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HLDIX vs. SEDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLDIX vs. SEDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Emerging Markets Local Debt Fund (HLDIX) and SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX). The values are adjusted to include any dividend payments, if applicable.

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HLDIX vs. SEDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLDIX
Hartford Emerging Markets Local Debt Fund
-3.19%17.02%-3.14%12.88%-10.85%-6.83%3.12%14.37%-8.21%16.95%
SEDAX
SEI Institutional Investments Trust Emerging Markets Debt Fund
-1.41%20.33%3.13%12.86%-14.53%-4.93%4.68%15.55%-8.11%15.32%

Returns By Period

In the year-to-date period, HLDIX achieves a -3.19% return, which is significantly lower than SEDAX's -1.41% return. Over the past 10 years, HLDIX has underperformed SEDAX with an annualized return of 2.69%, while SEDAX has yielded a comparatively higher 3.95% annualized return.


HLDIX

1D
-0.42%
1M
-6.84%
YTD
-3.19%
6M
-0.27%
1Y
10.06%
3Y*
5.64%
5Y*
1.92%
10Y*
2.69%

SEDAX

1D
-0.44%
1M
-5.30%
YTD
-1.41%
6M
2.79%
1Y
14.75%
3Y*
10.00%
5Y*
3.52%
10Y*
3.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLDIX vs. SEDAX - Expense Ratio Comparison

HLDIX has a 0.93% expense ratio, which is higher than SEDAX's 0.41% expense ratio.


Return for Risk

HLDIX vs. SEDAX — Risk / Return Rank

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

HLDIX
HLDIX Risk / Return Rank: 7878
Overall Rank
HLDIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HLDIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
HLDIX Omega Ratio Rank: 8383
Omega Ratio Rank
HLDIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
HLDIX Martin Ratio Rank: 7575
Martin Ratio Rank

SEDAX
SEDAX Risk / Return Rank: 9595
Overall Rank
SEDAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SEDAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEDAX Omega Ratio Rank: 9696
Omega Ratio Rank
SEDAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SEDAX Martin Ratio Rank: 9494
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.

HLDIX vs. SEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Emerging Markets Local Debt Fund (HLDIX) and SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX). 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.


HLDIXSEDAXDifference

Sharpe ratio

Return per unit of total volatility

1.68

2.66

-0.97

Sortino ratio

Return per unit of downside risk

2.22

3.72

-1.50

Omega ratio

Gain probability vs. loss probability

1.33

1.57

-0.24

Calmar ratio

Return relative to maximum drawdown

1.47

2.66

-1.19

Martin ratio

Return relative to average drawdown

7.20

12.37

-5.18

HLDIX vs. SEDAX - Sharpe Ratio Comparison

The current HLDIX Sharpe Ratio is 1.68, which is lower than the SEDAX Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of HLDIX and SEDAX, 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


HLDIXSEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.66

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.51

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.47

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.39

-0.26

Correlation

The correlation between HLDIX and SEDAX is 0.79, 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

HLDIX vs. SEDAX - Dividend Comparison

HLDIX's dividend yield for the trailing twelve months is around 4.97%, less than SEDAX's 7.41% yield.


TTM20252024202320222021202020192018201720162015
HLDIX
Hartford Emerging Markets Local Debt Fund
4.97%3.87%5.32%4.85%4.27%4.67%4.06%5.01%7.88%27.01%5.01%5.91%
SEDAX
SEI Institutional Investments Trust Emerging Markets Debt Fund
7.41%7.30%7.24%4.65%2.08%4.69%1.52%3.75%3.17%4.70%3.59%1.00%

Drawdowns

HLDIX vs. SEDAX - Drawdown Comparison

The maximum HLDIX drawdown since its inception was -30.40%, smaller than the maximum SEDAX drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for HLDIX and SEDAX.


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Drawdown Indicators


HLDIXSEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-30.40%

-37.03%

+6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.02%

-5.49%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-27.01%

+1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-26.18%

-27.25%

+1.07%

Current Drawdown

Current decline from peak

-7.02%

-5.49%

-1.53%

Average Drawdown

Average peak-to-trough decline

-10.06%

-6.83%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.18%

+0.25%

Volatility

HLDIX vs. SEDAX - Volatility Comparison

Hartford Emerging Markets Local Debt Fund (HLDIX) has a higher volatility of 3.31% compared to SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) at 2.94%. This indicates that HLDIX's price experiences larger fluctuations and is considered to be riskier than SEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLDIXSEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.94%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

3.96%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

6.16%

5.59%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

6.90%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.46%

8.41%

+0.05%