PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Hartford Short Duration ETF (HSRT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerThe Hartford
Inception DateMay 30, 2018
RegionNorth America (U.S.)
CategoryTotal Bond Market, Actively Managed
Index TrackedNo Index (Active)
Asset ClassBond

Expense Ratio

The Hartford Short Duration ETF has a high expense ratio of 0.29%, indicating higher-than-average management fees.


Expense ratio chart for HSRT: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Hartford Short Duration ETF

Popular comparisons: HSRT vs. FXAIX

Performance

Performance Chart

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


20.00%40.00%60.00%80.00%100.00%NovemberDecember2024FebruaryMarchApril
17.16%
88.52%
HSRT (Hartford Short Duration ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Hartford Short Duration ETF had a return of 1.70% year-to-date (YTD) and 6.72% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.70%6.92%
1 month0.71%-2.83%
6 months5.22%23.86%
1 year6.72%23.33%
5 years (annualized)2.48%11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.47%0.02%0.69%
2023-0.09%0.13%1.79%1.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HSRT is 96, placing it in the top 4% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of HSRT is 9696
Hartford Short Duration ETF(HSRT)
The Sharpe Ratio Rank of HSRT is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of HSRT is 9898Sortino Ratio Rank
The Omega Ratio Rank of HSRT is 9898Omega Ratio Rank
The Calmar Ratio Rank of HSRT is 8989Calmar Ratio Rank
The Martin Ratio Rank of HSRT is 9898Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Hartford Short Duration ETF (HSRT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HSRT
Sharpe ratio
The chart of Sharpe ratio for HSRT, currently valued at 2.86, compared to the broader market-1.000.001.002.003.004.002.86
Sortino ratio
The chart of Sortino ratio for HSRT, currently valued at 5.17, compared to the broader market-2.000.002.004.006.008.005.17
Omega ratio
The chart of Omega ratio for HSRT, currently valued at 1.63, compared to the broader market0.501.001.502.002.501.63
Calmar ratio
The chart of Calmar ratio for HSRT, currently valued at 2.22, compared to the broader market0.002.004.006.008.0010.002.22
Martin ratio
The chart of Martin ratio for HSRT, currently valued at 20.57, compared to the broader market0.0020.0040.0060.0020.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current Hartford Short Duration ETF Sharpe ratio is 2.86. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.86
2.19
HSRT (Hartford Short Duration ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Hartford Short Duration ETF granted a 4.52% dividend yield in the last twelve months. The annual payout for that period amounted to $1.76 per share.


PeriodTTM202320222021202020192018
Dividend$1.76$1.55$1.01$0.90$1.19$1.43$0.64

Dividend yield

4.52%3.98%2.67%2.23%2.88%3.50%1.62%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.13$0.16$0.20
2023$0.11$0.13$0.12$0.11$0.12$0.14$0.10$0.13$0.13$0.12$0.15$0.20
2022$0.06$0.06$0.07$0.06$0.07$0.08$0.08$0.10$0.10$0.09$0.12$0.14
2021$0.06$0.07$0.07$0.07$0.07$0.07$0.06$0.07$0.06$0.06$0.06$0.18
2020$0.09$0.11$0.11$0.12$0.09$0.11$0.09$0.09$0.09$0.09$0.08$0.12
2019$0.07$0.13$0.12$0.12$0.11$0.14$0.12$0.12$0.11$0.12$0.10$0.16
2018$0.06$0.10$0.10$0.05$0.07$0.10$0.16

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril0
-2.94%
HSRT (Hartford Short Duration ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford Short Duration 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 Short Duration ETF was 10.77%, occurring on Mar 24, 2020. Recovery took 78 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.77%Mar 6, 202013Mar 24, 202078Jul 15, 202091
-6.9%Sep 15, 2021274Oct 14, 2022271Nov 14, 2023545
-1.29%Oct 29, 201841Dec 27, 201822Jan 30, 201963
-0.53%Feb 9, 202127Mar 18, 202135May 7, 202162
-0.38%Jan 2, 20243Jan 4, 20246Jan 12, 20249

Volatility

Volatility Chart

The current Hartford Short Duration ETF volatility is 0.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
0.44%
3.65%
HSRT (Hartford Short Duration ETF)
Benchmark (^GSPC)