GBMFX vs. HRLYX
Compare and contrast key facts about GMO Benchmark-Free Allocation Fund (GBMFX) and Hartford Real Asset Fund (HRLYX).
GBMFX is managed by GMO. It was launched on Jul 22, 2003. HRLYX is managed by Hartford. It was launched on May 27, 2010.
Performance
GBMFX vs. HRLYX - Performance Comparison
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GBMFX vs. HRLYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBMFX GMO Benchmark-Free Allocation Fund | 5.61% | 22.89% | 4.33% | 13.46% | -2.24% | 2.97% | -2.50% | 11.62% | -5.36% | 13.05% |
HRLYX Hartford Real Asset Fund | 11.62% | 21.89% | -5.41% | 7.44% | 0.72% | 21.58% | -1.13% | 12.34% | -10.11% | 9.57% |
Returns By Period
In the year-to-date period, GBMFX achieves a 5.61% return, which is significantly lower than HRLYX's 11.62% return. Over the past 10 years, GBMFX has underperformed HRLYX with an annualized return of 6.41%, while HRLYX has yielded a comparatively higher 7.85% annualized return.
GBMFX
- 1D
- 1.07%
- 1M
- -3.00%
- YTD
- 5.61%
- 6M
- 11.79%
- 1Y
- 23.90%
- 3Y*
- 14.40%
- 5Y*
- 8.00%
- 10Y*
- 6.41%
HRLYX
- 1D
- 0.84%
- 1M
- 0.56%
- YTD
- 11.62%
- 6M
- 15.18%
- 1Y
- 25.10%
- 3Y*
- 10.33%
- 5Y*
- 9.29%
- 10Y*
- 7.85%
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GBMFX vs. HRLYX - Expense Ratio Comparison
GBMFX has a 0.74% expense ratio, which is lower than HRLYX's 0.90% expense ratio.
Return for Risk
GBMFX vs. HRLYX — Risk / Return Rank
GBMFX
HRLYX
GBMFX vs. HRLYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Benchmark-Free Allocation Fund (GBMFX) and Hartford Real Asset Fund (HRLYX). 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.
| GBMFX | HRLYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.02 | 2.80 | +0.23 |
Sortino ratioReturn per unit of downside risk | 4.00 | 3.65 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.61 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.91 | 3.42 | +0.49 |
Martin ratioReturn relative to average drawdown | 15.09 | 21.19 | -6.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBMFX | HRLYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.02 | 2.80 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 0.86 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.61 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.28 | +0.67 |
Correlation
The correlation between GBMFX and HRLYX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GBMFX vs. HRLYX - Dividend Comparison
GBMFX's dividend yield for the trailing twelve months is around 3.94%, more than HRLYX's 3.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBMFX GMO Benchmark-Free Allocation Fund | 3.94% | 4.16% | 5.14% | 5.64% | 3.20% | 2.46% | 3.73% | 3.35% | 3.67% | 2.39% | 1.60% | 2.10% |
HRLYX Hartford Real Asset Fund | 3.54% | 3.95% | 0.00% | 4.36% | 4.79% | 19.52% | 3.10% | 3.11% | 2.49% | 3.62% | 0.76% | 1.33% |
Drawdowns
GBMFX vs. HRLYX - Drawdown Comparison
The maximum GBMFX drawdown since its inception was -23.40%, smaller than the maximum HRLYX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for GBMFX and HRLYX.
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Drawdown Indicators
| GBMFX | HRLYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -45.58% | +22.18% |
Max Drawdown (1Y)Largest decline over 1 year | -5.98% | -7.49% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -14.42% | -16.86% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -23.40% | -36.82% | +13.42% |
Current DrawdownCurrent decline from peak | -3.64% | 0.00% | -3.64% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -14.53% | +11.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.21% | +0.36% |
Volatility
GBMFX vs. HRLYX - Volatility Comparison
GMO Benchmark-Free Allocation Fund (GBMFX) has a higher volatility of 3.44% compared to Hartford Real Asset Fund (HRLYX) at 3.01%. This indicates that GBMFX's price experiences larger fluctuations and is considered to be riskier than HRLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GBMFX | HRLYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.01% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.30% | 5.51% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.97% | 9.12% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.22% | 10.90% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.97% | 12.84% | -4.87% |