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HABYX vs. SEMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HABYX vs. SEMNX - Performance Comparison

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

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HABYX vs. SEMNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HABYX
The Hartford Total Return Bond Fund
-0.44%7.25%2.41%6.96%-14.02%-1.08%9.29%10.62%-0.73%5.26%
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%-15.57%40.87%

Returns By Period

In the year-to-date period, HABYX achieves a -0.44% return, which is significantly lower than SEMNX's 3.88% return. Over the past 10 years, HABYX has underperformed SEMNX with an annualized return of 2.46%, while SEMNX has yielded a comparatively higher 9.33% annualized return.


HABYX

1D
0.22%
1M
-1.72%
YTD
-0.44%
6M
0.29%
1Y
3.91%
3Y*
4.25%
5Y*
0.51%
10Y*
2.46%

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)

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HABYX vs. SEMNX - Expense Ratio Comparison

HABYX has a 0.39% expense ratio, which is lower than SEMNX's 1.23% expense ratio.


Return for Risk

HABYX vs. SEMNX — Risk / Return Rank

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

HABYX
HABYX Risk / Return Rank: 3838
Overall Rank
HABYX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HABYX Sortino Ratio Rank: 3434
Sortino Ratio Rank
HABYX Omega Ratio Rank: 2525
Omega Ratio Rank
HABYX Calmar Ratio Rank: 5858
Calmar Ratio Rank
HABYX Martin Ratio Rank: 3737
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.

HABYX vs. SEMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Total Return Bond Fund (HABYX) 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.


HABYXSEMNXDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.16

-1.26

Sortino ratio

Return per unit of downside risk

1.28

2.73

-1.44

Omega ratio

Gain probability vs. loss probability

1.16

1.41

-0.25

Calmar ratio

Return relative to maximum drawdown

1.59

2.78

-1.19

Martin ratio

Return relative to average drawdown

4.59

11.39

-6.80

HABYX vs. SEMNX - Sharpe Ratio Comparison

The current HABYX Sharpe Ratio is 0.90, which is lower than the SEMNX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HABYX 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.


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Sharpe Ratios by Period


HABYXSEMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.16

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.21

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.51

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.25

+0.80

Correlation

The correlation between HABYX and SEMNX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HABYX vs. SEMNX - Dividend Comparison

HABYX's dividend yield for the trailing twelve months is around 4.19%, more than SEMNX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
HABYX
The Hartford Total Return Bond Fund
4.19%4.56%4.39%3.99%3.10%3.96%3.19%3.76%4.08%3.89%3.10%2.94%
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

HABYX vs. SEMNX - Drawdown Comparison

The maximum HABYX drawdown since its inception was -19.42%, smaller than the maximum SEMNX drawdown of -65.10%. Use the drawdown chart below to compare losses from any high point for HABYX and SEMNX.


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Drawdown Indicators


HABYXSEMNXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-65.10%

+45.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-14.80%

+11.81%

Max Drawdown (5Y)

Largest decline over 5 years

-19.38%

-39.74%

+20.36%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-42.47%

+23.05%

Current Drawdown

Current decline from peak

-2.24%

-12.22%

+9.98%

Average Drawdown

Average peak-to-trough decline

-2.25%

-17.39%

+15.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.62%

-2.58%

Volatility

HABYX vs. SEMNX - Volatility Comparison

The current volatility for The Hartford Total Return Bond Fund (HABYX) is 1.64%, while Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) has a volatility of 10.25%. This indicates that HABYX experiences smaller price fluctuations and is considered to be less risky than SEMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HABYXSEMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

10.25%

-8.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

15.23%

-12.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

19.54%

-15.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

17.65%

-11.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

18.37%

-13.33%