HILYX vs. DFIVX
Compare and contrast key facts about Hartford International Value Fund (HILYX) and DFA International Value Portfolio (DFIVX).
HILYX is managed by Hartford. It was launched on May 27, 2010. DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HILYX or DFIVX.
Key characteristics
| HILYX | DFIVX | |
|---|---|---|
| YTD Return | 10.61% | 11.54% |
| 1Y Return | 15.76% | 15.18% |
| 3Y Return (Ann) | 8.87% | 9.06% |
| 5Y Return (Ann) | 9.49% | 9.44% |
| 10Y Return (Ann) | 6.21% | 5.15% |
| Sharpe Ratio | 1.37 | 1.25 |
| Daily Std Dev | 12.04% | 12.85% |
| Max Drawdown | -48.29% | -65.67% |
| Current Drawdown | -0.84% | -1.04% |
Correlation
The correlation between HILYX and DFIVX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
HILYX vs. DFIVX - Performance Comparison
In the year-to-date period, HILYX achieves a 10.61% return, which is significantly lower than DFIVX's 11.54% return. Over the past 10 years, HILYX has outperformed DFIVX with an annualized return of 6.21%, while DFIVX has yielded a comparatively lower 5.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HILYX vs. DFIVX - Expense Ratio Comparison
HILYX has a 0.91% expense ratio, which is higher than DFIVX's 0.30% expense ratio.
Risk-Adjusted Performance
HILYX vs. DFIVX - Risk-Adjusted Performance Comparison
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.
Dividends
HILYX vs. DFIVX - Dividend Comparison
HILYX's dividend yield for the trailing twelve months is around 2.42%, less than DFIVX's 3.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HILYX Hartford International Value Fund | 2.42% | 2.67% | 2.84% | 3.22% | 2.08% | 3.05% | 8.24% | 6.97% | 5.23% | 1.67% | 0.76% | 0.00% |
DFIVX DFA International Value Portfolio | 3.80% | 4.40% | 3.78% | 4.48% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% | 4.89% | 2.71% |
Drawdowns
HILYX vs. DFIVX - Drawdown Comparison
The maximum HILYX drawdown since its inception was -48.29%, 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. For additional features, visit the drawdowns tool.
Volatility
HILYX vs. DFIVX - Volatility Comparison
The current volatility for Hartford International Value Fund (HILYX) is 3.75%, while DFA International Value Portfolio (DFIVX) has a volatility of 4.08%. 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.