PortfoliosLab logoPortfoliosLab logo
HSNIX vs. SEMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSNIX vs. SEMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Strategic Income Fund (HSNIX) and Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HSNIX vs. SEMNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSNIX
The Hartford Strategic Income Fund
-1.37%8.00%6.81%9.40%-12.77%0.17%12.54%11.94%-1.57%8.92%
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, HSNIX achieves a -1.37% return, which is significantly lower than SEMNX's 3.88% return. Over the past 10 years, HSNIX has underperformed SEMNX with an annualized return of 4.50%, while SEMNX has yielded a comparatively higher 9.33% annualized return.


HSNIX

1D
0.38%
1M
-2.37%
YTD
-1.37%
6M
-0.06%
1Y
5.71%
3Y*
6.51%
5Y*
1.96%
10Y*
4.50%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HSNIX vs. SEMNX - Expense Ratio Comparison

HSNIX has a 0.64% expense ratio, which is lower than SEMNX's 1.23% expense ratio.


Return for Risk

HSNIX vs. SEMNX — Risk / Return Rank

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

HSNIX
HSNIX Risk / Return Rank: 7474
Overall Rank
HSNIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HSNIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
HSNIX Omega Ratio Rank: 7777
Omega Ratio Rank
HSNIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
HSNIX Martin Ratio Rank: 6868
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.

HSNIX vs. SEMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Strategic Income Fund (HSNIX) 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.


HSNIXSEMNXDifference

Sharpe ratio

Return per unit of total volatility

1.51

2.16

-0.65

Sortino ratio

Return per unit of downside risk

2.05

2.73

-0.67

Omega ratio

Gain probability vs. loss probability

1.30

1.41

-0.11

Calmar ratio

Return relative to maximum drawdown

1.63

2.78

-1.16

Martin ratio

Return relative to average drawdown

6.78

11.39

-4.61

HSNIX vs. SEMNX - Sharpe Ratio Comparison

The current HSNIX Sharpe Ratio is 1.51, which is lower than the SEMNX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HSNIX 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.


Loading graphics...

Sharpe Ratios by Period


HSNIXSEMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.16

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.21

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.51

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.25

+0.68

Correlation

The correlation between HSNIX and SEMNX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HSNIX vs. SEMNX - Dividend Comparison

HSNIX's dividend yield for the trailing twelve months is around 6.33%, more than SEMNX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
HSNIX
The Hartford Strategic Income Fund
6.33%5.29%5.31%5.87%4.73%4.40%4.09%4.32%6.82%6.21%5.00%4.65%
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

HSNIX vs. SEMNX - Drawdown Comparison

The maximum HSNIX drawdown since its inception was -23.39%, smaller than the maximum SEMNX drawdown of -65.10%. Use the drawdown chart below to compare losses from any high point for HSNIX and SEMNX.


Loading graphics...

Drawdown Indicators


HSNIXSEMNXDifference

Max Drawdown

Largest peak-to-trough decline

-23.39%

-65.10%

+41.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-14.80%

+11.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-39.74%

+20.30%

Max Drawdown (10Y)

Largest decline over 10 years

-19.44%

-42.47%

+23.03%

Current Drawdown

Current decline from peak

-2.73%

-12.22%

+9.49%

Average Drawdown

Average peak-to-trough decline

-3.14%

-17.39%

+14.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

3.62%

-2.74%

Volatility

HSNIX vs. SEMNX - Volatility Comparison

The current volatility for The Hartford Strategic Income Fund (HSNIX) is 1.64%, while Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) has a volatility of 10.25%. This indicates that HSNIX 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.


Loading graphics...

Volatility by Period


HSNIXSEMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

10.25%

-8.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

15.23%

-12.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

19.54%

-15.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

17.65%

-12.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.59%

18.37%

-13.78%