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HRLYX vs. FEBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRLYX vs. FEBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Real Asset Fund (HRLYX) and First Eagle Global Income Builder Fund (FEBIX). The values are adjusted to include any dividend payments, if applicable.

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HRLYX vs. FEBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HRLYX
Hartford Real Asset Fund
10.68%21.89%-5.41%7.44%0.72%21.58%-1.13%12.34%-10.11%9.57%
FEBIX
First Eagle Global Income Builder Fund
2.85%29.35%8.72%8.66%-3.33%11.92%4.87%15.13%-6.16%13.29%

Returns By Period

In the year-to-date period, HRLYX achieves a 10.68% return, which is significantly higher than FEBIX's 2.85% return. Over the past 10 years, HRLYX has underperformed FEBIX with an annualized return of 7.76%, while FEBIX has yielded a comparatively higher 8.86% annualized return.


HRLYX

1D
0.47%
1M
-0.19%
YTD
10.68%
6M
14.33%
1Y
24.33%
3Y*
10.02%
5Y*
9.30%
10Y*
7.76%

FEBIX

1D
0.19%
1M
-8.40%
YTD
2.85%
6M
8.71%
1Y
21.56%
3Y*
14.61%
5Y*
10.50%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HRLYX vs. FEBIX - Expense Ratio Comparison

HRLYX has a 0.90% expense ratio, which is lower than FEBIX's 0.93% expense ratio.


Return for Risk

HRLYX vs. FEBIX — Risk / Return Rank

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

HRLYX
HRLYX Risk / Return Rank: 9797
Overall Rank
HRLYX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HRLYX Sortino Ratio Rank: 9696
Sortino Ratio Rank
HRLYX Omega Ratio Rank: 9696
Omega Ratio Rank
HRLYX Calmar Ratio Rank: 9595
Calmar Ratio Rank
HRLYX Martin Ratio Rank: 9898
Martin Ratio Rank

FEBIX
FEBIX Risk / Return Rank: 9393
Overall Rank
FEBIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FEBIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FEBIX Omega Ratio Rank: 9393
Omega Ratio Rank
FEBIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FEBIX Martin Ratio Rank: 9292
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.

HRLYX vs. FEBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Real Asset Fund (HRLYX) and First Eagle Global Income Builder Fund (FEBIX). 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.


HRLYXFEBIXDifference

Sharpe ratio

Return per unit of total volatility

2.72

2.32

+0.39

Sortino ratio

Return per unit of downside risk

3.55

3.00

+0.55

Omega ratio

Gain probability vs. loss probability

1.59

1.46

+0.13

Calmar ratio

Return relative to maximum drawdown

3.30

2.61

+0.70

Martin ratio

Return relative to average drawdown

20.44

11.26

+9.17

HRLYX vs. FEBIX - Sharpe Ratio Comparison

The current HRLYX Sharpe Ratio is 2.72, which is comparable to the FEBIX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of HRLYX and FEBIX, 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


HRLYXFEBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.72

2.32

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.19

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.97

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.89

-0.61

Correlation

The correlation between HRLYX and FEBIX is 0.80, 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

HRLYX vs. FEBIX - Dividend Comparison

HRLYX's dividend yield for the trailing twelve months is around 3.57%, less than FEBIX's 5.21% yield.


TTM20252024202320222021202020192018201720162015
HRLYX
Hartford Real Asset Fund
3.57%3.95%0.00%4.36%4.79%19.52%3.10%3.11%2.49%3.62%0.76%1.33%
FEBIX
First Eagle Global Income Builder Fund
5.21%6.45%5.93%3.52%3.28%8.31%3.21%2.72%2.70%2.77%3.38%3.65%

Drawdowns

HRLYX vs. FEBIX - Drawdown Comparison

The maximum HRLYX drawdown since its inception was -45.58%, which is greater than FEBIX's maximum drawdown of -23.05%. Use the drawdown chart below to compare losses from any high point for HRLYX and FEBIX.


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Drawdown Indicators


HRLYXFEBIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-23.05%

-22.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-8.63%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-15.79%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-36.82%

-23.05%

-13.77%

Current Drawdown

Current decline from peak

-0.28%

-8.40%

+8.12%

Average Drawdown

Average peak-to-trough decline

-14.53%

-2.85%

-11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

2.00%

-0.79%

Volatility

HRLYX vs. FEBIX - Volatility Comparison

The current volatility for Hartford Real Asset Fund (HRLYX) is 2.89%, while First Eagle Global Income Builder Fund (FEBIX) has a volatility of 3.90%. This indicates that HRLYX experiences smaller price fluctuations and is considered to be less risky than FEBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRLYXFEBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

3.90%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

5.47%

6.75%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.11%

9.63%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.89%

8.90%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

9.20%

+3.64%