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HLMIX vs. IEFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLMIX vs. IEFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harding Loevner International Equity Portfolio (HLMIX) and iShares Core MSCI EAFE ETF (IEFA). The values are adjusted to include any dividend payments, if applicable.

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HLMIX vs. IEFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLMIX
Harding Loevner International Equity Portfolio
2.76%27.63%1.18%15.10%-20.21%8.49%20.33%25.22%-13.96%29.91%
IEFA
iShares Core MSCI EAFE ETF
2.74%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%

Returns By Period

The year-to-date returns for both stocks are quite close, with HLMIX having a 2.76% return and IEFA slightly lower at 2.74%. Both investments have delivered pretty close results over the past 10 years, with HLMIX having a 8.92% annualized return and IEFA not far ahead at 9.02%.


HLMIX

1D
2.65%
1M
-6.56%
YTD
2.76%
6M
6.09%
1Y
23.54%
3Y*
12.33%
5Y*
5.30%
10Y*
8.92%

IEFA

1D
1.52%
1M
-4.68%
YTD
2.74%
6M
6.58%
1Y
25.75%
3Y*
15.08%
5Y*
8.12%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLMIX vs. IEFA - Expense Ratio Comparison

HLMIX has a 0.79% expense ratio, which is higher than IEFA's 0.07% expense ratio.


Return for Risk

HLMIX vs. IEFA — Risk / Return Rank

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

HLMIX
HLMIX Risk / Return Rank: 8181
Overall Rank
HLMIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HLMIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
HLMIX Omega Ratio Rank: 7676
Omega Ratio Rank
HLMIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
HLMIX Martin Ratio Rank: 8181
Martin Ratio Rank

IEFA
IEFA Risk / Return Rank: 7878
Overall Rank
IEFA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 7979
Sortino Ratio Rank
IEFA Omega Ratio Rank: 7777
Omega Ratio Rank
IEFA Calmar Ratio Rank: 8080
Calmar Ratio Rank
IEFA Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HLMIX vs. IEFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harding Loevner International Equity Portfolio (HLMIX) and iShares Core MSCI EAFE ETF (IEFA). 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.


HLMIXIEFADifference

Sharpe ratio

Return per unit of total volatility

1.55

1.46

+0.09

Sortino ratio

Return per unit of downside risk

2.11

2.07

+0.04

Omega ratio

Gain probability vs. loss probability

1.30

1.30

0.00

Calmar ratio

Return relative to maximum drawdown

2.19

2.27

-0.08

Martin ratio

Return relative to average drawdown

8.41

8.75

-0.34

HLMIX vs. IEFA - Sharpe Ratio Comparison

The current HLMIX Sharpe Ratio is 1.55, which is comparable to the IEFA Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of HLMIX and IEFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HLMIXIEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.46

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.50

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.49

-0.13

Correlation

The correlation between HLMIX and IEFA 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

HLMIX vs. IEFA - Dividend Comparison

HLMIX's dividend yield for the trailing twelve months is around 14.54%, more than IEFA's 3.46% yield.


TTM20252024202320222021202020192018201720162015
HLMIX
Harding Loevner International Equity Portfolio
14.54%14.94%7.14%3.79%2.51%2.48%0.75%1.59%1.50%1.64%0.98%1.02%
IEFA
iShares Core MSCI EAFE ETF
3.46%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%

Drawdowns

HLMIX vs. IEFA - Drawdown Comparison

The maximum HLMIX drawdown since its inception was -58.03%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for HLMIX and IEFA.


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Drawdown Indicators


HLMIXIEFADifference

Max Drawdown

Largest peak-to-trough decline

-58.03%

-34.78%

-23.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-11.50%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-32.76%

-30.41%

-2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-32.76%

-34.78%

+2.02%

Current Drawdown

Current decline from peak

-8.07%

-6.75%

-1.32%

Average Drawdown

Average peak-to-trough decline

-12.76%

-6.74%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.98%

-0.23%

Volatility

HLMIX vs. IEFA - Volatility Comparison

The current volatility for Harding Loevner International Equity Portfolio (HLMIX) is 7.06%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 7.51%. This indicates that HLMIX experiences smaller price fluctuations and is considered to be less risky than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLMIXIEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

7.51%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

11.14%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

17.67%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

16.36%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

17.24%

-0.84%