HILYX vs. HFQAX
HILYX (Hartford International Value Fund) and HFQAX (Janus Henderson Global Equity Income Fund) are both mutual funds - HILYX is a Foreign Large Cap Equities fund managed by Hartford, while HFQAX is a Dividend fund managed by Janus Henderson. Over the past 10 years, HILYX returned 11.62%/yr vs 8.90%/yr for HFQAX. Their correlation of 0.87 means they have usually moved in the same direction. HILYX charges 0.91%/yr vs 1.24%/yr for HFQAX.
Performance
HILYX vs. HFQAX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with HILYX having a 18.21% return and HFQAX slightly lower at 17.80%. Over the past 10 years, HILYX has outperformed HFQAX with an annualized return of 11.62%, while HFQAX has yielded a comparatively lower 8.90% annualized 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%
HFQAX
- 1D
- 1.72%
- 1M
- 3.62%
- 6M
- 10.24%
- YTD
- 17.80%
- 1Y
- 30.15%
- 3Y*
- 18.64%
- 5Y*
- 11.82%
- 10Y*
- 8.90%
- ALL TIME*
- 5.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HILYX vs. HFQAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HILYX Hartford International Value Fund | 18.21% | 44.76% | 0.28% | 19.84% | -2.28% | 18.79% | -5.94% | 18.28% | -17.74% | 24.91% |
HFQAX Janus Henderson Global Equity Income Fund | 17.80% | 29.61% | 6.86% | 10.17% | -6.59% | 12.45% | 1.66% | 20.87% | -15.86% | 19.14% |
Correlation
The correlation between HILYX and HFQAX is 0.88, 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. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2010 | 0.87 |
The correlation between HILYX and HFQAX has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
HILYX vs. HFQAX — Risk / Return Rank
HILYX
HFQAX
HILYX vs. HFQAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund (HILYX) and Janus Henderson Global Equity Income Fund (HFQAX). 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 | HFQAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.44 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.81 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.64 | 10.08 | +1.56 |
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Drawdowns
HILYX vs. HFQAX - Drawdown Comparison
The maximum HILYX drawdown since its inception was -48.29%, smaller than the maximum HFQAX drawdown of -52.77%. Use the drawdown chart below to compare losses from any high point for HILYX and HFQAX.
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Drawdown Indicators
| HILYX | HFQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.29% | -52.77% | +4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -9.99% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -14.04% | -12.20% | -1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -25.58% | -21.83% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -48.29% | -34.79% | -13.50% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -10.79% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.78% | +0.14% |
Volatility
HILYX vs. HFQAX - Volatility Comparison
Hartford International Value Fund (HILYX) has a higher volatility of 4.05% compared to Janus Henderson Global Equity Income Fund (HFQAX) at 3.78%. This indicates that HILYX's price experiences larger fluctuations and is considered to be riskier than HFQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HILYX | HFQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 3.78% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 10.34% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.06% | 12.09% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 13.07% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 14.44% | +2.34% |
HILYX vs. HFQAX - Expense Ratio Comparison
HILYX has a 0.91% expense ratio, which is lower than HFQAX's 1.24% expense ratio.
Dividends
HILYX vs. HFQAX - Dividend Comparison
HILYX's dividend yield for the trailing twelve months is around 4.91%, less than HFQAX's 5.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFQAX Janus Henderson Global Equity Income Fund | 5.79% | 6.59% | 7.96% | 7.89% | 8.02% | 6.92% | 7.25% | 6.80% | 7.66% | 6.03% | 6.77% | 6.60% |
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
HILYX and HFQAX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HILYX has higher volatility (4.05%) compared to HFQAX (3.78%). In terms of maximum drawdown, HILYX dropped -48.29% vs HFQAX's -52.77%.
HILYX currently has the higher Sharpe Ratio (2.43 vs 2.32), 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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