HLMIX vs. VMGAX
Compare and contrast key facts about Harding Loevner International Equity Portfolio (HLMIX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX).
HLMIX is managed by Harding Loevner. It was launched on May 10, 1994. VMGAX is managed by Vanguard. It was launched on Apr 3, 2008.
Performance
HLMIX vs. VMGAX - Performance Comparison
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HLMIX vs. VMGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMGAX Vanguard Mega Cap Growth Index Fund Institutional Shares | -10.88% | 20.73% | 32.98% | 51.57% | -33.55% | 28.50% | 41.02% | 37.54% | -2.86% | 29.49% |
Returns By Period
In the year-to-date period, HLMIX achieves a 2.76% return, which is significantly higher than VMGAX's -10.88% return. Over the past 10 years, HLMIX has underperformed VMGAX with an annualized return of 8.92%, while VMGAX has yielded a comparatively higher 16.86% annualized return.
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%
VMGAX
- 1D
- 4.01%
- 1M
- -5.22%
- YTD
- -10.88%
- 6M
- -8.98%
- 1Y
- 18.45%
- 3Y*
- 22.15%
- 5Y*
- 12.39%
- 10Y*
- 16.86%
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HLMIX vs. VMGAX - Expense Ratio Comparison
HLMIX has a 0.79% expense ratio, which is higher than VMGAX's 0.06% expense ratio.
Return for Risk
HLMIX vs. VMGAX — Risk / Return Rank
HLMIX
VMGAX
HLMIX vs. VMGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harding Loevner International Equity Portfolio (HLMIX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX). 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.
| HLMIX | VMGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.84 | +0.71 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.37 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.17 | +1.02 |
Martin ratioReturn relative to average drawdown | 8.41 | 4.12 | +4.29 |
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
| HLMIX | VMGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.84 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.55 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.77 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.59 | -0.24 |
Correlation
The correlation between HLMIX and VMGAX is 0.75, 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. VMGAX - Dividend Comparison
HLMIX's dividend yield for the trailing twelve months is around 14.54%, more than VMGAX's 0.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMGAX Vanguard Mega Cap Growth Index Fund Institutional Shares | 0.40% | 0.36% | 0.44% | 0.51% | 0.71% | 0.42% | 0.65% | 0.86% | 1.13% | 1.23% | 1.53% | 1.44% |
Drawdowns
HLMIX vs. VMGAX - Drawdown Comparison
The maximum HLMIX drawdown since its inception was -58.03%, which is greater than VMGAX's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for HLMIX and VMGAX.
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Drawdown Indicators
| HLMIX | VMGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -47.97% | -10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -16.78% | +6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -32.76% | -36.03% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -32.76% | -36.03% | +3.27% |
Current DrawdownCurrent decline from peak | -8.07% | -13.45% | +5.38% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -7.49% | -5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 4.76% | -2.01% |
Volatility
HLMIX vs. VMGAX - Volatility Comparison
Harding Loevner International Equity Portfolio (HLMIX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) have volatilities of 7.06% and 7.10%, 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
| HLMIX | VMGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 7.10% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 12.93% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 23.47% | -7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 22.72% | -6.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 21.83% | -5.43% |