HRLYX vs. HILYX

Last updated Aug 4, 2026

HRLYX (Hartford Real Asset Fund) and HILYX (Hartford International Value Fund) are both mutual funds - HRLYX is a Global Allocation fund managed by Hartford, while HILYX is a Foreign Large Cap Equities fund managed by Hartford. Over the past 10 years, HRLYX returned 7.29%/yr vs 11.62%/yr for HILYX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. HRLYX charges 0.90%/yr vs 0.91%/yr for HILYX.

Performance

HRLYX vs. HILYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Real Asset Fund (HRLYX) and Hartford International Value Fund (HILYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HRLYX achieves a 14.42% return, which is significantly lower than HILYX's 17.04% return. Over the past 10 years, HRLYX has underperformed HILYX with an annualized return of 7.29%, while HILYX has yielded a comparatively higher 11.62% annualized return.

HRLYX

• 1D: -0.36%
• 1M: 4.45%
• 6M: 9.32%
• YTD: 14.42%
• 1Y: 23.94%
• 3Y*: 10.61%
• 5Y*: 8.48%
• 10Y*: 7.29%
• ALL TIME*: 3.86%

HILYX

• 1D: -0.99%
• 1M: 4.95%
• 6M: 9.79%
• YTD: 17.04%
• 1Y: 33.47%
• 3Y*: 20.79%
• 5Y*: 15.20%
• 10Y*: 11.62%
• ALL TIME*: 10.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
HILYX Hartford International Value Fund	$0.00	$0.00	$0.00
HRLYX Hartford Real Asset Fund	$0.00	$0.00	$0.00

HRLYX vs. HILYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HRLYX Hartford Real Asset Fund	14.42%	21.89%	-5.41%	7.44%	0.72%	21.58%	-1.13%	12.34%	-10.11%	9.57%
HILYX Hartford International Value Fund	17.04%	44.76%	0.28%	19.84%	-2.28%	18.79%	-5.94%	18.28%	-17.74%	24.91%

Correlation

The correlation between HRLYX and HILYX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.53
Correlation (3Y) Balances recent behavior with more history.	0.67
Correlation (5Y) Shows whether the relationship held over a longer period.	0.74
Correlation (10Y) Provides a long-term view across more market conditions.	0.78
Correlation (All Time) Calculated using the full available price history since Jun 1, 2010	0.79

Over the past year, the correlation between HRLYX and HILYX has dropped to 0.53 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

HRLYX vs. HILYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HRLYX

HRLYX Risk / Return Rank: 97
HRLYX Sharpe Ratio Rank: 99
HRLYX Sortino Ratio Rank: 98
HRLYX Omega Ratio Rank: 97
HRLYX Calmar Ratio Rank: 95
HRLYX Martin Ratio Rank: 96

HILYX

HILYX Risk / Return Rank: 87
HILYX Sharpe Ratio Rank: 92
HILYX Sortino Ratio Rank: 89
HILYX Omega Ratio Rank: 86
HILYX Calmar Ratio Rank: 84
HILYX Martin Ratio Rank: 86

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HRLYX vs. HILYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Real Asset Fund (HRLYX) and Hartford International Value Fund (HILYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	HRLYX	HILYX	Difference
Sharpe ratio: Return per unit of total volatility	3.38	2.39	+0.99
Sortino ratio: Return per unit of downside risk	4.79	3.32	+1.47
Omega ratio: Gain probability vs. loss probability	1.65	1.44	+0.22
Calmar ratio: Return relative to maximum drawdown	4.43	2.97	+1.47
Martin ratio: Return relative to average drawdown	17.16	11.48	+5.68

HRLYX vs. HILYX - Sharpe Ratio Comparison

The current HRLYX Sharpe Ratio is 3.38, which is higher than the HILYX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of HRLYX and HILYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HRLYX vs. HILYX - Drawdown Comparison

The maximum HRLYX drawdown since its inception was -45.58%, smaller than the maximum HILYX drawdown of -48.29%. Use the drawdown chart below to compare losses from any high point for HRLYX and HILYX.

Drawdown Indicators

	HRLYX	HILYX	Difference
Max Drawdown Largest peak-to-trough decline	-45.58%	-48.29%	+2.71%
Max Drawdown (1Y) Largest decline over 1 year	-5.42%	-11.31%	+5.89%
Max Drawdown (3Y) Largest decline over 3 years	-11.17%	-14.04%	+2.87%
Max Drawdown (5Y) Largest decline over 5 years	-16.86%	-25.58%	+8.72%
Max Drawdown (10Y) Largest decline over 10 years	-36.82%	-48.29%	+11.47%
Current Drawdown Current decline from peak	-0.36%	-0.99%	+0.63%
Average Drawdown Average peak-to-trough decline	-14.26%	-8.10%	-6.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.40%	2.92%	-1.52%

Volatility

HRLYX vs. HILYX - Volatility Comparison

The current volatility for Hartford Real Asset Fund (HRLYX) is 2.33%, while Hartford International Value Fund (HILYX) has a volatility of 4.14%. This indicates that HRLYX experiences smaller price fluctuations and is considered to be less risky than HILYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HRLYX	HILYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.33%	4.14%	-1.81%
Volatility (6M) Calculated over the trailing 6-month period	5.75%	11.82%	-6.07%
Volatility (1Y) Calculated over the trailing 1-year period	7.14%	14.06%	-6.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.77%	15.15%	-4.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.60%	16.78%	-4.18%

HRLYX vs. HILYX - Expense Ratio Comparison

HRLYX has a 0.90% expense ratio, which is lower than HILYX's 0.91% expense ratio.

Dividends

HRLYX vs. HILYX - Dividend Comparison

HRLYX's dividend yield for the trailing twelve months is around 3.45%, less than HILYX's 4.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HILYX Hartford International Value Fund	4.95%	5.80%	0.00%	2.67%	2.84%	3.22%	2.08%	3.05%	8.24%	6.97%	5.23%	3.55%
HRLYX Hartford Real Asset Fund	3.45%	3.95%	0.00%	4.36%	4.79%	19.52%	3.10%	3.11%	2.49%	3.62%	0.76%	1.33%

Frequently Asked Questions

Can I hold both HRLYX and HILYX in my portfolio?

HRLYX and HILYX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HRLYX or HILYX?

HILYX has higher volatility (4.14%) compared to HRLYX (2.33%). In terms of maximum drawdown, HRLYX dropped -45.58% vs HILYX's -48.29%.

Which has better risk-adjusted returns?

HRLYX currently has the higher Sharpe Ratio (3.38 vs 2.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.