HILDX vs. SAHMX

Last updated Jul 19, 2026

HILDX (Hartford International Value Fund Class F) and SAHMX (SA International Value Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, HILDX returned 15.68%/yr vs 14.93%/yr for SAHMX. Their correlation of 0.83 suggests significant overlap in exposure. HILDX charges 0.71%/yr vs 1.11%/yr for SAHMX.

Performance

HILDX vs. SAHMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Value Fund Class F (HILDX) and SA International Value Fund (SAHMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with HILDX having a 13.67% return and SAHMX slightly lower at 13.44%.

HILDX

• 1D: -0.47%
• 1M: 2.05%
• 6M: 10.56%
• YTD: 13.67%
• 1Y: 30.62%
• 3Y*: 21.27%
• 5Y*: 15.68%
• 10Y*: —

SAHMX

• 1D: -0.50%
• 1M: 2.37%
• 6M: 9.86%
• YTD: 13.44%
• 1Y: 33.51%
• 3Y*: 21.44%
• 5Y*: 14.93%
• 10Y*: 11.12%

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

HILDX vs. SAHMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HILDX Hartford International Value Fund Class F	13.67%	44.87%	3.71%	19.94%	-2.20%	18.87%	-5.88%	18.29%	-17.64%	19.47%
SAHMX SA International Value Fund	13.44%	44.08%	5.44%	16.49%	-3.70%	17.59%	-2.48%	14.61%	-17.95%	21.26%

Correlation

The correlation between HILDX and SAHMX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Feb 28, 2017	0.83

The correlation between HILDX and SAHMX has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

Return for Risk

HILDX vs. SAHMX — Risk / Return Rank

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

HILDX

HILDX Risk / Return Rank: 75
HILDX Sharpe Ratio Rank: 80
HILDX Sortino Ratio Rank: 78
HILDX Omega Ratio Rank: 78
HILDX Calmar Ratio Rank: 71
HILDX Martin Ratio Rank: 69

SAHMX

SAHMX Risk / Return Rank: 92
SAHMX Sharpe Ratio Rank: 97
SAHMX Sortino Ratio Rank: 93
SAHMX Omega Ratio Rank: 88
SAHMX Calmar Ratio Rank: 93
SAHMX Martin Ratio Rank: 90

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.

HILDX vs. SAHMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund Class F (HILDX) and SA International Value Fund (SAHMX). 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.

	HILDX	SAHMX	Difference
Sharpe ratio: Return per unit of total volatility	2.14	2.98	-0.85
Sortino ratio: Return per unit of downside risk	3.01	4.15	-1.14
Omega ratio: Gain probability vs. loss probability	1.40	1.54	-0.14
Calmar ratio: Return relative to maximum drawdown	2.67	4.22	-1.55
Martin ratio: Return relative to average drawdown	10.27	13.95	-3.68

HILDX vs. SAHMX - Sharpe Ratio Comparison

The current HILDX Sharpe Ratio is 2.14, which is comparable to the SAHMX Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of HILDX and SAHMX, 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

HILDX vs. SAHMX - Drawdown Comparison

The maximum HILDX drawdown since its inception was -48.23%, smaller than the maximum SAHMX drawdown of -66.58%. Use the drawdown chart below to compare losses from any high point for HILDX and SAHMX.

Drawdown Indicators

	HILDX	SAHMX	Difference
Max Drawdown Largest peak-to-trough decline	-48.23%	-66.58%	+18.35%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-8.72%	-2.61%
Max Drawdown (3Y) Largest decline over 3 years	-14.02%	-14.85%	+0.83%
Max Drawdown (5Y) Largest decline over 5 years	-25.51%	-25.10%	-0.41%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.63%	—
Current Drawdown Current decline from peak	-0.47%	-0.50%	+0.03%
Average Drawdown Average peak-to-trough decline	-8.76%	-16.11%	+7.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	2.55%	+0.39%

Volatility

HILDX vs. SAHMX - Volatility Comparison

Hartford International Value Fund Class F (HILDX) has a higher volatility of 3.91% compared to SA International Value Fund (SAHMX) at 3.39%. This indicates that HILDX's price experiences larger fluctuations and is considered to be riskier than SAHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HILDX	SAHMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.91%	3.39%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	11.80%	9.76%	+2.04%
Volatility (1Y) Calculated over the trailing 1-year period	14.16%	12.34%	+1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.09%	15.47%	-0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.06%	16.06%	+1.00%

HILDX vs. SAHMX - Expense Ratio Comparison

HILDX has a 0.71% expense ratio, which is lower than SAHMX's 1.11% expense ratio.

Dividends

HILDX vs. SAHMX - Dividend Comparison

HILDX's dividend yield for the trailing twelve months is around 5.32%, more than SAHMX's 4.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HILDX Hartford International Value Fund Class F	5.32%	6.05%	3.54%	2.80%	2.98%	3.35%	2.20%	3.19%	8.50%	7.14%	0.00%	0.00%
SAHMX SA International Value Fund	4.72%	5.35%	3.57%	3.46%	4.06%	3.05%	2.09%	3.66%	1.93%	2.46%	2.89%	1.91%

Frequently Asked Questions

Can I hold both HILDX and SAHMX in my portfolio?

HILDX and SAHMX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HILDX or SAHMX?

HILDX has higher volatility (3.91%) compared to SAHMX (3.39%). In terms of maximum drawdown, HILDX dropped -48.23% vs SAHMX's -66.58%.

Which has better risk-adjusted returns?

SAHMX currently has the higher Sharpe Ratio (2.98 vs 2.14), 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.