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SEMNX vs. FGKPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SEMNX vs. FGKPX

Last updated Apr 2, 2026

Compare and contrast key facts about Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) and Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX).

SEMNX is managed by Hartford. FGKPX is managed by Fidelity. It was launched on Jan 30, 2019.

Performance

SEMNX vs. FGKPX - Performance Comparison

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

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SEMNX vs. FGKPX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
SEMNX
Hartford Schroders Emerging Markets Equity Fund Class I		3.88%40.36%7.56%8.80%-22.30%-5.11%23.58%12.85%
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund		0.61%12.56%5.96%15.28%-12.98%10.75%5.22%3.48%

Returns By Period

In the year-to-date period, SEMNX achieves a 3.88% return, which is significantly higher than FGKPX's 0.61% return.

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%

FGKPX

1D
1.67%
1M
-2.77%
YTD
0.61%
6M
2.22%
1Y
13.45%
3Y*
10.23%
5Y*
5.04%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Hartford Schroders Emerging Markets Equity Fund Class I

Fidelity SAI Emerging Markets Low Volatility Index Fund

Often compared with SEMNX:
SEMNX vs. VEMAXSEMNX vs. IEMGSEMNX vs. AVEMSEMNX vs. HFHIXSEMNX vs. HADAXSEMNX vs. HGIYXSEMNX vs. FEMSX
Often compared with FGKPX:
FGKPX vs. FHKFXFGKPX vs. VOOFGKPX vs. VMMSXFGKPX vs. FPADXFGKPX vs. EDIVFGKPX vs. DEMFGKPX vs. DFCEX

SEMNX vs. FGKPX - Expense Ratio Comparison

SEMNX has a 1.23% expense ratio, which is higher than FGKPX's 0.23% expense ratio.

SEMNX
Hartford Schroders Emerging Markets Equity Fund Class I
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund

Return for Risk

SEMNX vs. FGKPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
FGKPX
FGKPX Risk / Return Rank: 6868
Overall Rank
FGKPX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FGKPX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FGKPX Omega Ratio Rank: 6969
Omega Ratio Rank
FGKPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FGKPX Martin Ratio Rank: 5454
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.

SEMNX vs. FGKPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) and Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX). 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.

SEMNXFGKPXDifference

Sharpe ratio

Return per unit of total volatility

2.16

1.40

+0.76

Sortino ratio

Return per unit of downside risk

2.73

1.93

+0.79

Omega ratio

Gain probability vs. loss probability

1.41

1.27

+0.14

Calmar ratio

Return relative to maximum drawdown

2.78

1.68

+1.10

Martin ratio

Return relative to average drawdown

11.39

5.61

+5.78

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEMNX vs. FGKPX - Sharpe Ratio Comparison

The current SEMNX Sharpe Ratio is 2.16, which is higher than the FGKPX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SEMNX and FGKPX, 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

SEMNXFGKPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

1.40

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.50

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.43

-0.18

Correlation

The correlation between SEMNX and FGKPX is 0.83, 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

SEMNX vs. FGKPX - Dividend Comparison

SEMNX's dividend yield for the trailing twelve months is around 1.52%, less than FGKPX's 7.70% yield.

TTM20252024202320222021202020192018201720162015
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%
FGKPX
Fidelity SAI Emerging Markets Low Volatility Index Fund		7.70%7.75%5.07%2.91%1.88%2.30%1.77%1.88%0.00%0.00%0.00%0.00%

Drawdowns

SEMNX vs. FGKPX - Drawdown Comparison

The maximum SEMNX drawdown since its inception was -65.10%, which is greater than FGKPX's maximum drawdown of -32.05%. Use the drawdown chart below to compare losses from any high point for SEMNX and FGKPX.

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Drawdown Indicators

SEMNXFGKPXDifference

Max Drawdown

Largest peak-to-trough decline

-65.10%

-32.05%

-33.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-7.14%

-7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-20.69%

-19.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

—

—

Current Drawdown

Current decline from peak

-12.22%

-5.38%

-6.84%

Average Drawdown

Average peak-to-trough decline

-17.39%

-5.41%

-11.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.14%

+1.48%

Volatility

SEMNX vs. FGKPX - Volatility Comparison

Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) has a higher volatility of 10.25% compared to Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) at 4.76%. This indicates that SEMNX's price experiences larger fluctuations and is considered to be riskier than FGKPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SEMNXFGKPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

4.76%

+5.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

6.59%

+8.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.54%

9.98%

+9.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

10.08%

+7.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

12.47%

+5.90%