HFXI Performance — NYLI FTSE International Equity Currency Neutral ETF
Data updated: 2026-09-25
HFXI returned +16.47% year to date and +31.69% over one year to Jul 2026. Annualised returns are +18.89% over 3 years and +12.31% over 5 years. The fund beat its International Large Blend category average: $100 invested three years ago grew to $168, against $153 for the category, and to $132 over one year, against $123. Volatility over the past three years was 12.61% a year. In the 12 months to Jul 2026 the fund took in a net $683.5M, and assets reached $2.03B.
HFXI Growth of $100
What $100 invested in NYLI FTSE International Equity Currency Neutral ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Blend category average over the same months.
| Period | HFXI | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $132 | $123 |
| 3 years (Aug 2023 – Jul 2026) | $168 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $179 | $147 |
| Since data start (Aug 2019 – Jul 2026) | $230 | $194 |
HFXI Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +16.47% |
| 1 year | +31.69% |
| 3 years (annualised) | +18.89% |
| 5 years (annualised) | +12.31% |
HFXI Annual Returns
Calendar-year total returns of NYLI FTSE International Equity Currency Neutral ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +16.47% |
| 2025 | +30.09% |
| 2024 | +7.58% |
| 2023 | +19.45% |
| 2022 | −10.63% |
| 2021 | +13.88% |
| 2020 | +7.20% |
| 2019 (Aug–Dec) | +8.19% |
HFXI Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.8% | +6.6% | −10.2% | +8.4% | +6.1% | +0.9% | −0.9% | — | — | — | — | — |
| 2025 | +4.9% | +1.2% | −1.3% | +2.4% | +4.7% | +1.9% | +0.6% | +3.1% | +2.2% | +3.4% | +0.5% | +3.2% |
| 2024 | +1.1% | +2.7% | +3.7% | −1.6% | +2.9% | −0.7% | +2.1% | +1.5% | +0.3% | −3.4% | −0.1% | −1.0% |
| 2023 | +7.4% | −0.8% | +1.5% | +2.6% | −2.2% | +4.0% | +2.7% | −2.8% | −2.1% | −3.8% | +7.9% | +4.3% |
| 2022 | −4.3% | −1.8% | +1.4% | −3.8% | +0.3% | −8.0% | +5.1% | −3.3% | −8.0% | +5.4% | +9.0% | −1.6% |
| 2021 | −0.5% | +2.3% | +3.5% | +2.1% | +3.1% | −0.3% | +0.2% | +1.9% | −2.2% | +1.9% | −3.6% | +4.9% |
| 2020 | −1.7% | −8.3% | −12.6% | +6.2% | +4.3% | +3.3% | +0.5% | +4.7% | −1.6% | −3.8% | +14.6% | +4.3% |
| 2019 | — | — | — | — | — | — | — | −2.5% | +3.5% | +2.9% | +1.5% | +2.7% |
HFXI Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.61%
- 3-year Sharpe ratio: 1.14 (vs 4.5% risk-free rate)
- Best month: +8.44% (Apr 2026)
- Worst month: −10.19% (Mar 2026)
HFXI Fund Flows
Monthly money in and out of NYLI FTSE International Equity Currency Neutral ETF, from SEC Form N-PORT.
- 12-month net flow: $683.5M
- 12-month gross sales (incl. reinvestments): $708.7M
- Sales ÷ redemptions: 28.03×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $154.3M | $0 | $154.3M |
| Jun 2026 | $144.4M | $0 | $144.4M |
| May 2026 | $92.9M | $0 | $92.9M |
| Apr 2026 | $52.9M | $0 | $52.9M |
| Mar 2026 | $106.6M | $6.9M | $99.7M |
| Feb 2026 | $47.1M | $0 | $47.1M |
| Jan 2026 | $48.4M | $0 | $48.4M |
| Dec 2025 | $946 | $0 | $946 |
| Nov 2025 | $17.3M | $0 | $17.3M |
| Oct 2025 | $20.4M | $0 | $20.4M |
| Sep 2025 | $18.5M | $18.4M | $69K |
| Aug 2025 | $5.9M | $0 | $5.9M |
HFXI Assets Under Management
Net assets of NYLI FTSE International Equity Currency Neutral ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $2.03B |
| 2026-04-30 | $1.55B |
| 2026-01-31 | $1.31B |
| 2025-10-31 | $1.15B |
| 2025-07-31 | $1.04B |
| 2025-04-30 | $961.47M |
| 2025-01-31 | $964.89M |
| 2024-10-31 | $794.39M |
| 2024-07-31 | $690.97M |
| 2024-04-30 | $579.54M |
| 2024-01-31 | $503.31M |
| 2023-10-31 | $395.44M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.