See what your fund actually adds
Harding Loevner Frontier Emerging Markets Fund Investor Class HLMOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HLMOX | Replication |
|---|---|---|
| Annualized growth | 3.2% | 7.2% |
| Annualized volatility | 12.0% | 10.4% |
| Sharpe ratio | 0.32 | 0.72 |
| Maximum drawdown | 27.4% | 20.2% |
| Replication fit (R²) | 0.68 · Tracking error 6.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model HLMOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EMLC | FI · EM Local Currency | 42.3% |
| DGS | EM Small Cap | 18.1% |
| EFV | Intl · Value | 17.2% |
| DBEF | Intl · Dev Hedged | 12.5% |
| IWC | Micro Cap | 9.9% |