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ISIN
US41664M3833
CUSIP
41664M383
Issuer
Hartford
Inception Date
May 30, 2011
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

HERIX Performance Chart

Hartford Emerging Markets Equity Fund (HERIX) is up 32.0% since the beginning of the year. HERIX is currently trading at $16 per share. Investors who bought $1,000 worth of HERIX shares 5 years ago would now be looking at an investment worth $1,623.


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S&P 500 Index

Returns By Period

Hartford Emerging Markets Equity Fund (HERIX) has returned 31.96% so far this year and 54.90% over the past 12 months. Over the last ten years, HERIX has returned 11.96% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


Hartford Emerging Markets Equity Fund

1D
0.19%
1M
7.01%
YTD
31.96%
6M
33.24%
1Y
54.90%
3Y*
26.87%
5Y*
10.17%
10Y*
11.96%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HERIX Monthly Returns History

Based on dividend-adjusted daily data since Jun 1, 2011, HERIX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +15.4%, while the worst month was Mar 2020 at -17.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HERIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 16, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.48%7.59%-9.46%12.94%7.18%3.16%31.96%
20251.72%-0.60%2.30%-0.10%3.42%6.61%1.51%2.71%5.18%3.07%-2.04%2.36%29.11%
2024-2.24%5.84%2.16%0.74%1.68%2.59%0.81%0.70%6.36%-2.89%-1.73%-3.03%10.97%
20239.67%-6.19%3.54%-0.71%-2.02%5.33%6.67%-5.07%-1.59%-3.70%7.07%3.90%16.56%
2022-0.09%-4.55%-2.78%-5.42%0.86%-7.50%-0.81%-0.82%-11.07%-1.99%15.41%-3.34%-21.76%
20213.92%1.60%1.21%2.84%2.14%1.48%-6.02%2.65%-3.48%0.37%-3.59%2.86%5.58%

Benchmark Metrics

Hartford Emerging Markets Equity Fund has an annualized alpha of -2.27%, beta of 0.75, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since June 01, 2011.

  • This fund participated in 98.74% of S&P 500 Index downside but only 74.08% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.27% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.27%
Beta
0.75
0.55
Upside Capture
74.08%
Downside Capture
98.74%

Expense Ratio

HERIX has a high expense ratio of 1.16%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HERIX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


HERIX Risk / Return Rank: 8787
Overall Rank
HERIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HERIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
HERIX Omega Ratio Rank: 8585
Omega Ratio Rank
HERIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
HERIX Martin Ratio Rank: 8888
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hartford Emerging Markets Equity Fund (HERIX) and compare them to S&P 500 Index.

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.


HERIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.53

1.32

+0.21

Calmar ratioReturn relative to maximum drawdown

4.35

2.46

+1.89

Martin ratioReturn relative to average drawdown

15.88

10.92

+4.96

Dividends

Dividend History

Hartford Emerging Markets Equity Fund provided a 4.07% dividend yield over the last twelve months, with an annual payout of $0.65 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.65$0.65$0.00$0.34$0.30$0.23$0.12$0.30$0.18$0.16$0.10$0.27

Dividend yield

4.07%5.37%0.00%3.82%3.73%2.17%1.14%3.16%2.26%1.57%1.44%4.09%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford Emerging Markets Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford Emerging Markets Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hartford Emerging Markets Equity Fund was 39.70%, occurring on Mar 23, 2020. Recovery took 198 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.70%Mar 2020
2y 1mo9mo 17d
2y 11moJan 2018 - Jan 2021
Bear market2022
-35.55%Oct 2022
1y 4mo1y 11mo
3y 3moJun 2021 - Sep 2024
2016 bear market2016
-35.03%Jan 2016
1y 4mo1y 3mo
2y 8moSep 2014 - May 2017
2011 bear market2011
-29.98%Oct 2011
2mo 27d2y 9mo
3y 16dJul 2011 - Jul 2014
2025 selloff2025
-16.56%Apr 2025
6mo 2d2mo 2d
8mo 4dOct 2024 - Jun 2025

Drawdown Indicators


HERIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.70%

-56.78%

+17.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-9.10%

-3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-18.90%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-35.44%

-25.43%

-10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

-33.92%

-5.78%

Current Drawdown

Current decline from peak

0.00%

-3.21%

+3.21%

Average Drawdown

Average peak-to-trough decline

-12.62%

-10.71%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.04%

+1.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HERIX

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