SEMVX vs. GLLSX

Last updated Jul 18, 2026

SEMVX (Hartford Schroders Emerging Mkts Eq A) and GLLSX (abrdn Emerging Markets ex-China Fund) are both Emerging Markets Diversified funds. Over the past 10 years, SEMVX returned 10.04%/yr vs 13.29%/yr for GLLSX. Their correlation of 0.82 suggests significant overlap in exposure. SEMVX charges 1.46%/yr vs 1.23%/yr for GLLSX.

Performance

SEMVX vs. GLLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders Emerging Mkts Eq A (SEMVX) and abrdn Emerging Markets ex-China Fund (GLLSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEMVX achieves a 21.51% return, which is significantly lower than GLLSX's 30.72% return. Over the past 10 years, SEMVX has underperformed GLLSX with an annualized return of 10.04%, while GLLSX has yielded a comparatively higher 13.29% annualized return.

SEMVX

• 1D: -2.19%
• 1M: -7.02%
• 6M: 14.52%
• YTD: 21.51%
• 1Y: 45.60%
• 3Y*: 21.36%
• 5Y*: 7.05%
• 10Y*: 10.04%

GLLSX

• 1D: -2.50%
• 1M: -8.53%
• 6M: 21.50%
• YTD: 30.72%
• 1Y: 54.28%
• 3Y*: 22.56%
• 5Y*: 14.92%
• 10Y*: 13.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMVX vs. GLLSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEMVX Hartford Schroders Emerging Mkts Eq A	21.51%	39.88%	7.36%	8.61%	-22.55%	-5.37%	23.24%	21.85%	-15.78%	40.54%
GLLSX abrdn Emerging Markets ex-China Fund	30.72%	34.81%	0.73%	21.35%	-23.04%	36.50%	15.93%	23.64%	-11.50%	23.06%

Correlation

The correlation between SEMVX and GLLSX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012	0.82

The correlation between SEMVX and GLLSX shifts across timeframes, from 0.82 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SEMVX vs. GLLSX — Risk / Return Rank

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

SEMVX

SEMVX Risk / Return Rank: 69
SEMVX Sharpe Ratio Rank: 68
SEMVX Sortino Ratio Rank: 50
SEMVX Omega Ratio Rank: 70
SEMVX Calmar Ratio Rank: 83
SEMVX Martin Ratio Rank: 73

GLLSX

GLLSX Risk / Return Rank: 78
GLLSX Sharpe Ratio Rank: 77
GLLSX Sortino Ratio Rank: 60
GLLSX Omega Ratio Rank: 77
GLLSX Calmar Ratio Rank: 90
GLLSX Martin Ratio Rank: 85

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.

SEMVX vs. GLLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders Emerging Mkts Eq A (SEMVX) and abrdn Emerging Markets ex-China Fund (GLLSX). 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.

	SEMVX	GLLSX	Difference
Sharpe ratio: Return per unit of total volatility	1.86	2.06	-0.20
Sortino ratio: Return per unit of downside risk	2.31	2.52	-0.21
Omega ratio: Gain probability vs. loss probability	1.35	1.39	-0.04
Calmar ratio: Return relative to maximum drawdown	3.14	3.83	-0.69
Martin ratio: Return relative to average drawdown	10.81	12.69	-1.88

SEMVX vs. GLLSX - Sharpe Ratio Comparison

The current SEMVX Sharpe Ratio is 1.86, which is comparable to the GLLSX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of SEMVX and GLLSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEMVX vs. GLLSX - Drawdown Comparison

The maximum SEMVX drawdown since its inception was -65.19%, which is greater than GLLSX's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for SEMVX and GLLSX.

Drawdown Indicators

	SEMVX	GLLSX	Difference
Max Drawdown Largest peak-to-trough decline	-65.19%	-32.59%	-32.60%
Max Drawdown (1Y) Largest decline over 1 year	-14.82%	-14.39%	-0.43%
Max Drawdown (3Y) Largest decline over 3 years	-16.77%	-20.95%	+4.18%
Max Drawdown (5Y) Largest decline over 5 years	-37.91%	-30.02%	-7.89%
Max Drawdown (10Y) Largest decline over 10 years	-42.77%	-32.59%	-10.18%
Current Drawdown Current decline from peak	-10.72%	-12.38%	+1.66%
Average Drawdown Average peak-to-trough decline	-17.69%	-7.90%	-9.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.30%	4.33%	-0.03%

Volatility

SEMVX vs. GLLSX - Volatility Comparison

Hartford Schroders Emerging Mkts Eq A (SEMVX) and abrdn Emerging Markets ex-China Fund (GLLSX) have volatilities of 11.55% and 12.03%, 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.

Volatility by Period

	SEMVX	GLLSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.55%	12.03%	-0.48%
Volatility (6M) Calculated over the trailing 6-month period	22.93%	25.10%	-2.17%
Volatility (1Y) Calculated over the trailing 1-year period	24.98%	26.71%	-1.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.37%	19.49%	-0.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	18.41%	+0.72%

SEMVX vs. GLLSX - Expense Ratio Comparison

SEMVX has a 1.46% expense ratio, which is higher than GLLSX's 1.23% expense ratio.

Dividends

SEMVX vs. GLLSX - Dividend Comparison

SEMVX's dividend yield for the trailing twelve months is around 0.74%, less than GLLSX's 1.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLLSX abrdn Emerging Markets ex-China Fund	1.43%	1.88%	0.74%	0.77%	29.32%	22.85%	0.00%	3.38%	9.47%	8.40%	1.09%	0.94%
SEMVX Hartford Schroders Emerging Mkts Eq A	0.74%	0.90%	1.00%	1.31%	1.55%	0.16%	0.87%	1.98%	0.99%	0.59%	0.71%	0.63%

Frequently Asked Questions

Can I hold both SEMVX and GLLSX in my portfolio?

With a correlation of 0.94, SEMVX and GLLSX 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.

Which is riskier, SEMVX or GLLSX?

GLLSX has higher volatility (12.03%) compared to SEMVX (11.55%). In terms of maximum drawdown, SEMVX dropped -65.19% vs GLLSX's -32.59%.

Which has better risk-adjusted returns?

GLLSX currently has the higher Sharpe Ratio (2.06 vs 1.86), 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.