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MQIFX vs. HRLYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MQIFX vs. HRLYX - Performance Comparison

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

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MQIFX vs. HRLYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MQIFX
Franklin Mutual Quest Fund
0.69%17.66%8.84%10.46%-6.85%11.50%-1.84%12.40%-7.33%6.99%
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%

Returns By Period

In the year-to-date period, MQIFX achieves a 0.69% return, which is significantly lower than HRLYX's 11.62% return. Over the past 10 years, MQIFX has underperformed HRLYX with an annualized return of 5.63%, while HRLYX has yielded a comparatively higher 7.85% annualized return.


MQIFX

1D
1.64%
1M
-5.46%
YTD
0.69%
6M
3.72%
1Y
12.06%
3Y*
12.80%
5Y*
6.75%
10Y*
5.63%

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

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MQIFX vs. HRLYX - Expense Ratio Comparison

MQIFX has a 0.78% expense ratio, which is lower than HRLYX's 0.90% expense ratio.


Return for Risk

MQIFX vs. HRLYX — Risk / Return Rank

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

MQIFX
MQIFX Risk / Return Rank: 4242
Overall Rank
MQIFX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MQIFX Sortino Ratio Rank: 4242
Sortino Ratio Rank
MQIFX Omega Ratio Rank: 4343
Omega Ratio Rank
MQIFX Calmar Ratio Rank: 4040
Calmar Ratio Rank
MQIFX Martin Ratio Rank: 3939
Martin Ratio Rank

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
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.

MQIFX vs. HRLYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Quest Fund (MQIFX) and Hartford Real Asset Fund (HRLYX). 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.


MQIFXHRLYXDifference

Sharpe ratio

Return per unit of total volatility

0.97

2.80

-1.83

Sortino ratio

Return per unit of downside risk

1.37

3.65

-2.27

Omega ratio

Gain probability vs. loss probability

1.20

1.61

-0.41

Calmar ratio

Return relative to maximum drawdown

1.17

3.42

-2.26

Martin ratio

Return relative to average drawdown

4.39

21.19

-16.80

MQIFX vs. HRLYX - Sharpe Ratio Comparison

The current MQIFX Sharpe Ratio is 0.97, which is lower than the HRLYX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of MQIFX and HRLYX, 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


MQIFXHRLYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.80

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.86

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.61

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.28

+0.55

Correlation

The correlation between MQIFX and HRLYX is 0.73, 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

MQIFX vs. HRLYX - Dividend Comparison

MQIFX's dividend yield for the trailing twelve months is around 4.15%, more than HRLYX's 3.54% yield.


TTM20252024202320222021202020192018201720162015
MQIFX
Franklin Mutual Quest Fund
4.15%4.18%5.10%4.60%3.80%2.59%3.66%3.52%13.76%4.53%1.24%5.75%
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%

Drawdowns

MQIFX vs. HRLYX - Drawdown Comparison

The maximum MQIFX drawdown since its inception was -34.60%, smaller than the maximum HRLYX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for MQIFX and HRLYX.


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Drawdown Indicators


MQIFXHRLYXDifference

Max Drawdown

Largest peak-to-trough decline

-34.60%

-45.58%

+10.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-7.49%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-19.91%

-16.86%

-3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-30.59%

-36.82%

+6.23%

Current Drawdown

Current decline from peak

-6.61%

0.00%

-6.61%

Average Drawdown

Average peak-to-trough decline

-4.88%

-14.53%

+9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

1.21%

+1.52%

Volatility

MQIFX vs. HRLYX - Volatility Comparison

Franklin Mutual Quest Fund (MQIFX) has a higher volatility of 4.69% compared to Hartford Real Asset Fund (HRLYX) at 3.01%. This indicates that MQIFX's price experiences larger fluctuations and is considered to be riskier than HRLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MQIFXHRLYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

3.01%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.43%

5.51%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

9.12%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.63%

10.90%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.90%

12.84%

-0.94%