GIMFX vs. HRLYX
GIMFX (GMO Implementation Fund) and HRLYX (Hartford Real Asset Fund) are both Global Allocation funds. Over the past 10 years, GIMFX returned 7.14%/yr vs 7.29%/yr for HRLYX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. GIMFX charges 0.02%/yr vs 0.90%/yr for HRLYX.
Performance
GIMFX vs. HRLYX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GIMFX having a 14.93% return and HRLYX slightly lower at 14.42%. Both investments have delivered pretty close results over the past 10 years, with GIMFX having a 7.14% annualized return and HRLYX not far ahead at 7.29%.
GIMFX
- 1D
- -0.23%
- 1M
- 3.20%
- 6M
- 9.43%
- YTD
- 14.93%
- 1Y
- 29.10%
- 3Y*
- 16.00%
- 5Y*
- 10.84%
- 10Y*
- 7.14%
- ALL TIME*
- 6.30%
HRLYX
- 1D
- -0.36%
- 1M
- 4.45%
- 6M
- 9.32%
- YTD
- 14.42%
- 1Y
- 23.94%
- 3Y*
- 10.61%
- 5Y*
- 8.48%
- 10Y*
- 7.29%
- ALL TIME*
- 3.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GIMFX vs. HRLYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIMFX GMO Implementation Fund | 14.93% | 25.37% | 2.67% | 14.75% | -1.24% | 4.05% | -7.25% | 13.24% | -5.58% | 14.09% |
HRLYX Hartford Real Asset Fund | 14.42% | 21.89% | -5.41% | 7.44% | 0.72% | 21.58% | -1.13% | 12.34% | -10.11% | 9.57% |
Correlation
The correlation between GIMFX and HRLYX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.70 |
The correlation between GIMFX and HRLYX shifts across timeframes, from 0.53 (1 year) to 0.71 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
GIMFX vs. HRLYX — Risk / Return Rank
GIMFX
HRLYX
GIMFX vs. HRLYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Implementation Fund (GIMFX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GIMFX | HRLYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.65 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.54 | 4.43 | +0.11 |
| Martin ratioReturn relative to average drawdown | 16.61 | 17.16 | -0.55 |
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Drawdowns
GIMFX vs. HRLYX - Drawdown Comparison
The maximum GIMFX drawdown since its inception was -25.87%, smaller than the maximum HRLYX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for GIMFX and HRLYX.
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Drawdown Indicators
| GIMFX | HRLYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.87% | -45.58% | +19.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -5.42% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -8.02% | -11.17% | +3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -13.20% | -16.86% | +3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -25.87% | -36.82% | +10.95% |
Current DrawdownCurrent decline from peak | -0.23% | -0.36% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -14.26% | +10.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.40% | +0.38% |
Volatility
GIMFX vs. HRLYX - Volatility Comparison
The current volatility for GMO Implementation Fund (GIMFX) is 2.10%, while Hartford Real Asset Fund (HRLYX) has a volatility of 2.33%. This indicates that GIMFX experiences smaller price fluctuations and is considered to be less risky 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
| GIMFX | HRLYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 2.33% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 6.79% | 5.75% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.16% | 7.14% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.64% | 10.77% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.94% | 12.60% | -3.66% |
GIMFX vs. HRLYX - Expense Ratio Comparison
GIMFX has a 0.02% expense ratio, which is lower than HRLYX's 0.90% expense ratio.
Dividends
GIMFX vs. HRLYX - Dividend Comparison
GIMFX's dividend yield for the trailing twelve months is around 4.29%, more than HRLYX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIMFX GMO Implementation Fund | 4.29% | 4.28% | 3.39% | 5.93% | 3.59% | 3.28% | 2.25% | 3.99% | 4.59% | 2.95% | 1.98% | 0.00% |
HRLYX Hartford Real Asset Fund | 3.45% | 3.95% | 0.00% | 4.36% | 4.79% | 19.52% | 3.10% | 3.11% | 2.49% | 3.62% | 0.76% | 1.33% |
Frequently Asked Questions
GIMFX and HRLYX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HRLYX has higher volatility (2.33%) compared to GIMFX (2.10%). In terms of maximum drawdown, GIMFX dropped -25.87% vs HRLYX's -45.58%.
GIMFX currently has the higher Sharpe Ratio (3.65 vs 3.38), 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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