PortfoliosLab logoPortfoliosLab logo
HERIX vs. EFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HERIX vs. EFEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Emerging Markets Equity Fund (HERIX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HERIX vs. EFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HERIX
Hartford Emerging Markets Equity Fund
2.88%29.11%10.97%16.56%-21.76%5.58%10.12%18.67%-16.04%41.83%
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
-4.81%20.69%24.12%10.60%-15.91%24.18%-4.12%14.07%-18.04%19.28%

Returns By Period

In the year-to-date period, HERIX achieves a 2.88% return, which is significantly higher than EFEIX's -4.81% return. Over the past 10 years, HERIX has outperformed EFEIX with an annualized return of 8.95%, while EFEIX has yielded a comparatively lower 6.72% annualized return.


HERIX

1D
-0.95%
1M
-11.86%
YTD
2.88%
6M
6.33%
1Y
28.43%
3Y*
17.27%
5Y*
5.84%
10Y*
8.95%

EFEIX

1D
-0.39%
1M
-10.76%
YTD
-4.81%
6M
-1.64%
1Y
12.63%
3Y*
15.99%
5Y*
9.66%
10Y*
6.72%
*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.


HERIX vs. EFEIX - Expense Ratio Comparison

HERIX has a 1.16% expense ratio, which is lower than EFEIX's 1.52% expense ratio.


Return for Risk

HERIX vs. EFEIX — Risk / Return Rank

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

HERIX
HERIX Risk / Return Rank: 8282
Overall Rank
HERIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HERIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
HERIX Omega Ratio Rank: 8181
Omega Ratio Rank
HERIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
HERIX Martin Ratio Rank: 7979
Martin Ratio Rank

EFEIX
EFEIX Risk / Return Rank: 4444
Overall Rank
EFEIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EFEIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
EFEIX Omega Ratio Rank: 4646
Omega Ratio Rank
EFEIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
EFEIX Martin Ratio Rank: 3333
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.

HERIX vs. EFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Emerging Markets Equity Fund (HERIX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX). 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.


HERIXEFEIXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.00

+0.61

Sortino ratio

Return per unit of downside risk

2.11

1.36

+0.75

Omega ratio

Gain probability vs. loss probability

1.32

1.19

+0.12

Calmar ratio

Return relative to maximum drawdown

2.02

1.03

+1.00

Martin ratio

Return relative to average drawdown

7.65

3.59

+4.06

HERIX vs. EFEIX - Sharpe Ratio Comparison

The current HERIX Sharpe Ratio is 1.62, which is higher than the EFEIX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of HERIX and EFEIX, 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


HERIXEFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.00

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

1.00

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.62

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.36

-0.11

Correlation

The correlation between HERIX and EFEIX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HERIX vs. EFEIX - Dividend Comparison

HERIX's dividend yield for the trailing twelve months is around 5.22%, less than EFEIX's 11.96% yield.


TTM20252024202320222021202020192018201720162015
HERIX
Hartford Emerging Markets Equity Fund
5.22%5.37%0.00%3.82%3.73%2.17%1.14%3.16%2.26%1.57%1.44%4.09%
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
11.96%11.69%2.15%2.26%0.17%1.61%0.96%1.63%1.44%0.88%0.38%0.00%

Drawdowns

HERIX vs. EFEIX - Drawdown Comparison

The maximum HERIX drawdown since its inception was -39.70%, roughly equal to the maximum EFEIX drawdown of -40.50%. Use the drawdown chart below to compare losses from any high point for HERIX and EFEIX.


Loading graphics...

Drawdown Indicators


HERIXEFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.70%

-40.50%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-11.62%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-35.55%

-20.83%

-14.72%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

-40.50%

+0.80%

Current Drawdown

Current decline from peak

-12.78%

-11.62%

-1.16%

Average Drawdown

Average peak-to-trough decline

-12.77%

-12.38%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.32%

+0.06%

Volatility

HERIX vs. EFEIX - Volatility Comparison

Hartford Emerging Markets Equity Fund (HERIX) has a higher volatility of 8.55% compared to Ashmore Emerging Markets Frontier Equity Fund (EFEIX) at 6.28%. This indicates that HERIX's price experiences larger fluctuations and is considered to be riskier than EFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HERIXEFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

6.28%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

8.74%

+4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

12.26%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

9.69%

+6.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

10.93%

+6.35%