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Hartford Strategic Income ETF (HFSI) Sharpe Ratio: 1.47

HFSI's Sharpe Ratio of 1.47 indicates that for each unit of volatility, it generates 1.47 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

HFSI Sharpe Ratio Rank

HFSI Sharpe Ratio Rank: 81.181
Exceptional

HFSI ranks above 81.1% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

HFSI Sharpe Ratio Market Positioning

The chart shows HFSI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.47 or lower
  • Yellow zone (middle 50%): 0.47 to 1.40
  • Green zone (top 25%): 1.40 or higher
  • Top 1%: 5.70+
  • Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares Hartford Strategic Income ETF's Sharpe Ratio with other ETFs in the Multisector Bonds category across multiple time periods, showing how HFSI'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 Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SOFRAmplify Samsung SOFR ETF5.07
PSQOPalmer Square Credit Opportunities ETF3.60
CARYAngel Oak Income ETF3.09
JPIEJPMorgan Income ETF2.74
OGSPObra High Grade Structured Products ETF2.66
PSDMPGIM Short Duration Multi-Sector Bond ETF2.60
FLXRTCW Flexible Income ETF2.37
BINCiShares Flexible Income Active ETF1.74
PYLDPIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund1.72
OOSPObra Opportunistic Structured Products ETF1.58
HFSIHartford Strategic Income ETF1.47

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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

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Explore HFSI risk-adjusted metrics in detail

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

HFSI Sortino Ratio