HFSIX vs. DFVIX

Last updated Aug 1, 2026

HFSIX (Hartford Schroders International Contrarian Value Fund Class I) and DFVIX (DFA International Value III Portfolio) are both Foreign Large Cap Equities funds. Over the past 3 years, HFSIX returned 21.57%/yr vs 22.79%/yr for DFVIX. Their correlation of 0.91 means they have usually moved in the same direction. HFSIX charges 0.85%/yr vs 0.24%/yr for DFVIX.

Performance

HFSIX vs. DFVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Contrarian Value Fund Class I (HFSIX) and DFA International Value III Portfolio (DFVIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with HFSIX having a 16.55% return and DFVIX slightly higher at 17.22%.

HFSIX

• 1D: 1.15%
• 1M: 7.82%
• 6M: 11.63%
• YTD: 16.55%
• 1Y: 33.09%
• 3Y*: 21.57%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.58%

DFVIX

• 1D: 2.64%
• 1M: 5.00%
• 6M: 10.51%
• YTD: 17.22%
• 1Y: 38.38%
• 3Y*: 22.79%
• 5Y*: 17.17%
• 10Y*: 12.83%
• ALL TIME*: 8.14%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFVIX DFA International Value III Portfolio	$0.00	$0.00	$0.00
HFSIX Hartford Schroders International Contrarian Value Fund Class I	$0.00	$0.00	$0.00

HFSIX vs. DFVIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HFSIX Hartford Schroders International Contrarian Value Fund Class I	16.55%	43.05%	6.42%	23.53%	-3.73%
DFVIX DFA International Value III Portfolio	17.22%	44.85%	6.86%	17.89%	-4.39%

Correlation

The correlation between HFSIX and DFVIX is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (3Y) Balances recent behavior with more history.	0.89
Correlation (All Time) Calculated using the full available price history since May 27, 2022	0.91

The correlation between HFSIX and DFVIX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

Return for Risk

HFSIX vs. DFVIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HFSIX

HFSIX Risk / Return Rank: 84
HFSIX Sharpe Ratio Rank: 90
HFSIX Sortino Ratio Rank: 88
HFSIX Omega Ratio Rank: 84
HFSIX Calmar Ratio Rank: 80
HFSIX Martin Ratio Rank: 79

DFVIX

DFVIX Risk / Return Rank: 94
DFVIX Sharpe Ratio Rank: 96
DFVIX Sortino Ratio Rank: 93
DFVIX Omega Ratio Rank: 90
DFVIX Calmar Ratio Rank: 94
DFVIX Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HFSIX vs. DFVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Contrarian Value Fund Class I (HFSIX) and DFA International Value III Portfolio (DFVIX). 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.

	HFSIX	DFVIX	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.69	-0.39
Sortino ratio: Return per unit of downside risk	3.27	3.66	-0.39
Omega ratio: Gain probability vs. loss probability	1.41	1.48	-0.06
Calmar ratio: Return relative to maximum drawdown	2.74	3.97	-1.24
Martin ratio: Return relative to average drawdown	9.96	15.53	-5.56

HFSIX vs. DFVIX - Sharpe Ratio Comparison

The current HFSIX Sharpe Ratio is 2.30, which is comparable to the DFVIX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of HFSIX and DFVIX, 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

HFSIX vs. DFVIX - Drawdown Comparison

The maximum HFSIX drawdown since its inception was -22.64%, smaller than the maximum DFVIX drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for HFSIX and DFVIX.

Drawdown Indicators

	HFSIX	DFVIX	Difference
Max Drawdown Largest peak-to-trough decline	-22.64%	-66.53%	+43.89%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	-9.53%	-2.23%
Max Drawdown (3Y) Largest decline over 3 years	-14.13%	-14.68%	+0.55%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-47.89%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.78%	-12.21%	+8.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	2.43%	+0.80%

Volatility

HFSIX vs. DFVIX - Volatility Comparison

Hartford Schroders International Contrarian Value Fund Class I (HFSIX) and DFA International Value III Portfolio (DFVIX) have volatilities of 4.11% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HFSIX	DFVIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	4.26%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	11.72%	11.73%	-0.01%
Volatility (1Y) Calculated over the trailing 1-year period	14.08%	14.17%	-0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.98%	16.43%	-0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.98%	17.76%	-1.78%

HFSIX vs. DFVIX - Expense Ratio Comparison

HFSIX has a 0.85% expense ratio, which is higher than DFVIX's 0.24% expense ratio.

Dividends

HFSIX vs. DFVIX - Dividend Comparison

HFSIX's dividend yield for the trailing twelve months is around 5.40%, more than DFVIX's 3.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFVIX DFA International Value III Portfolio	3.69%	4.09%	4.16%	4.44%	3.82%	7.97%	2.25%	3.53%	6.16%	3.02%	3.43%	5.84%
HFSIX Hartford Schroders International Contrarian Value Fund Class I	5.40%	6.30%	1.58%	1.52%	2.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HFSIX and DFVIX in my portfolio?

HFSIX and DFVIX 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, HFSIX or DFVIX?

DFVIX has higher volatility (4.26%) compared to HFSIX (4.11%). In terms of maximum drawdown, HFSIX dropped -22.64% vs DFVIX's -66.53%.

Which has better risk-adjusted returns?

DFVIX currently has the higher Sharpe Ratio (2.69 vs 2.30), 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.