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SEMVX vs. HGOYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEMVX vs. HGOYX - 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 (HGOYX). 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 34.96% return, which is significantly higher than HGOYX's 13.28% return. Over the past 10 years, SEMVX has underperformed HGOYX with an annualized return of 11.91%, while HGOYX has yielded a comparatively higher 17.04% annualized return.


SEMVX

1D
-0.64%
1M
10.33%
YTD
34.96%
6M
38.64%
1Y
71.98%
3Y*
27.85%
5Y*
8.44%
10Y*
11.91%

HGOYX

1D
-1.13%
1M
9.21%
YTD
13.28%
6M
11.25%
1Y
29.68%
3Y*
27.44%
5Y*
11.43%
10Y*
17.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMVX vs. HGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEMVX
Hartford Schroders Emerging Mkts Eq A
34.96%39.88%7.36%8.61%-22.55%-5.37%23.24%21.85%-15.78%40.54%
HGOYX
The Hartford Growth Opportunities Fund
13.28%13.55%42.30%40.99%-36.88%7.60%62.18%30.37%-0.67%30.76%

Correlation

The correlation between SEMVX and HGOYX is 0.68, 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

0.68

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 HGOYX 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. HGOYX — 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: 9090
Omega Ratio Rank
SEMVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
SEMVX Martin Ratio Rank: 9494
Martin Ratio Rank

HGOYX
HGOYX Risk / Return Rank: 2828
Overall Rank
HGOYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HGOYX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HGOYX Omega Ratio Rank: 3131
Omega Ratio Rank
HGOYX Calmar Ratio Rank: 2323
Calmar Ratio Rank
HGOYX Martin Ratio Rank: 2424
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. HGOYX - 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 (HGOYX). 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.


SEMVXHGOYXDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.16

Omega ratioGain probability vs. loss probability

1.67

1.29

+0.38

Calmar ratioReturn relative to maximum drawdown

5.00

1.74

+3.27

Martin ratioReturn relative to average drawdown

20.19

5.83

+14.36

SEMVX vs. HGOYX - Sharpe Ratio Comparison

The current SEMVX Sharpe Ratio is 3.69, which is higher than the HGOYX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SEMVX and HGOYX, 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


SEMVXHGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.69

1.65

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.46

+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

0.56

-0.26

Drawdowns

SEMVX vs. HGOYX - Drawdown Comparison

The maximum SEMVX drawdown since its inception was -65.19%, which is greater than HGOYX's maximum drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for SEMVX and HGOYX.


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Drawdown Indicators


SEMVXHGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-65.19%

-58.04%

-7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-17.70%

+2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-16.77%

-25.40%

+8.63%

Max Drawdown (5Y)

Largest decline over 5 years

-40.02%

-44.98%

+4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-42.77%

-44.98%

+2.21%

Current Drawdown

Current decline from peak

-0.64%

-1.22%

+0.58%

Average Drawdown

Average peak-to-trough decline

-17.77%

-11.41%

-6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

5.27%

-1.60%

Volatility

SEMVX vs. HGOYX - Volatility Comparison

Hartford Schroders Emerging Mkts Eq A (SEMVX) has a higher volatility of 9.08% compared to The Hartford Growth Opportunities Fund (HGOYX) at 5.52%. This indicates that SEMVX's price experiences larger fluctuations and is considered to be riskier than HGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEMVXHGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

5.52%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

17.28%

14.58%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.10%

18.68%

+1.42%

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. HGOYX - Expense Ratio Comparison

SEMVX has a 1.46% expense ratio, which is higher than HGOYX's 0.84% expense ratio.


Dividends

SEMVX vs. HGOYX - Dividend Comparison

SEMVX's dividend yield for the trailing twelve months is around 0.67%, less than HGOYX's 4.91% yield.


PositionTTM20252024202320222021202020192018201720162015
HGOYX
The Hartford Growth Opportunities Fund
4.91%5.56%0.00%0.00%0.00%20.17%11.94%5.50%28.31%8.15%3.55%8.46%
SEMVX
Hartford Schroders Emerging Mkts Eq A
0.67%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 HGOYX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEMVX has higher volatility (9.08%) compared to HGOYX (5.52%). In terms of maximum drawdown, SEMVX dropped -65.19% vs HGOYX's -58.04%.

SEMVX currently has the higher Sharpe Ratio (3.69 vs 1.65), 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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