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HERIX vs. SEMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HERIX vs. SEMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Emerging Markets Equity Fund (HERIX) 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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HERIX vs. SEMNX - 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%
SEMNX
Hartford Schroders Emerging Markets Equity Fund Class I
0.83%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, HERIX achieves a 2.88% return, which is significantly higher than SEMNX's 0.83% return. Both investments have delivered pretty close results over the past 10 years, with HERIX having a 8.95% annualized return and SEMNX not far ahead at 9.00%.


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%

SEMNX

1D
-1.11%
1M
-13.62%
YTD
0.83%
6M
6.75%
1Y
37.87%
3Y*
16.37%
5Y*
3.35%
10Y*
9.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HERIX vs. SEMNX - Expense Ratio Comparison

HERIX has a 1.16% expense ratio, which is lower than SEMNX's 1.23% expense ratio.


Return for Risk

HERIX vs. SEMNX — 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

SEMNX
SEMNX Risk / Return Rank: 8989
Overall Rank
SEMNX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SEMNX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SEMNX Omega Ratio Rank: 8787
Omega Ratio Rank
SEMNX Calmar Ratio Rank: 8888
Calmar Ratio Rank
SEMNX Martin Ratio Rank: 8989
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. SEMNX - Risk-Adjusted Trends Comparison

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


HERIXSEMNXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.93

-0.31

Sortino ratio

Return per unit of downside risk

2.11

2.46

-0.35

Omega ratio

Gain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratio

Return relative to maximum drawdown

2.02

2.33

-0.31

Martin ratio

Return relative to average drawdown

7.65

9.77

-2.12

HERIX vs. SEMNX - Sharpe Ratio Comparison

The current HERIX Sharpe Ratio is 1.62, which is comparable to the SEMNX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of HERIX 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


HERIXSEMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.93

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.19

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.49

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.24

+0.01

Correlation

The correlation between HERIX 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

HERIX vs. SEMNX - Dividend Comparison

HERIX's dividend yield for the trailing twelve months is around 5.22%, more than SEMNX's 1.57% 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%
SEMNX
Hartford Schroders Emerging Markets Equity Fund Class I
1.57%1.58%1.16%1.33%1.86%1.21%0.77%2.17%1.22%0.82%0.94%0.94%

Drawdowns

HERIX vs. SEMNX - Drawdown Comparison

The maximum HERIX drawdown since its inception was -39.70%, smaller than the maximum SEMNX drawdown of -65.10%. Use the drawdown chart below to compare losses from any high point for HERIX and SEMNX.


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Drawdown Indicators


HERIXSEMNXDifference

Max Drawdown

Largest peak-to-trough decline

-39.70%

-65.10%

+25.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-14.80%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-35.55%

-39.74%

+4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

-42.47%

+2.77%

Current Drawdown

Current decline from peak

-12.78%

-14.80%

+2.02%

Average Drawdown

Average peak-to-trough decline

-12.77%

-17.39%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.54%

-0.16%

Volatility

HERIX vs. SEMNX - Volatility Comparison

The current volatility for Hartford Emerging Markets Equity Fund (HERIX) is 8.55%, while Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) has a volatility of 9.57%. This indicates that HERIX 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


HERIXSEMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

9.57%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

15.00%

-1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

19.37%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

17.60%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

18.34%

-1.06%