HILYX vs. EFA
Compare and contrast key facts about Hartford International Value Fund (HILYX) and iShares MSCI EAFE ETF (EFA).
HILYX is managed by Hartford. It was launched on May 27, 2010. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Performance
HILYX vs. EFA - Performance Comparison
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HILYX vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HILYX Hartford International Value Fund | 3.71% | 44.76% | 0.28% | 19.84% | -2.28% | 18.79% | -5.94% | 18.28% | -17.74% | 24.91% |
EFA iShares MSCI EAFE ETF | 2.69% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Returns By Period
In the year-to-date period, HILYX achieves a 3.71% return, which is significantly higher than EFA's 2.69% return. Over the past 10 years, HILYX has outperformed EFA with an annualized return of 11.02%, while EFA has yielded a comparatively lower 8.93% annualized return.
HILYX
- 1D
- 2.88%
- 1M
- -5.54%
- YTD
- 3.71%
- 6M
- 10.14%
- 1Y
- 33.31%
- 3Y*
- 18.94%
- 5Y*
- 13.10%
- 10Y*
- 11.02%
EFA
- 1D
- 1.52%
- 1M
- -4.54%
- YTD
- 2.69%
- 6M
- 6.65%
- 1Y
- 24.78%
- 3Y*
- 14.94%
- 5Y*
- 8.43%
- 10Y*
- 8.93%
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HILYX vs. EFA - Expense Ratio Comparison
HILYX has a 0.91% expense ratio, which is higher than EFA's 0.32% expense ratio.
Return for Risk
HILYX vs. EFA — Risk / Return Rank
HILYX
EFA
HILYX vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund (HILYX) and iShares MSCI EAFE ETF (EFA). 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.
| HILYX | EFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 1.40 | +0.71 |
Sortino ratioReturn per unit of downside risk | 2.72 | 1.99 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.29 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.19 | +0.63 |
Martin ratioReturn relative to average drawdown | 10.85 | 8.30 | +2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HILYX | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.40 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.52 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.52 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.30 | +0.28 |
Correlation
The correlation between HILYX and EFA is 0.92, 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.
Dividends
HILYX vs. EFA - Dividend Comparison
HILYX's dividend yield for the trailing twelve months is around 5.59%, more than EFA's 3.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HILYX Hartford International Value Fund | 5.59% | 5.80% | 0.00% | 2.67% | 2.84% | 3.22% | 2.08% | 3.05% | 8.24% | 6.97% | 5.23% | 3.55% |
EFA iShares MSCI EAFE ETF | 3.29% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Drawdowns
HILYX vs. EFA - Drawdown Comparison
The maximum HILYX drawdown since its inception was -48.29%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for HILYX and EFA.
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Drawdown Indicators
| HILYX | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.29% | -61.04% | +12.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -11.42% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -25.58% | -29.53% | +3.95% |
Max Drawdown (10Y)Largest decline over 10 years | -48.29% | -34.19% | -14.10% |
Current DrawdownCurrent decline from peak | -7.54% | -6.67% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -12.00% | +3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.01% | -0.07% |
Volatility
HILYX vs. EFA - Volatility Comparison
Hartford International Value Fund (HILYX) and iShares MSCI EAFE ETF (EFA) have volatilities of 7.20% and 7.51%, 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 | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 7.51% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 11.21% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 17.74% | -1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 16.32% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 17.20% | -0.13% |