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Hartford Strategic Income ETF (HFSI)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
41653L875
Issuer
Hartford
Inception Date
Sep 21, 2021
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hartford Strategic Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Hartford Strategic Income ETF (HFSI) has returned -0.99% so far this year and 6.27% over the past 12 months.


Hartford Strategic Income ETF

1D
0.35%
1M
-2.49%
YTD
-0.99%
6M
0.35%
1Y
6.27%
3Y*
7.40%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 22, 2021, HFSI's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, your investment would double in approximately 28.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +5.1%, while the worst month was Sep 2022 at -5.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HFSI closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +1.7%, while the worst single day was Jun 13, 2022 at -1.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.66%0.88%-2.49%-0.99%
20251.17%1.81%-0.90%-0.50%0.92%2.17%0.46%1.57%1.17%0.82%0.49%0.05%9.56%
20240.47%0.07%1.14%-1.97%2.10%0.83%2.24%2.16%1.69%-1.46%1.10%-0.62%7.91%
20233.65%-1.59%1.82%0.40%-0.79%0.64%0.75%-0.64%-2.02%-1.41%5.07%3.89%9.91%
2022-2.80%-1.96%-1.35%-3.10%-0.67%-4.78%1.94%-0.29%-5.57%0.38%4.52%0.74%-12.60%
2021-1.13%-0.15%-1.08%0.80%-1.57%

Benchmark Metrics

Hartford Strategic Income ETF has an annualized alpha of 1.23%, beta of 0.11, and R² of 0.15 versus S&P 500 Index. Calculated based on daily prices since September 23, 2021.

  • This ETF participated in 43.08% of S&P 500 Index downside but only 28.93% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R² of 0.15 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.15 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.23%
Beta
0.11
0.15
Upside Capture
28.93%
Downside Capture
43.08%

Expense Ratio

HFSI has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HFSI ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HFSI Risk / Return Rank: 7373
Overall Rank
HFSI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HFSI Sortino Ratio Rank: 7676
Sortino Ratio Rank
HFSI Omega Ratio Rank: 7676
Omega Ratio Rank
HFSI Calmar Ratio Rank: 6868
Calmar Ratio Rank
HFSI Martin Ratio Rank: 6767
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hartford Strategic Income ETF (HFSI) and compare them to a chosen benchmark (S&P 500 Index).


HFSIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.47

0.90

+0.58

Sortino ratio

Return per unit of downside risk

2.01

1.39

+0.62

Omega ratio

Gain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

1.78

1.40

+0.38

Martin ratio

Return relative to average drawdown

7.04

6.61

+0.43

Explore HFSI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Hartford Strategic Income ETF provided a 5.66% dividend yield over the last twelve months, with an annual payout of $1.97 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$1.97$2.01$2.23$1.96$1.59$0.28

Dividend yield

5.66%5.67%6.51%5.77%4.87%0.71%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford Strategic Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.12$0.14$0.15$0.41
2025$0.15$0.16$0.15$0.19$0.16$0.16$0.16$0.16$0.16$0.14$0.13$0.29$2.01
2024$0.14$0.15$0.16$0.17$0.19$0.15$0.18$0.16$0.15$0.16$0.13$0.51$2.23
2023$0.12$0.14$0.16$0.12$0.12$0.15$0.12$0.14$0.14$0.14$0.17$0.45$1.96
2022$0.09$0.09$0.10$0.10$0.09$0.11$0.11$0.14$0.12$0.11$0.13$0.41$1.59
2021$0.06$0.08$0.13$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford Strategic Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hartford Strategic Income ETF was 19.34%, occurring on Oct 24, 2022. Recovery took 445 trading sessions.

The current Hartford Strategic Income ETF drawdown is 2.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.34%Sep 23, 2021274Oct 24, 2022445Aug 2, 2024719
-4.37%Mar 3, 202530Apr 11, 202536Jun 4, 202566
-3.06%Mar 2, 202620Mar 27, 2026
-2.02%Sep 30, 202425Nov 1, 202456Jan 27, 202581
-1%Aug 5, 20244Aug 8, 20244Aug 14, 20248

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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