HILAX vs. VYMI

Last updated Jun 23, 2026

HILAX (Hartford International Value Fund Class A) and VYMI (Vanguard International High Dividend Yield ETF) are both funds - HILAX is a Foreign Large Cap Equities fund actively managed by Hartford, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. HILAX is actively managed, while VYMI is passively managed. Over the past 10 years, HILAX returned 10.96%/yr vs 11.35%/yr for VYMI. Their correlation of 0.93 suggests significant overlap in exposure. HILAX charges 1.18%/yr vs 0.07%/yr for VYMI.

Performance

HILAX vs. VYMI - Performance Comparison

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

Returns By Period

In the year-to-date period, HILAX achieves a 11.22% return, which is significantly lower than VYMI's 12.76% return. Both investments have delivered pretty close results over the past 10 years, with HILAX having a 10.96% annualized return and VYMI not far ahead at 11.35%.

HILAX

• 1D: 0.04%
• 1M: 0.00%
• YTD: 11.22%
• 6M: 11.91%
• 1Y: 31.07%
• 3Y*: 19.96%
• 5Y*: 13.65%
• 10Y*: 10.96%

VYMI

• 1D: 0.20%
• 1M: 0.96%
• YTD: 12.76%
• 6M: 13.32%
• 1Y: 32.82%
• 3Y*: 22.36%
• 5Y*: 12.87%
• 10Y*: 11.35%

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

HILAX vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HILAX Hartford International Value Fund Class A	11.22%	44.31%	0.11%	19.55%	-2.58%	18.46%	-6.29%	17.94%	-17.98%	24.35%
VYMI Vanguard International High Dividend Yield ETF	12.76%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between HILAX and VYMI is 0.95, 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016	0.93

The correlation between HILAX and VYMI has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

HILAX vs. VYMI — Risk / Return Rank

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

HILAX

HILAX Risk / Return Rank: 59
HILAX Sharpe Ratio Rank: 64
HILAX Sortino Ratio Rank: 62
HILAX Omega Ratio Rank: 63
HILAX Calmar Ratio Rank: 53
HILAX Martin Ratio Rank: 54

VYMI

VYMI Risk / Return Rank: 76
VYMI Sharpe Ratio Rank: 81
VYMI Sortino Ratio Rank: 80
VYMI Omega Ratio Rank: 80
VYMI Calmar Ratio Rank: 67
VYMI Martin Ratio Rank: 71

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. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund Class A (HILAX) and Vanguard International High Dividend Yield ETF (VYMI). 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.

	HILAX	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	2.16	2.50	-0.33
Sortino ratio: Return per unit of downside risk	3.01	3.38	-0.37
Omega ratio: Gain probability vs. loss probability	1.40	1.45	-0.05
Calmar ratio: Return relative to maximum drawdown	2.67	3.25	-0.58
Martin ratio: Return relative to average drawdown	10.35	12.76	-2.41

HILAX vs. VYMI - Sharpe Ratio Comparison

The current HILAX Sharpe Ratio is 2.16, which is comparable to the VYMI Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of HILAX and VYMI, 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

HILAX vs. VYMI - Drawdown Comparison

The maximum HILAX drawdown since its inception was -48.61%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for HILAX and VYMI.

Drawdown Indicators

	HILAX	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-48.61%	-40.00%	-8.61%
Max Drawdown (1Y) Largest decline over 1 year	-11.34%	-10.14%	-1.20%
Max Drawdown (3Y) Largest decline over 3 years	-14.05%	-12.84%	-1.21%
Max Drawdown (5Y) Largest decline over 5 years	-25.67%	-24.05%	-1.62%
Max Drawdown (10Y) Largest decline over 10 years	-48.61%	-40.00%	-8.61%
Current Drawdown Current decline from peak	-1.40%	-0.75%	-0.65%
Average Drawdown Average peak-to-trough decline	-8.38%	-6.29%	-2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	2.58%	+0.34%

Volatility

HILAX vs. VYMI - Volatility Comparison

Hartford International Value Fund Class A (HILAX) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.98% and 3.95%, 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

	HILAX	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	3.95%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	11.37%	11.13%	+0.24%
Volatility (1Y) Calculated over the trailing 1-year period	14.01%	13.23%	+0.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.17%	14.87%	+0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.02%	16.82%	+0.20%

HILAX vs. VYMI - Expense Ratio Comparison

HILAX has a 1.18% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

HILAX vs. VYMI - Dividend Comparison

HILAX's dividend yield for the trailing twelve months is around 5.21%, more than VYMI's 3.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HILAX Hartford International Value Fund Class A	5.21%	5.80%	0.00%	2.52%	2.66%	3.03%	1.18%	2.83%	8.06%	6.75%	4.86%	3.25%
VYMI Vanguard International High Dividend Yield ETF	3.62%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%

Frequently Asked Questions

Can I hold both HILAX and VYMI in my portfolio?

With a correlation of 0.95, HILAX and VYMI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, HILAX or VYMI?

HILAX has higher volatility (3.98%) compared to VYMI (3.95%). In terms of maximum drawdown, HILAX dropped -48.61% vs VYMI's -40.00%.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.50 vs 2.16), 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.