PortfoliosLab logoPortfoliosLab logo
FHKFX vs. SEMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHKFX vs. SEMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Emerging Markets Fund (FHKFX) and Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHKFX vs. SEMNX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHKFX
Fidelity Series Emerging Markets Fund
7.41%38.51%5.42%12.10%-24.50%-4.15%17.85%9.64%-8.52%
SEMNX
Hartford Schroders Emerging Markets Equity Fund Class I
3.88%40.36%7.56%8.80%-22.30%-5.11%23.58%22.12%-10.17%

Returns By Period

In the year-to-date period, FHKFX achieves a 7.41% return, which is significantly higher than SEMNX's 3.88% return.


FHKFX

1D
3.28%
1M
-7.69%
YTD
7.41%
6M
10.84%
1Y
40.51%
3Y*
18.59%
5Y*
4.00%
10Y*

SEMNX

1D
3.03%
1M
-10.31%
YTD
3.88%
6M
9.28%
1Y
41.21%
3Y*
17.53%
5Y*
3.71%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FHKFX vs. SEMNX - Expense Ratio Comparison

FHKFX has a 0.01% expense ratio, which is lower than SEMNX's 1.23% expense ratio.


Return for Risk

FHKFX vs. SEMNX — Risk / Return Rank

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

FHKFX
FHKFX Risk / Return Rank: 9292
Overall Rank
FHKFX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FHKFX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FHKFX Omega Ratio Rank: 8989
Omega Ratio Rank
FHKFX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FHKFX Martin Ratio Rank: 9393
Martin Ratio Rank

SEMNX
SEMNX Risk / Return Rank: 9191
Overall Rank
SEMNX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SEMNX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SEMNX Omega Ratio Rank: 9090
Omega Ratio Rank
SEMNX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SEMNX Martin Ratio Rank: 9292
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.

FHKFX vs. SEMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Emerging Markets Fund (FHKFX) and Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX). 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.


FHKFXSEMNXDifference

Sharpe ratio

Return per unit of total volatility

2.14

2.16

-0.03

Sortino ratio

Return per unit of downside risk

2.74

2.73

+0.01

Omega ratio

Gain probability vs. loss probability

1.41

1.41

0.00

Calmar ratio

Return relative to maximum drawdown

3.23

2.78

+0.45

Martin ratio

Return relative to average drawdown

11.96

11.39

+0.57

FHKFX vs. SEMNX - Sharpe Ratio Comparison

The current FHKFX Sharpe Ratio is 2.14, which is comparable to the SEMNX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FHKFX and SEMNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FHKFXSEMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.16

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.21

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.25

+0.03

Correlation

The correlation between FHKFX and SEMNX is 0.95, 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

FHKFX vs. SEMNX - Dividend Comparison

FHKFX's dividend yield for the trailing twelve months is around 2.21%, more than SEMNX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
FHKFX
Fidelity Series Emerging Markets Fund
2.21%2.38%2.86%2.43%2.56%3.46%1.38%2.28%0.42%0.00%0.00%0.00%
SEMNX
Hartford Schroders Emerging Markets Equity Fund Class I
1.52%1.58%1.16%1.33%1.86%1.21%0.77%2.17%1.22%0.82%0.94%0.94%

Drawdowns

FHKFX vs. SEMNX - Drawdown Comparison

The maximum FHKFX drawdown since its inception was -45.47%, smaller than the maximum SEMNX drawdown of -65.10%. Use the drawdown chart below to compare losses from any high point for FHKFX and SEMNX.


Loading graphics...

Drawdown Indicators


FHKFXSEMNXDifference

Max Drawdown

Largest peak-to-trough decline

-45.47%

-65.10%

+19.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-14.80%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-42.10%

-39.74%

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

Current Drawdown

Current decline from peak

-9.67%

-12.22%

+2.55%

Average Drawdown

Average peak-to-trough decline

-17.58%

-17.39%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.62%

-0.23%

Volatility

FHKFX vs. SEMNX - Volatility Comparison

Fidelity Series Emerging Markets Fund (FHKFX) and Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) have volatilities of 10.26% and 10.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHKFXSEMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

10.25%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

15.23%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

19.54%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

17.65%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

18.37%

+1.20%