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HGOYX vs. SEMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGOYX vs. SEMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Growth Opportunities Fund (HGOYX) 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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HGOYX vs. SEMNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HGOYX
The Hartford Growth Opportunities Fund
-10.11%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%
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, HGOYX achieves a -10.11% return, which is significantly lower than SEMNX's 3.88% return. Over the past 10 years, HGOYX has outperformed SEMNX with an annualized return of 14.78%, while SEMNX has yielded a comparatively lower 9.33% annualized return.


HGOYX

1D
4.65%
1M
-5.18%
YTD
-10.11%
6M
-10.13%
1Y
15.50%
3Y*
21.20%
5Y*
6.18%
10Y*
14.78%

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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HGOYX vs. SEMNX - Expense Ratio Comparison

HGOYX has a 0.84% expense ratio, which is lower than SEMNX's 1.23% expense ratio.


Return for Risk

HGOYX vs. SEMNX — Risk / Return Rank

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

HGOYX
HGOYX Risk / Return Rank: 2626
Overall Rank
HGOYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 2525
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2828
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2525
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.

HGOYX vs. SEMNX - Risk-Adjusted Trends Comparison

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


HGOYXSEMNXDifference

Sharpe ratio

Return per unit of total volatility

0.68

2.16

-1.48

Sortino ratio

Return per unit of downside risk

1.12

2.73

-1.61

Omega ratio

Gain probability vs. loss probability

1.15

1.41

-0.26

Calmar ratio

Return relative to maximum drawdown

0.91

2.78

-1.88

Martin ratio

Return relative to average drawdown

3.10

11.39

-8.29

HGOYX vs. SEMNX - Sharpe Ratio Comparison

The current HGOYX Sharpe Ratio is 0.68, which is lower than the SEMNX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HGOYX 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


HGOYXSEMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

2.16

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.21

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.51

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.25

+0.27

Correlation

The correlation between HGOYX and SEMNX is 0.68, 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

HGOYX vs. SEMNX - Dividend Comparison

HGOYX's dividend yield for the trailing twelve months is around 6.19%, more than SEMNX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
HGOYX
The Hartford Growth Opportunities Fund
6.19%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%
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

HGOYX vs. SEMNX - Drawdown Comparison

The maximum HGOYX drawdown since its inception was -58.04%, smaller than the maximum SEMNX drawdown of -65.10%. Use the drawdown chart below to compare losses from any high point for HGOYX and SEMNX.


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Drawdown Indicators


HGOYXSEMNXDifference

Max Drawdown

Largest peak-to-trough decline

-58.04%

-65.10%

+7.06%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-14.80%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-44.98%

-39.74%

-5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-44.98%

-42.47%

-2.51%

Current Drawdown

Current decline from peak

-13.87%

-12.22%

-1.65%

Average Drawdown

Average peak-to-trough decline

-11.47%

-17.39%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

3.62%

+1.57%

Volatility

HGOYX vs. SEMNX - Volatility Comparison

The current volatility for The Hartford Growth Opportunities Fund (HGOYX) is 8.31%, while Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) has a volatility of 10.25%. This indicates that HGOYX 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


HGOYXSEMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

10.25%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

15.23%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

19.54%

+4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.14%

17.65%

+7.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

18.37%

+5.00%