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HILYX vs. SEMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HILYX vs. SEMNX - Performance Comparison

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


2026 (YTD)202520242023202220212020201920182017
HILYX
Hartford International Value Fund
3.71%44.76%0.28%19.84%-2.28%18.79%-5.94%18.28%-17.74%24.91%
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

The year-to-date returns for both investments are quite close, with HILYX having a 3.71% return and SEMNX slightly higher at 3.88%. Over the past 10 years, HILYX has outperformed SEMNX with an annualized return of 11.02%, while SEMNX has yielded a comparatively lower 9.33% annualized return.


HILYX

1D
2.88%
1M
-5.54%
YTD
3.71%
6M
10.14%
1Y
33.31%
3Y*
18.94%
5Y*
13.10%
10Y*
11.02%

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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HILYX vs. SEMNX - Expense Ratio Comparison

HILYX has a 0.91% expense ratio, which is lower than SEMNX's 1.23% expense ratio.


Return for Risk

HILYX vs. SEMNX — Risk / Return Rank

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

HILYX
HILYX Risk / Return Rank: 9191
Overall Rank
HILYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HILYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
HILYX Omega Ratio Rank: 9191
Omega Ratio Rank
HILYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
HILYX Martin Ratio Rank: 9191
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.

HILYX vs. SEMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford International Value Fund (HILYX) 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.


HILYXSEMNXDifference

Sharpe ratio

Return per unit of total volatility

2.11

2.16

-0.05

Sortino ratio

Return per unit of downside risk

2.72

2.73

0.00

Omega ratio

Gain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratio

Return relative to maximum drawdown

2.82

2.78

+0.03

Martin ratio

Return relative to average drawdown

10.85

11.39

-0.54

HILYX vs. SEMNX - Sharpe Ratio Comparison

The current HILYX Sharpe Ratio is 2.11, which is comparable to the SEMNX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HILYX 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


HILYXSEMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.16

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.21

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.51

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.25

+0.34

Correlation

The correlation between HILYX and SEMNX is 0.74, 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

HILYX vs. SEMNX - Dividend Comparison

HILYX's dividend yield for the trailing twelve months is around 5.59%, more than SEMNX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
HILYX
Hartford International Value Fund
5.59%5.80%0.00%2.67%2.84%3.22%2.08%3.05%8.24%6.97%5.23%3.55%
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

HILYX vs. SEMNX - Drawdown Comparison

The maximum HILYX drawdown since its inception was -48.29%, smaller than the maximum SEMNX drawdown of -65.10%. Use the drawdown chart below to compare losses from any high point for HILYX and SEMNX.


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Drawdown Indicators


HILYXSEMNXDifference

Max Drawdown

Largest peak-to-trough decline

-48.29%

-65.10%

+16.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-14.80%

+3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.58%

-39.74%

+14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-48.29%

-42.47%

-5.82%

Current Drawdown

Current decline from peak

-7.54%

-12.22%

+4.68%

Average Drawdown

Average peak-to-trough decline

-8.23%

-17.39%

+9.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.62%

-0.68%

Volatility

HILYX vs. SEMNX - Volatility Comparison

The current volatility for Hartford International Value Fund (HILYX) is 7.20%, while Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) has a volatility of 10.25%. This indicates that HILYX 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


HILYXSEMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

10.25%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

15.23%

-4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

19.54%

-3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

17.65%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

18.37%

-1.30%