PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HILYX vs. VTIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HILYX and VTIAX is 0.93, 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.


-0.50.00.51.00.9

Performance

HILYX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford International Value Fund (HILYX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
2.71%
2.85%
HILYX
VTIAX

Key characteristics

Sharpe Ratio

HILYX:

1.12

VTIAX:

1.01

Sortino Ratio

HILYX:

1.59

VTIAX:

1.45

Omega Ratio

HILYX:

1.20

VTIAX:

1.18

Calmar Ratio

HILYX:

1.36

VTIAX:

1.24

Martin Ratio

HILYX:

3.30

VTIAX:

3.17

Ulcer Index

HILYX:

4.17%

VTIAX:

3.83%

Daily Std Dev

HILYX:

12.27%

VTIAX:

12.10%

Max Drawdown

HILYX:

-50.73%

VTIAX:

-35.82%

Current Drawdown

HILYX:

-1.34%

VTIAX:

-2.16%

Returns By Period

In the year-to-date period, HILYX achieves a 8.15% return, which is significantly higher than VTIAX's 6.50% return. Over the past 10 years, HILYX has outperformed VTIAX with an annualized return of 5.48%, while VTIAX has yielded a comparatively lower 5.18% annualized return.


HILYX

YTD

8.15%

1M

6.57%

6M

2.24%

1Y

13.01%

5Y*

9.86%

10Y*

5.48%

VTIAX

YTD

6.50%

1M

5.57%

6M

2.16%

1Y

11.54%

5Y*

6.00%

10Y*

5.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HILYX vs. VTIAX - Expense Ratio Comparison

HILYX has a 0.91% expense ratio, which is higher than VTIAX's 0.11% expense ratio.


HILYX
Hartford International Value Fund
Expense ratio chart for HILYX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for VTIAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

HILYX vs. VTIAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HILYX
The Risk-Adjusted Performance Rank of HILYX is 5757
Overall Rank
The Sharpe Ratio Rank of HILYX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of HILYX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of HILYX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of HILYX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of HILYX is 4747
Martin Ratio Rank

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 5454
Overall Rank
The Sharpe Ratio Rank of VTIAX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HILYX vs. VTIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund (HILYX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for HILYX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.121.01
The chart of Sortino ratio for HILYX, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.0012.001.591.45
The chart of Omega ratio for HILYX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.18
The chart of Calmar ratio for HILYX, currently valued at 1.36, compared to the broader market0.005.0010.0015.0020.001.361.24
The chart of Martin ratio for HILYX, currently valued at 3.30, compared to the broader market0.0020.0040.0060.0080.003.303.17
HILYX
VTIAX

The current HILYX Sharpe Ratio is 1.12, which is comparable to the VTIAX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of HILYX and VTIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.12
1.01
HILYX
VTIAX

Dividends

HILYX vs. VTIAX - Dividend Comparison

HILYX's dividend yield for the trailing twelve months is around 3.09%, which matches VTIAX's 3.12% yield.


TTM20242023202220212020201920182017201620152014
HILYX
Hartford International Value Fund
3.09%3.34%2.67%2.84%3.22%2.08%3.05%3.00%3.52%2.31%1.67%0.76%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.12%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

HILYX vs. VTIAX - Drawdown Comparison

The maximum HILYX drawdown since its inception was -50.73%, which is greater than VTIAX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for HILYX and VTIAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.34%
-2.16%
HILYX
VTIAX

Volatility

HILYX vs. VTIAX - Volatility Comparison

Hartford International Value Fund (HILYX) has a higher volatility of 3.52% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.27%. This indicates that HILYX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.52%
3.27%
HILYX
VTIAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab