Jul 21, 2020127
-25.96%Jul 21, 199855Oct 5, 1998140Apr 19, 1999195

Volatility

Volatility Chart

The current Harding Loevner International Equity Portfolio volatility is 6.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.09%
11.21%
HLMIX (Harding Loevner International Equity Portfolio)
Benchmark (^GSPC)