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

Performance

HAOYX vs. SEMNX - Performance Comparison

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

Loading graphics...

HAOYX vs. SEMNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAOYX
The Hartford International Opportunities Fund
-0.99%30.27%8.39%11.84%-17.99%7.63%20.63%26.17%-18.73%24.72%
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, HAOYX achieves a -0.99% return, which is significantly lower than SEMNX's 3.88% return. Over the past 10 years, HAOYX has underperformed SEMNX with an annualized return of 8.31%, while SEMNX has yielded a comparatively higher 9.33% annualized return.


HAOYX

1D
3.09%
1M
-6.96%
YTD
-0.99%
6M
3.19%
1Y
20.99%
3Y*
13.99%
5Y*
6.16%
10Y*
8.31%

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.


HAOYX vs. SEMNX - Expense Ratio Comparison

HAOYX has a 0.77% expense ratio, which is lower than SEMNX's 1.23% expense ratio.


Return for Risk

HAOYX vs. SEMNX — Risk / Return Rank

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

HAOYX
HAOYX Risk / Return Rank: 6666
Overall Rank
HAOYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
HAOYX Sortino Ratio Rank: 6565
Sortino Ratio Rank
HAOYX Omega Ratio Rank: 6363
Omega Ratio Rank
HAOYX Calmar Ratio Rank: 6969
Calmar Ratio Rank
HAOYX Martin Ratio Rank: 6565
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.

HAOYX vs. SEMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford International Opportunities Fund (HAOYX) 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.


HAOYXSEMNXDifference

Sharpe ratio

Return per unit of total volatility

1.27

2.16

-0.90

Sortino ratio

Return per unit of downside risk

1.76

2.73

-0.97

Omega ratio

Gain probability vs. loss probability

1.26

1.41

-0.15

Calmar ratio

Return relative to maximum drawdown

1.75

2.78

-1.04

Martin ratio

Return relative to average drawdown

6.76

11.39

-4.63

HAOYX vs. SEMNX - Sharpe Ratio Comparison

The current HAOYX Sharpe Ratio is 1.27, which is lower than the SEMNX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HAOYX 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


HAOYXSEMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

2.16

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.21

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.51

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.25

+0.09

Correlation

The correlation between HAOYX and SEMNX is 0.83, 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

HAOYX vs. SEMNX - Dividend Comparison

HAOYX's dividend yield for the trailing twelve months is around 8.00%, more than SEMNX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
HAOYX
The Hartford International Opportunities Fund
8.00%7.92%1.54%1.59%0.89%10.25%0.64%1.57%4.24%4.94%1.48%2.69%
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

HAOYX vs. SEMNX - Drawdown Comparison

The maximum HAOYX drawdown since its inception was -58.08%, smaller than the maximum SEMNX drawdown of -65.10%. Use the drawdown chart below to compare losses from any high point for HAOYX and SEMNX.


Loading graphics...

Drawdown Indicators


HAOYXSEMNXDifference

Max Drawdown

Largest peak-to-trough decline

-58.08%

-65.10%

+7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-14.80%

+3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-31.72%

-39.74%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.16%

-42.47%

+7.31%

Current Drawdown

Current decline from peak

-8.99%

-12.22%

+3.23%

Average Drawdown

Average peak-to-trough decline

-13.79%

-17.39%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.62%

-0.59%

Volatility

HAOYX vs. SEMNX - Volatility Comparison

The current volatility for The Hartford International Opportunities Fund (HAOYX) is 7.85%, while Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) has a volatility of 10.25%. This indicates that HAOYX 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.


Loading graphics...

Volatility by Period


HAOYXSEMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

10.25%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

15.23%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

19.54%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

17.65%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

18.37%

-1.56%