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HNCYX vs. SEMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HNCYX vs. SEMNX - Performance Comparison

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


2026 (YTD)202520242023202220212020201920182017
HNCYX
Hartford International Growth Fund
-6.77%27.17%8.24%18.79%-27.84%3.91%23.50%27.87%-14.37%33.55%
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, HNCYX achieves a -6.77% return, which is significantly lower than SEMNX's 3.88% return. Over the past 10 years, HNCYX has underperformed SEMNX with an annualized return of 7.46%, while SEMNX has yielded a comparatively higher 9.33% annualized return.


HNCYX

1D
3.84%
1M
-8.53%
YTD
-6.77%
6M
-5.18%
1Y
16.60%
3Y*
9.98%
5Y*
1.81%
10Y*
7.46%

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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HNCYX vs. SEMNX - Expense Ratio Comparison

HNCYX has a 0.95% expense ratio, which is lower than SEMNX's 1.23% expense ratio.


Return for Risk

HNCYX vs. SEMNX — Risk / Return Rank

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

HNCYX
HNCYX Risk / Return Rank: 2929
Overall Rank
HNCYX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HNCYX Sortino Ratio Rank: 2929
Sortino Ratio Rank
HNCYX Omega Ratio Rank: 2626
Omega Ratio Rank
HNCYX Calmar Ratio Rank: 3131
Calmar Ratio Rank
HNCYX Martin Ratio Rank: 3232
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.

HNCYX vs. SEMNX - Risk-Adjusted Trends Comparison

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


HNCYXSEMNXDifference

Sharpe ratio

Return per unit of total volatility

0.78

2.16

-1.39

Sortino ratio

Return per unit of downside risk

1.19

2.73

-1.54

Omega ratio

Gain probability vs. loss probability

1.16

1.41

-0.25

Calmar ratio

Return relative to maximum drawdown

1.03

2.78

-1.75

Martin ratio

Return relative to average drawdown

3.98

11.39

-7.41

HNCYX vs. SEMNX - Sharpe Ratio Comparison

The current HNCYX Sharpe Ratio is 0.78, which is lower than the SEMNX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HNCYX 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


HNCYXSEMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.16

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.21

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.51

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.25

+0.01

Correlation

The correlation between HNCYX and SEMNX is 0.82, 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

HNCYX vs. SEMNX - Dividend Comparison

HNCYX's dividend yield for the trailing twelve months is around 1.39%, less than SEMNX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
HNCYX
Hartford International Growth Fund
1.39%1.30%0.39%0.76%1.07%0.83%3.27%0.85%8.81%0.81%1.57%1.11%
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

HNCYX vs. SEMNX - Drawdown Comparison

The maximum HNCYX drawdown since its inception was -68.17%, roughly equal to the maximum SEMNX drawdown of -65.10%. Use the drawdown chart below to compare losses from any high point for HNCYX and SEMNX.


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Drawdown Indicators


HNCYXSEMNXDifference

Max Drawdown

Largest peak-to-trough decline

-68.17%

-65.10%

-3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-14.80%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-43.89%

-39.74%

-4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-43.89%

-42.47%

-1.42%

Current Drawdown

Current decline from peak

-11.86%

-12.22%

+0.36%

Average Drawdown

Average peak-to-trough decline

-18.56%

-17.39%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

3.62%

+0.30%

Volatility

HNCYX vs. SEMNX - Volatility Comparison

Hartford International Growth Fund (HNCYX) and Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) have volatilities of 10.19% and 10.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNCYXSEMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

10.25%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.44%

15.23%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

22.01%

19.54%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

17.65%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

18.37%

+0.36%