HFSFX vs. DFWVX

Last updated Jun 23, 2026

HFSFX (Hartford Schroders International Contrarian Value Fund Class F) and DFWVX (DFA World ex U.S. Value Portfolio Fund) are both Foreign Large Cap Equities funds. Over the past year, HFSFX returned 26.13% vs 39.52% for DFWVX. Their correlation of 0.85 suggests significant overlap in exposure. HFSFX charges 0.70%/yr vs 0.40%/yr for DFWVX.

Performance

HFSFX vs. DFWVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Contrarian Value Fund Class F (HFSFX) and DFA World ex U.S. Value Portfolio Fund (DFWVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HFSFX achieves a 6.83% return, which is significantly lower than DFWVX's 16.08% return.

HFSFX

• 1D: -0.06%
• 1M: -0.45%
• YTD: 6.83%
• 6M: 7.68%
• 1Y: 26.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFWVX

• 1D: 0.60%
• 1M: 1.78%
• YTD: 16.08%
• 6M: 16.69%
• 1Y: 39.52%
• 3Y*: 22.56%
• 5Y*: 17.15%
• 10Y*: 29.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HFSFX vs. DFWVX - Yearly Performance Comparison

	2026 (YTD)	2025
HFSFX Hartford Schroders International Contrarian Value Fund Class F	6.83%	44.03%
DFWVX DFA World ex U.S. Value Portfolio Fund	16.08%	40.63%

Correlation

The correlation between HFSFX and DFWVX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.85

The correlation between HFSFX and DFWVX has been stable across timeframes, ranging from 0.85 to 0.85 - a consistent structural relationship.

Return for Risk

HFSFX vs. DFWVX — Risk / Return Rank

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

HFSFX

HFSFX Risk / Return Rank: 41
HFSFX Sharpe Ratio Rank: 45
HFSFX Sortino Ratio Rank: 44
HFSFX Omega Ratio Rank: 43
HFSFX Calmar Ratio Rank: 36
HFSFX Martin Ratio Rank: 38

DFWVX

DFWVX Risk / Return Rank: 88
DFWVX Sharpe Ratio Rank: 93
DFWVX Sortino Ratio Rank: 87
DFWVX Omega Ratio Rank: 86
DFWVX Calmar Ratio Rank: 87
DFWVX Martin Ratio Rank: 84

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.

HFSFX vs. DFWVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Contrarian Value Fund Class F (HFSFX) and DFA World ex U.S. Value Portfolio Fund (DFWVX). 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.

	HFSFX	DFWVX	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.93	-1.11
Sortino ratio: Return per unit of downside risk	2.57	3.89	-1.32
Omega ratio: Gain probability vs. loss probability	1.33	1.55	-0.22
Calmar ratio: Return relative to maximum drawdown	2.16	3.96	-1.80
Martin ratio: Return relative to average drawdown	7.95	14.69	-6.74

HFSFX vs. DFWVX - Sharpe Ratio Comparison

The current HFSFX Sharpe Ratio is 1.81, which is lower than the DFWVX Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of HFSFX and DFWVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HFSFX vs. DFWVX - Drawdown Comparison

The maximum HFSFX drawdown since its inception was -14.14%, smaller than the maximum DFWVX drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for HFSFX and DFWVX.

Drawdown Indicators

	HFSFX	DFWVX	Difference
Max Drawdown Largest peak-to-trough decline	-14.14%	-41.32%	+27.18%
Max Drawdown (1Y) Largest decline over 1 year	-11.78%	-9.91%	-1.87%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.32%	—
Current Drawdown Current decline from peak	-2.75%	-1.04%	-1.71%
Average Drawdown Average peak-to-trough decline	-1.88%	-7.06%	+5.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	2.66%	+0.54%

Volatility

HFSFX vs. DFWVX - Volatility Comparison

The current volatility for Hartford Schroders International Contrarian Value Fund Class F (HFSFX) is 3.65%, while DFA World ex U.S. Value Portfolio Fund (DFWVX) has a volatility of 5.18%. This indicates that HFSFX experiences smaller price fluctuations and is considered to be less risky than DFWVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HFSFX	DFWVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	5.18%	-1.53%
Volatility (6M) Calculated over the trailing 6-month period	11.32%	11.38%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	14.08%	13.41%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.66%	16.14%	-0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.66%	34.89%	-19.23%

HFSFX vs. DFWVX - Expense Ratio Comparison

HFSFX has a 0.70% expense ratio, which is higher than DFWVX's 0.40% expense ratio.

Dividends

HFSFX vs. DFWVX - Dividend Comparison

HFSFX's dividend yield for the trailing twelve months is around 6.05%, more than DFWVX's 3.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFWVX DFA World ex U.S. Value Portfolio Fund	3.41%	3.66%	4.28%	4.30%	3.75%	15.97%	2.43%	110.54%	5.26%	2.70%	2.92%	2.77%
HFSFX Hartford Schroders International Contrarian Value Fund Class F	6.05%	6.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HFSFX and DFWVX in my portfolio?

HFSFX and DFWVX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HFSFX or DFWVX?

DFWVX has higher volatility (5.18%) compared to HFSFX (3.65%). In terms of maximum drawdown, HFSFX dropped -14.14% vs DFWVX's -41.32%.

Which has better risk-adjusted returns?

DFWVX currently has the higher Sharpe Ratio (2.93 vs 1.81), 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.