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Sortino ratio is not yet available for HEMI. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Hartford Equity Premium Income ETF's Sortino Ratio with other ETFs in the Derivative Income, Large Cap Blend Equities category across multiple time periods, showing how HEMI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
CHPYYieldMax Semiconductor Portfolio Option Income ETF5.59
GOOYYieldMax GOOGL Option Income Strategy ETF5.27
RSSYReturn Stacked US Stocks & Futures Yield ETF4.87
IUSInvesco RAFI Strategic US ETF4.65
GOOPKurv Yield Premium Strategy Google ETF4.55
PSCXPacer Swan SOS Conservative (December) ETF4.25
THTASoFi Enhanced Yield ETF4.24
DMAYFT Cboe Vest U.S. Equity Deep Buffer ETF - May4.06
PSMDPacer Swan SOS Moderate (December) ETF4.03
RAFEPIMCO RAFI ESG U.S. ETF4.02
HEMIHartford Equity Premium Income ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows HEMI's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HEMI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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