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SEMVX vs. HGOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEMVX vs. HGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders Emerging Mkts Eq A (SEMVX) and The Hartford Growth Opportunities Fund Class I (HGOIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEMVX achieves a 35.83% return, which is significantly higher than HGOIX's 14.57% return. Over the past 10 years, SEMVX has underperformed HGOIX with an annualized return of 11.98%, while HGOIX has yielded a comparatively higher 17.12% annualized return.


SEMVX

1D
1.19%
1M
12.95%
YTD
35.83%
6M
39.53%
1Y
74.89%
3Y*
28.13%
5Y*
8.77%
10Y*
11.98%

HGOIX

1D
-0.09%
1M
10.72%
YTD
14.57%
6M
13.16%
1Y
32.11%
3Y*
27.89%
5Y*
11.98%
10Y*
17.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMVX vs. HGOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEMVX
Hartford Schroders Emerging Mkts Eq A
35.83%39.88%7.36%8.61%-22.55%-5.37%23.24%21.85%-15.78%40.54%
HGOIX
The Hartford Growth Opportunities Fund Class I
14.57%13.52%42.27%40.98%-36.87%7.59%62.12%30.28%-0.78%30.63%

Correlation

The correlation between SEMVX and HGOIX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2007

0.68

The correlation between SEMVX and HGOIX has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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Return for Risk

SEMVX vs. HGOIX — Risk / Return Rank

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

SEMVX
SEMVX Risk / Return Rank: 9393
Overall Rank
SEMVX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SEMVX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SEMVX Omega Ratio Rank: 9191
Omega Ratio Rank
SEMVX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SEMVX Martin Ratio Rank: 9393
Martin Ratio Rank

HGOIX
HGOIX Risk / Return Rank: 3131
Overall Rank
HGOIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HGOIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
HGOIX Omega Ratio Rank: 3434
Omega Ratio Rank
HGOIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
HGOIX Martin Ratio Rank: 2525
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.

SEMVX vs. HGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders Emerging Mkts Eq A (SEMVX) and The Hartford Growth Opportunities Fund Class I (HGOIX). 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.


SEMVXHGOIXDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.68

1.31

+0.37

Calmar ratioReturn relative to maximum drawdown

5.08

1.86

+3.22

Martin ratioReturn relative to average drawdown

20.49

6.23

+14.26

SEMVX vs. HGOIX - Sharpe Ratio Comparison

The current SEMVX Sharpe Ratio is 3.75, which is higher than the HGOIX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SEMVX and HGOIX, 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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Sharpe Ratios by Period


SEMVXHGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.75

1.77

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.48

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.73

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.55

-0.25

Drawdowns

SEMVX vs. HGOIX - Drawdown Comparison

The maximum SEMVX drawdown since its inception was -65.19%, which is greater than HGOIX's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for SEMVX and HGOIX.


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Drawdown Indicators


SEMVXHGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.19%

-58.07%

-7.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-17.71%

+2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-16.77%

-25.42%

+8.65%

Max Drawdown (5Y)

Largest decline over 5 years

-40.02%

-44.99%

+4.97%

Max Drawdown (10Y)

Largest decline over 10 years

-42.77%

-44.99%

+2.22%

Current Drawdown

Current decline from peak

0.00%

-0.09%

+0.09%

Average Drawdown

Average peak-to-trough decline

-17.77%

-11.99%

-5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

5.28%

-1.61%

Volatility

SEMVX vs. HGOIX - Volatility Comparison

Hartford Schroders Emerging Mkts Eq A (SEMVX) has a higher volatility of 9.02% compared to The Hartford Growth Opportunities Fund Class I (HGOIX) at 5.29%. This indicates that SEMVX's price experiences larger fluctuations and is considered to be riskier than HGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEMVXHGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

5.29%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

17.25%

14.54%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.10%

18.66%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

25.14%

-6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

23.47%

-4.81%

SEMVX vs. HGOIX - Expense Ratio Comparison

SEMVX has a 1.46% expense ratio, which is higher than HGOIX's 0.82% expense ratio.


Dividends

SEMVX vs. HGOIX - Dividend Comparison

SEMVX's dividend yield for the trailing twelve months is around 0.66%, less than HGOIX's 5.53% yield.


PositionTTM20252024202320222021202020192018201720162015
HGOIX
The Hartford Growth Opportunities Fund Class I
5.53%6.34%0.00%0.00%0.00%22.80%13.21%6.01%30.76%8.69%3.76%8.81%
SEMVX
Hartford Schroders Emerging Mkts Eq A
0.66%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


SEMVX and HGOIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEMVX has higher volatility (9.02%) compared to HGOIX (5.29%). In terms of maximum drawdown, SEMVX dropped -65.19% vs HGOIX's -58.07%.

SEMVX currently has the higher Sharpe Ratio (3.75 vs 1.77), 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.

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