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HRLYX vs. IGA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRLYX vs. IGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Real Asset Fund (HRLYX) and Voya Global Advantage and Premium Opportunity Fund (IGA). The values are adjusted to include any dividend payments, if applicable.

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HRLYX vs. IGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IGA
Voya Global Advantage and Premium Opportunity Fund
0.52%18.32%21.06%7.55%-8.33%28.35%-8.03%23.40%-12.35%26.19%

Returns By Period

In the year-to-date period, HRLYX achieves a 11.62% return, which is significantly higher than IGA's 0.52% return. Over the past 10 years, HRLYX has underperformed IGA with an annualized return of 7.85%, while IGA has yielded a comparatively higher 9.44% 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%

IGA

1D
0.47%
1M
-3.85%
YTD
0.52%
6M
1.61%
1Y
8.74%
3Y*
16.41%
5Y*
10.73%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HRLYX vs. IGA - Expense Ratio Comparison

HRLYX has a 0.90% expense ratio, which is higher than IGA's 0.01% expense ratio.


Return for Risk

HRLYX vs. IGA — 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: 9898
Sharpe Ratio Rank
HRLYX Sortino Ratio Rank: 9797
Sortino Ratio Rank
HRLYX Omega Ratio Rank: 9797
Omega Ratio Rank
HRLYX Calmar Ratio Rank: 9595
Calmar Ratio Rank
HRLYX Martin Ratio Rank: 9898
Martin Ratio Rank

IGA
IGA Risk / Return Rank: 2020
Overall Rank
IGA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IGA Sortino Ratio Rank: 1616
Sortino Ratio Rank
IGA Omega Ratio Rank: 1919
Omega Ratio Rank
IGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IGA Martin Ratio Rank: 3131
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. IGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Real Asset Fund (HRLYX) and Voya Global Advantage and Premium Opportunity Fund (IGA). 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.


HRLYXIGADifference

Sharpe ratio

Return per unit of total volatility

2.80

0.53

+2.27

Sortino ratio

Return per unit of downside risk

3.65

0.90

+2.74

Omega ratio

Gain probability vs. loss probability

1.61

1.14

+0.46

Calmar ratio

Return relative to maximum drawdown

3.42

0.84

+2.58

Martin ratio

Return relative to average drawdown

21.19

4.19

+17.00

HRLYX vs. IGA - Sharpe Ratio Comparison

The current HRLYX Sharpe Ratio is 2.80, which is higher than the IGA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of HRLYX and IGA, 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


HRLYXIGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

0.53

+2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.78

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.58

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.33

-0.04

Correlation

The correlation between HRLYX and IGA is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HRLYX vs. IGA - Dividend Comparison

HRLYX's dividend yield for the trailing twelve months is around 3.54%, less than IGA's 11.61% yield.


TTM20252024202320222021202020192018201720162015
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%
IGA
Voya Global Advantage and Premium Opportunity Fund
11.61%11.37%11.38%9.25%9.06%7.60%9.01%8.05%9.78%7.87%10.83%10.72%

Drawdowns

HRLYX vs. IGA - Drawdown Comparison

The maximum HRLYX drawdown since its inception was -45.58%, smaller than the maximum IGA drawdown of -57.16%. Use the drawdown chart below to compare losses from any high point for HRLYX and IGA.


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Drawdown Indicators


HRLYXIGADifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-57.16%

+11.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-11.22%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-16.98%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-36.82%

-41.68%

+4.86%

Current Drawdown

Current decline from peak

0.00%

-3.90%

+3.90%

Average Drawdown

Average peak-to-trough decline

-14.53%

-8.11%

-6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

2.26%

-1.05%

Volatility

HRLYX vs. IGA - Volatility Comparison

The current volatility for Hartford Real Asset Fund (HRLYX) is 3.01%, while Voya Global Advantage and Premium Opportunity Fund (IGA) has a volatility of 4.98%. This indicates that HRLYX experiences smaller price fluctuations and is considered to be less risky than IGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRLYXIGADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

4.98%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

5.51%

7.34%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

9.12%

16.58%

-7.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.90%

13.91%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

16.28%

-3.44%