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HMDYX vs. SEMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMDYX vs. SEMNX - Performance Comparison

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


2026 (YTD)202520242023202220212020201920182017
HMDYX
The Hartford MidCap Fund
-5.56%-0.48%6.17%14.70%-24.01%9.89%25.10%38.80%-7.56%24.41%
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, HMDYX achieves a -5.56% return, which is significantly lower than SEMNX's 3.88% return. Over the past 10 years, HMDYX has underperformed SEMNX with an annualized return of 7.76%, while SEMNX has yielded a comparatively higher 9.33% annualized return.


HMDYX

1D
4.49%
1M
-6.42%
YTD
-5.56%
6M
-9.28%
1Y
2.79%
3Y*
2.52%
5Y*
-2.15%
10Y*
7.76%

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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HMDYX vs. SEMNX - Expense Ratio Comparison

HMDYX has a 0.79% expense ratio, which is lower than SEMNX's 1.23% expense ratio.


Return for Risk

HMDYX vs. SEMNX — Risk / Return Rank

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

HMDYX
HMDYX Risk / Return Rank: 77
Overall Rank
HMDYX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HMDYX Sortino Ratio Rank: 77
Sortino Ratio Rank
HMDYX Omega Ratio Rank: 77
Omega Ratio Rank
HMDYX Calmar Ratio Rank: 88
Calmar Ratio Rank
HMDYX Martin Ratio Rank: 88
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.

HMDYX vs. SEMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford MidCap Fund (HMDYX) 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.


HMDYXSEMNXDifference

Sharpe ratio

Return per unit of total volatility

0.15

2.16

-2.01

Sortino ratio

Return per unit of downside risk

0.40

2.73

-2.33

Omega ratio

Gain probability vs. loss probability

1.05

1.41

-0.36

Calmar ratio

Return relative to maximum drawdown

0.23

2.78

-2.56

Martin ratio

Return relative to average drawdown

0.68

11.39

-10.71

HMDYX vs. SEMNX - Sharpe Ratio Comparison

The current HMDYX Sharpe Ratio is 0.15, which is lower than the SEMNX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HMDYX 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


HMDYXSEMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

2.16

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.21

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.51

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.25

+0.25

Correlation

The correlation between HMDYX and SEMNX is 0.67, 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

HMDYX vs. SEMNX - Dividend Comparison

HMDYX's dividend yield for the trailing twelve months is around 19.67%, more than SEMNX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
HMDYX
The Hartford MidCap Fund
19.67%18.58%4.80%1.73%7.40%10.29%9.17%8.60%11.42%3.95%2.61%7.05%
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

HMDYX vs. SEMNX - Drawdown Comparison

The maximum HMDYX drawdown since its inception was -50.76%, smaller than the maximum SEMNX drawdown of -65.10%. Use the drawdown chart below to compare losses from any high point for HMDYX and SEMNX.


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Drawdown Indicators


HMDYXSEMNXDifference

Max Drawdown

Largest peak-to-trough decline

-50.76%

-65.10%

+14.34%

Max Drawdown (1Y)

Largest decline over 1 year

-15.91%

-14.80%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-32.92%

-39.74%

+6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-37.98%

-42.47%

+4.49%

Current Drawdown

Current decline from peak

-15.43%

-12.22%

-3.21%

Average Drawdown

Average peak-to-trough decline

-8.90%

-17.39%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.31%

3.62%

+1.69%

Volatility

HMDYX vs. SEMNX - Volatility Comparison

The current volatility for The Hartford MidCap Fund (HMDYX) is 8.64%, while Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) has a volatility of 10.25%. This indicates that HMDYX 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


HMDYXSEMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

10.25%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

15.23%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

24.02%

19.54%

+4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

17.65%

+3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

18.37%

+3.09%