PortfoliosLab logoPortfoliosLab logo
HLMSX vs. RYIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLMSX vs. RYIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harding Loevner International Small Companies Portfolio (HLMSX) and Royce International Premier Fund (RYIPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HLMSX vs. RYIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLMSX
Harding Loevner International Small Companies Portfolio
-5.34%14.87%-6.92%11.78%-24.50%12.82%18.51%29.45%-17.65%34.42%
RYIPX
Royce International Premier Fund
-9.99%9.37%-7.37%7.68%-27.27%5.77%15.74%34.22%-12.76%39.80%

Returns By Period

In the year-to-date period, HLMSX achieves a -5.34% return, which is significantly higher than RYIPX's -9.99% return. Over the past 10 years, HLMSX has outperformed RYIPX with an annualized return of 5.17%, while RYIPX has yielded a comparatively lower 3.74% annualized return.


HLMSX

1D
0.06%
1M
-9.34%
YTD
-5.34%
6M
-7.18%
1Y
6.59%
3Y*
2.84%
5Y*
-0.58%
10Y*
5.17%

RYIPX

1D
-0.43%
1M
-10.69%
YTD
-9.99%
6M
-13.08%
1Y
-1.35%
3Y*
-2.90%
5Y*
-4.98%
10Y*
3.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


HLMSX vs. RYIPX - Expense Ratio Comparison

HLMSX has a 1.37% expense ratio, which is lower than RYIPX's 1.44% expense ratio.


Return for Risk

HLMSX vs. RYIPX — Risk / Return Rank

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

HLMSX
HLMSX Risk / Return Rank: 1313
Overall Rank
HLMSX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HLMSX Sortino Ratio Rank: 1313
Sortino Ratio Rank
HLMSX Omega Ratio Rank: 1212
Omega Ratio Rank
HLMSX Calmar Ratio Rank: 1414
Calmar Ratio Rank
HLMSX Martin Ratio Rank: 1212
Martin Ratio Rank

RYIPX
RYIPX Risk / Return Rank: 33
Overall Rank
RYIPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RYIPX Sortino Ratio Rank: 33
Sortino Ratio Rank
RYIPX Omega Ratio Rank: 33
Omega Ratio Rank
RYIPX Calmar Ratio Rank: 44
Calmar Ratio Rank
RYIPX Martin Ratio Rank: 44
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.

HLMSX vs. RYIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harding Loevner International Small Companies Portfolio (HLMSX) and Royce International Premier Fund (RYIPX). 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.


HLMSXRYIPXDifference

Sharpe ratio

Return per unit of total volatility

0.40

-0.17

+0.57

Sortino ratio

Return per unit of downside risk

0.61

-0.13

+0.74

Omega ratio

Gain probability vs. loss probability

1.08

0.98

+0.10

Calmar ratio

Return relative to maximum drawdown

0.40

-0.21

+0.61

Martin ratio

Return relative to average drawdown

1.03

-0.56

+1.59

HLMSX vs. RYIPX - Sharpe Ratio Comparison

The current HLMSX Sharpe Ratio is 0.40, which is higher than the RYIPX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of HLMSX and RYIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HLMSXRYIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

-0.17

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.33

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.25

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.28

+0.05

Correlation

The correlation between HLMSX and RYIPX is 0.87, 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

HLMSX vs. RYIPX - Dividend Comparison

HLMSX's dividend yield for the trailing twelve months is around 4.27%, more than RYIPX's 0.88% yield.


TTM20252024202320222021202020192018201720162015
HLMSX
Harding Loevner International Small Companies Portfolio
4.27%4.04%1.17%1.00%1.83%2.82%0.03%0.52%7.56%1.13%4.37%1.54%
RYIPX
Royce International Premier Fund
0.88%0.79%4.10%2.18%3.18%4.51%0.00%0.20%0.00%0.71%2.40%2.61%

Drawdowns

HLMSX vs. RYIPX - Drawdown Comparison

The maximum HLMSX drawdown since its inception was -60.77%, which is greater than RYIPX's maximum drawdown of -42.14%. Use the drawdown chart below to compare losses from any high point for HLMSX and RYIPX.


Loading graphics...

Drawdown Indicators


HLMSXRYIPXDifference

Max Drawdown

Largest peak-to-trough decline

-60.77%

-42.14%

-18.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-16.68%

+6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-38.22%

-42.14%

+3.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

-42.14%

+3.92%

Current Drawdown

Current decline from peak

-19.20%

-34.81%

+15.61%

Average Drawdown

Average peak-to-trough decline

-13.24%

-12.18%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

6.17%

-1.99%

Volatility

HLMSX vs. RYIPX - Volatility Comparison

The current volatility for Harding Loevner International Small Companies Portfolio (HLMSX) is 5.07%, while Royce International Premier Fund (RYIPX) has a volatility of 5.39%. This indicates that HLMSX experiences smaller price fluctuations and is considered to be less risky than RYIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HLMSXRYIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.39%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

9.16%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

13.55%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

15.28%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

15.12%

-0.26%