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HILYX vs. DFIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HILYX vs. DFIV

Last updated Jul 11, 2026
Documentation

HILYX (Hartford International Value Fund) and DFIV (Dimensional International Value ETF) are both Foreign Large Cap Equities funds. Over the past 3 years, HILYX returned 21.03%/yr vs 23.23%/yr for DFIV. With a 0.96 correlation, they move nearly in lockstep. HILYX charges 0.91%/yr vs 0.27%/yr for DFIV.

Performance

HILYX vs. DFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Value Fund (HILYX) and Dimensional International Value ETF (DFIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with HILYX having a 12.61% return and DFIV slightly higher at 12.93%.

HILYX

1D
0.36%
1M
0.40%
6M
10.52%
YTD
12.61%
1Y
27.81%
3Y*
21.03%
5Y*
14.13%
10Y*
11.63%

DFIV

1D
0.82%
1M
0.65%
6M
11.02%
YTD
12.93%
1Y
32.04%
3Y*
23.23%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

HILYX vs. DFIV - Yearly Performance Comparison

2026 (YTD)20252024202320222021
HILYX
Hartford International Value Fund		12.61%44.76%0.28%19.84%-2.28%-0.68%
DFIV
Dimensional International Value ETF		12.93%45.36%7.26%17.75%-3.70%0.50%

Correlation

The correlation between HILYX and DFIV is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2021

0.96

The correlation between HILYX and DFIV has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Hartford International Value Fund

Dimensional International Value ETF

Often compared with HILYX:
HILYX vs. HFQAXHILYX vs. VTIAXHILYX vs. DFIVXHILYX vs. HSWYXHILYX vs. EFAHILYX vs. IEFAHILYX vs. HILAX
Often compared with DFIV:
DFIV vs. FNDFDFIV vs. AVIVDFIV vs. VYMIDFIV vs. IVLUDFIV vs. DFVIXDFIV vs. IWVL.LDFIV vs. AVDE

Return for Risk

HILYX vs. DFIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HILYX
HILYX Risk / Return Rank: 6868
Overall Rank
HILYX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HILYX Sortino Ratio Rank: 7373
Sortino Ratio Rank
HILYX Omega Ratio Rank: 7373
Omega Ratio Rank
HILYX Calmar Ratio Rank: 6060
Calmar Ratio Rank
HILYX Martin Ratio Rank: 5959
Martin Ratio Rank
DFIV
DFIV Risk / Return Rank: 8383
Overall Rank
DFIV Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFIV Sortino Ratio Rank: 8686
Sortino Ratio Rank
DFIV Omega Ratio Rank: 8484
Omega Ratio Rank
DFIV Calmar Ratio Rank: 7878
Calmar Ratio Rank
DFIV Martin Ratio Rank: 8080
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.

HILYX vs. DFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund (HILYX) and Dimensional International Value ETF (DFIV). 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.

HILYXDFIVDifference
Sharpe ratioReturn per unit of total volatility
1.91
2.21

-0.30

Sortino ratioReturn per unit of downside risk
2.72
3.07

-0.34

Omega ratioGain probability vs. loss probability

1.36

1.40

-0.04

Calmar ratioReturn relative to maximum drawdown

2.39

3.23

-0.84

Martin ratioReturn relative to average drawdown

9.16

12.26

-3.10

HILYX vs. DFIV - Sharpe Ratio Comparison

The current HILYX Sharpe Ratio is 1.91, which is comparable to the DFIV Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of HILYX and DFIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

HILYX vs. DFIV - Drawdown Comparison

The maximum HILYX drawdown since its inception was -48.29%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for HILYX and DFIV.

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Drawdown Indicators

HILYXDFIVDifference

Max Drawdown

Largest peak-to-trough decline

-48.29%

-25.42%

-22.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-9.66%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-14.04%

-14.72%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.58%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-48.29%

—

—

Current Drawdown

Current decline from peak

-0.68%

-0.07%

-0.61%

Average Drawdown

Average peak-to-trough decline

-8.13%

-4.42%

-3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.55%

+0.40%

Volatility

HILYX vs. DFIV - Volatility Comparison

Hartford International Value Fund (HILYX) has a higher volatility of 4.50% compared to Dimensional International Value ETF (DFIV) at 4.00%. This indicates that HILYX's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HILYXDFIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

4.00%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

11.61%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.16%

14.08%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

16.59%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

16.59%

+0.20%

HILYX vs. DFIV - Expense Ratio Comparison

HILYX has a 0.91% expense ratio, which is higher than DFIV's 0.27% expense ratio.

Dividends

HILYX vs. DFIV - Dividend Comparison

HILYX's dividend yield for the trailing twelve months is around 5.15%, more than DFIV's 2.67% yield.

PositionTTM20252024202320222021202020192018201720162015
DFIV
Dimensional International Value ETF		2.67%2.92%3.88%3.93%3.84%2.30%0.00%0.00%0.00%0.00%0.00%0.00%
HILYX
Hartford International Value Fund		5.15%5.80%0.00%2.67%2.84%3.22%2.08%3.05%8.24%6.97%5.23%3.55%

Frequently Asked Questions

With a correlation of 0.94, HILYX and DFIV 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.

HILYX has higher volatility (4.50%) compared to DFIV (4.00%). In terms of maximum drawdown, HILYX dropped -48.29% vs DFIV's -25.42%.

DFIV currently has the higher Sharpe Ratio (2.21 vs 1.91), 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.

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