HILYX vs. DFIVX

In the year-to-date period, HILYX achieves a 22.31% return, which is significantly higher than DFIVX's 19.08% return. Over the past 10 years, HILYX has outperformed DFIVX with an annualized return of 7.53%, while DFIVX has yielded a comparatively lower 6.42% annualized return.

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HILYX has a 0.91% expense ratio, which is higher than DFIVX's 0.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund (HILYX) and DFA International Value Portfolio (DFIVX). 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.

The current HILYX Sharpe Ratio is 1.18, which is comparable to the DFIVX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of HILYX and DFIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HILYX's dividend yield for the trailing twelve months is around 2.73%, less than DFIVX's 3.34% yield.

The maximum HILYX drawdown since its inception was -48.28%, smaller than the maximum DFIVX drawdown of -65.67%. Use the drawdown chart below to compare losses from any high point for HILYX and DFIVX.

The current volatility for Hartford International Value Fund (HILYX) is 2.57%, while DFA International Value Portfolio (DFIVX) has a volatility of 2.71%. This indicates that HILYX experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.