HRLYX vs. GBFFX
Compare and contrast key facts about Hartford Real Asset Fund (HRLYX) and GMO Benchmark-Free Fund (GBFFX).
HRLYX is managed by Hartford. It was launched on May 27, 2010. GBFFX is managed by GMO. It was launched on Jun 14, 2011.
Performance
HRLYX vs. GBFFX - Performance Comparison
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HRLYX vs. GBFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRLYX Hartford Real Asset Fund | 11.62% | 21.89% | -5.41% | 7.44% | 0.72% | 21.58% | -1.13% | 12.34% | -10.11% | 9.57% |
GBFFX GMO Benchmark-Free Fund | 5.76% | 24.07% | 0.40% | 15.24% | -3.36% | 4.38% | -3.35% | 13.79% | -7.12% | 17.06% |
Returns By Period
In the year-to-date period, HRLYX achieves a 11.62% return, which is significantly higher than GBFFX's 5.76% return. Over the past 10 years, HRLYX has outperformed GBFFX with an annualized return of 7.85%, while GBFFX has yielded a comparatively lower 6.70% annualized return.
HRLYX
- 1D
- 0.84%
- 1M
- 0.56%
- YTD
- 11.62%
- 6M
- 15.18%
- 1Y
- 25.10%
- 3Y*
- 10.33%
- 5Y*
- 9.29%
- 10Y*
- 7.85%
GBFFX
- 1D
- 1.05%
- 1M
- -2.94%
- YTD
- 5.76%
- 6M
- 12.11%
- 1Y
- 24.44%
- 3Y*
- 13.80%
- 5Y*
- 7.51%
- 10Y*
- 6.70%
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HRLYX vs. GBFFX - Expense Ratio Comparison
HRLYX has a 0.90% expense ratio, which is higher than GBFFX's 0.35% expense ratio.
Return for Risk
HRLYX vs. GBFFX — Risk / Return Rank
HRLYX
GBFFX
HRLYX vs. GBFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Real Asset Fund (HRLYX) and GMO Benchmark-Free Fund (GBFFX). 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.
| HRLYX | GBFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.80 | 3.08 | -0.28 |
Sortino ratioReturn per unit of downside risk | 3.65 | 4.08 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.63 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.42 | 3.94 | -0.52 |
Martin ratioReturn relative to average drawdown | 21.19 | 15.49 | +5.70 |
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
| HRLYX | GBFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 3.08 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.94 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.74 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.65 | -0.36 |
Correlation
The correlation between HRLYX and GBFFX 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
HRLYX vs. GBFFX - Dividend Comparison
HRLYX's dividend yield for the trailing twelve months is around 3.54%, less than GBFFX's 4.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRLYX Hartford Real Asset Fund | 3.54% | 3.95% | 0.00% | 4.36% | 4.79% | 19.52% | 3.10% | 3.11% | 2.49% | 3.62% | 0.76% | 1.33% |
GBFFX GMO Benchmark-Free Fund | 4.84% | 5.11% | 1.81% | 5.72% | 5.48% | 4.60% | 3.32% | 4.00% | 3.92% | 2.90% | 2.72% | 6.67% |
Drawdowns
HRLYX vs. GBFFX - Drawdown Comparison
The maximum HRLYX drawdown since its inception was -45.58%, which is greater than GBFFX's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for HRLYX and GBFFX.
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Drawdown Indicators
| HRLYX | GBFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.58% | -26.62% | -18.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -6.04% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -15.91% | -0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -36.82% | -26.62% | -10.20% |
Current DrawdownCurrent decline from peak | 0.00% | -3.58% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -4.42% | -10.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 1.56% | -0.35% |
Volatility
HRLYX vs. GBFFX - Volatility Comparison
The current volatility for Hartford Real Asset Fund (HRLYX) is 3.01%, while GMO Benchmark-Free Fund (GBFFX) has a volatility of 3.36%. This indicates that HRLYX experiences smaller price fluctuations and is considered to be less risky than GBFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRLYX | GBFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 3.36% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 5.27% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.12% | 7.98% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 8.02% | +2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.84% | 9.07% | +3.77% |