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SEMNX vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEMNX vs. IEMG - 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 iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEMNX achieves a 19.30% return, which is significantly higher than IEMG's 16.38% return. Over the past 10 years, SEMNX has outperformed IEMG with an annualized return of 9.97%, while IEMG has yielded a comparatively lower 8.84% annualized return.


SEMNX

1D
4.70%
1M
-4.73%
6M
8.95%
YTD
19.30%
1Y
46.00%
3Y*
20.34%
5Y*
7.44%
10Y*
9.97%
ALL TIME*
6.15%

IEMG

1D
0.73%
1M
-2.79%
6M
7.82%
YTD
16.38%
1Y
32.88%
3Y*
18.00%
5Y*
7.26%
10Y*
8.84%
ALL TIME*
6.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$833.06M$972.69M$1.09B
$0.00$0.00$0.00

SEMNX vs. IEMG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEMNX
Hartford Schroders Emerging Markets Equity Fund Class I
19.30%40.36%7.56%8.80%-22.30%-5.11%23.58%22.12%-15.57%40.87%
IEMG
iShares Core MSCI Emerging Markets ETF
16.38%32.56%6.50%11.52%-19.98%-0.64%17.87%17.81%-14.92%37.38%

Correlation

The correlation between SEMNX and IEMG is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.92

The correlation between SEMNX and IEMG has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

SEMNX vs. IEMG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SEMNX
SEMNX Risk / Return Rank: 7171
Overall Rank
SEMNX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SEMNX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SEMNX Omega Ratio Rank: 7272
Omega Ratio Rank
SEMNX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SEMNX Martin Ratio Rank: 7272
Martin Ratio Rank

IEMG
IEMG Risk / Return Rank: 6060
Overall Rank
IEMG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 5353
Sortino Ratio Rank
IEMG Omega Ratio Rank: 6161
Omega Ratio Rank
IEMG Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEMG Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SEMNX vs. IEMG - 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 iShares Core MSCI Emerging Markets ETF (IEMG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SEMNXIEMGDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

2.63

2.33

+0.30

Martin ratioReturn relative to average drawdown

8.75

7.16

+1.59

SEMNX vs. IEMG - Sharpe Ratio Comparison

The current SEMNX Sharpe Ratio is 1.65, which is comparable to the IEMG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SEMNX and IEMG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SEMNX vs. IEMG - Drawdown Comparison

The maximum SEMNX drawdown since its inception was -65.10%, which is greater than IEMG's maximum drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for SEMNX and IEMG.


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Drawdown Indicators


SEMNXIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-65.10%

-38.71%

-26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-13.78%

-2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

-17.21%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-37.78%

-33.61%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

-38.71%

-3.76%

Current Drawdown

Current decline from peak

-12.50%

-9.76%

-2.74%

Average Drawdown

Average peak-to-trough decline

-17.17%

-12.89%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

4.47%

+0.46%

Volatility

SEMNX vs. IEMG - Volatility Comparison

Hartford Schroders Emerging Markets Equity Fund Class I (SEMNX) has a higher volatility of 11.43% compared to iShares Core MSCI Emerging Markets ETF (IEMG) at 8.73%. This indicates that SEMNX's price experiences larger fluctuations and is considered to be riskier than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEMNXIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.43%

8.73%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

21.74%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

26.19%

23.71%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

19.27%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

20.32%

-1.02%

SEMNX vs. IEMG - Expense Ratio Comparison

SEMNX has a 1.23% expense ratio, which is higher than IEMG's 0.09% expense ratio.


Dividends

SEMNX vs. IEMG - Dividend Comparison

SEMNX's dividend yield for the trailing twelve months is around 1.32%, less than IEMG's 2.32% yield.


PositionTTM20252024202320222021202020192018201720162015
IEMG
iShares Core MSCI Emerging Markets ETF
2.32%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%
SEMNX
Hartford Schroders Emerging Markets Equity Fund Class I
1.32%1.58%1.16%1.33%1.86%1.21%0.77%2.17%1.22%0.82%0.94%0.94%

Frequently Asked Questions


With a correlation of 0.93, SEMNX and IEMG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SEMNX has higher volatility (11.43%) compared to IEMG (8.73%). In terms of maximum drawdown, SEMNX dropped -65.10% vs IEMG's -38.71%.

SEMNX currently has the higher Sharpe Ratio (1.65 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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