HILYX vs. DFIV
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 20.94%/yr vs 23.26%/yr for DFIV. Their 0.95 correlation means they have historically moved very closely together. HILYX charges 0.91%/yr vs 0.27%/yr for DFIV.
Performance
HILYX vs. DFIV - Performance Comparison
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Returns By Period
In the year-to-date period, HILYX achieves a 18.21% return, which is significantly higher than DFIV's 16.68% return.
HILYX
- 1D
- 2.16%
- 1M
- 6.00%
- 6M
- 11.35%
- YTD
- 18.21%
- 1Y
- 34.81%
- 3Y*
- 20.94%
- 5Y*
- 15.43%
- 10Y*
- 11.62%
- ALL TIME*
- 10.77%
DFIV
- 1D
- -0.47%
- 1M
- 4.37%
- 6M
- 10.06%
- YTD
- 16.68%
- 1Y
- 37.44%
- 3Y*
- 23.26%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.53M | $67.72M | $67.89M | |
| $0.00 | $0.00 | $0.00 |
HILYX vs. DFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HILYX Hartford International Value Fund | 18.21% | 44.76% | 0.28% | 19.84% | -2.28% | -0.68% |
DFIV Dimensional International Value ETF | 16.68% | 45.36% | 7.26% | 17.75% | -3.70% | 0.50% |
Correlation
The correlation between HILYX and DFIV is 0.94, 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. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.95 |
The correlation between HILYX and DFIV has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
HILYX vs. DFIV — Risk / Return Rank
HILYX
DFIV
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.
| HILYX | DFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.48 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 3.86 | -0.85 |
| Martin ratioReturn relative to average drawdown | 11.64 | 14.96 | -3.32 |
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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
| HILYX | DFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.47% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -4.37% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.49% | +0.43% |
Volatility
HILYX vs. DFIV - Volatility Comparison
Hartford International Value Fund (HILYX) and Dimensional International Value ETF (DFIV) have volatilities of 4.05% and 3.89%, 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.
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Volatility by Period
| HILYX | DFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 3.89% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 11.59% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.06% | 13.91% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 16.55% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 16.55% | +0.23% |
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 4.91%, more than DFIV's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 2.58% | 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 | 4.91% | 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 (4.05%) compared to DFIV (3.89%). In terms of maximum drawdown, HILYX dropped -48.29% vs DFIV's -25.42%.
DFIV currently has the higher Sharpe Ratio (2.69 vs 2.43), 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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