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HILAX vs. HQIYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HILAX vs. HQIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Value Fund Class A (HILAX) and The Hartford Equity Income Fund (HQIYX). The values are adjusted to include any dividend payments, if applicable.

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HILAX vs. HQIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HILAX
Hartford International Value Fund Class A
3.67%44.31%0.11%19.55%-2.58%18.46%-6.29%17.94%-17.98%24.35%
HQIYX
The Hartford Equity Income Fund
0.83%15.24%10.03%7.33%-0.30%25.50%4.63%35.06%-7.81%17.93%

Returns By Period

In the year-to-date period, HILAX achieves a 3.67% return, which is significantly higher than HQIYX's 0.83% return. Over the past 10 years, HILAX has underperformed HQIYX with an annualized return of 10.68%, while HQIYX has yielded a comparatively higher 11.44% annualized return.


HILAX

1D
2.85%
1M
-5.55%
YTD
3.67%
6M
9.97%
1Y
32.91%
3Y*
18.66%
5Y*
12.79%
10Y*
10.68%

HQIYX

1D
1.47%
1M
-5.15%
YTD
0.83%
6M
4.04%
1Y
11.89%
3Y*
11.72%
5Y*
9.37%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HILAX vs. HQIYX - Expense Ratio Comparison

HILAX has a 1.18% expense ratio, which is higher than HQIYX's 0.74% expense ratio.


Return for Risk

HILAX vs. HQIYX — Risk / Return Rank

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

HILAX
HILAX Risk / Return Rank: 9090
Overall Rank
HILAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HILAX Sortino Ratio Rank: 9090
Sortino Ratio Rank
HILAX Omega Ratio Rank: 9090
Omega Ratio Rank
HILAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
HILAX Martin Ratio Rank: 8989
Martin Ratio Rank

HQIYX
HQIYX Risk / Return Rank: 3838
Overall Rank
HQIYX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HQIYX Sortino Ratio Rank: 3333
Sortino Ratio Rank
HQIYX Omega Ratio Rank: 3232
Omega Ratio Rank
HQIYX Calmar Ratio Rank: 4242
Calmar Ratio Rank
HQIYX Martin Ratio Rank: 4848
Martin Ratio Rank
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.

HILAX vs. HQIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund Class A (HILAX) and The Hartford Equity Income Fund (HQIYX). 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.


HILAXHQIYXDifference

Sharpe ratio

Return per unit of total volatility

2.09

0.81

+1.28

Sortino ratio

Return per unit of downside risk

2.70

1.21

+1.49

Omega ratio

Gain probability vs. loss probability

1.42

1.17

+0.25

Calmar ratio

Return relative to maximum drawdown

2.78

1.19

+1.58

Martin ratio

Return relative to average drawdown

10.70

5.16

+5.54

HILAX vs. HQIYX - Sharpe Ratio Comparison

The current HILAX Sharpe Ratio is 2.09, which is higher than the HQIYX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of HILAX and HQIYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HILAXHQIYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

0.81

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.69

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.71

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.58

-0.02

Correlation

The correlation between HILAX and HQIYX is 0.76, 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

HILAX vs. HQIYX - Dividend Comparison

HILAX's dividend yield for the trailing twelve months is around 5.59%, less than HQIYX's 13.06% yield.


TTM20252024202320222021202020192018201720162015
HILAX
Hartford International Value Fund Class A
5.59%5.80%0.00%2.52%2.66%3.03%1.18%2.83%8.06%6.75%4.86%3.25%
HQIYX
The Hartford Equity Income Fund
13.06%13.10%10.43%7.69%12.84%8.91%2.91%14.68%10.87%6.98%5.29%10.62%

Drawdowns

HILAX vs. HQIYX - Drawdown Comparison

The maximum HILAX drawdown since its inception was -48.61%, roughly equal to the maximum HQIYX drawdown of -50.48%. Use the drawdown chart below to compare losses from any high point for HILAX and HQIYX.


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Drawdown Indicators


HILAXHQIYXDifference

Max Drawdown

Largest peak-to-trough decline

-48.61%

-50.48%

+1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-10.49%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.67%

-13.94%

-11.73%

Max Drawdown (10Y)

Largest decline over 10 years

-48.61%

-34.99%

-13.62%

Current Drawdown

Current decline from peak

-7.58%

-5.54%

-2.04%

Average Drawdown

Average peak-to-trough decline

-8.46%

-5.32%

-3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.43%

+0.51%

Volatility

HILAX vs. HQIYX - Volatility Comparison

Hartford International Value Fund Class A (HILAX) has a higher volatility of 7.15% compared to The Hartford Equity Income Fund (HQIYX) at 3.65%. This indicates that HILAX's price experiences larger fluctuations and is considered to be riskier than HQIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HILAXHQIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

3.65%

+3.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

7.72%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

15.82%

14.36%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

13.59%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

16.22%

+0.83%