PortfoliosLab logoPortfoliosLab logo
CRUX vs. HTAB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRUX vs. HTAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Core Bond ETF (CRUX) and Hartford Schroders Tax-Aware Bond ETF (HTAB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CRUX vs. HTAB - Yearly Performance Comparison


Returns By Period


CRUX

1D
0.01%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

HTAB

1D
0.21%
1M
-0.71%
YTD
0.72%
6M
1.85%
1Y
3.88%
3Y*
2.82%
5Y*
0.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CRUX vs. HTAB - Expense Ratio Comparison

CRUX has a 0.32% expense ratio, which is lower than HTAB's 0.39% expense ratio.


Return for Risk

CRUX vs. HTAB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRUX

HTAB
HTAB Risk / Return Rank: 2828
Overall Rank
HTAB Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HTAB Sortino Ratio Rank: 2626
Sortino Ratio Rank
HTAB Omega Ratio Rank: 2929
Omega Ratio Rank
HTAB Calmar Ratio Rank: 2929
Calmar Ratio Rank
HTAB Martin Ratio Rank: 2424
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.

CRUX vs. HTAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Core Bond ETF (CRUX) and Hartford Schroders Tax-Aware Bond ETF (HTAB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRUX vs. HTAB - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


CRUXHTABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.90

0.43

-1.33

Correlation

The correlation between CRUX and HTAB is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CRUX vs. HTAB - Dividend Comparison

CRUX's dividend yield for the trailing twelve months is around 0.17%, less than HTAB's 3.92% yield.


TTM20252024202320222021202020192018
CRUX
Columbia Core Bond ETF
0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HTAB
Hartford Schroders Tax-Aware Bond ETF
3.91%3.88%3.57%3.21%2.26%2.18%1.64%2.77%1.61%

Drawdowns

CRUX vs. HTAB - Drawdown Comparison

The maximum CRUX drawdown since its inception was -1.30%, smaller than the maximum HTAB drawdown of -14.76%. Use the drawdown chart below to compare losses from any high point for CRUX and HTAB.


Loading graphics...

Drawdown Indicators


CRUXHTABDifference

Max Drawdown

Largest peak-to-trough decline

-1.30%

-14.76%

+13.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

Current Drawdown

Current decline from peak

-0.38%

-1.81%

+1.43%

Average Drawdown

Average peak-to-trough decline

-0.70%

-2.93%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

Volatility

CRUX vs. HTAB - Volatility Comparison


Loading graphics...

Volatility by Period


CRUXHTABDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

6.91%

5.67%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.91%

5.70%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.91%

5.19%

+1.72%