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HCRB vs. FIBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HCRB vs. FIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Core Bond ETF (HCRB) and iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR). The values are adjusted to include any dividend payments, if applicable.

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HCRB vs. FIBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HCRB
Hartford Core Bond ETF
-0.11%7.06%2.23%6.98%-14.61%-1.79%6.78%
FIBR
iShares U.S. Fixed Income Balanced Risk Systematic ETF
-0.11%8.32%6.04%8.22%-13.57%-1.00%2.30%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with HCRB at -0.11% and FIBR at -0.11%.


HCRB

1D
0.17%
1M
-1.91%
YTD
-0.11%
6M
0.86%
1Y
4.04%
3Y*
4.06%
5Y*
0.24%
10Y*

FIBR

1D
0.44%
1M
-1.96%
YTD
-0.11%
6M
0.96%
1Y
6.43%
3Y*
6.53%
5Y*
1.67%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HCRB vs. FIBR - Expense Ratio Comparison

HCRB has a 0.29% expense ratio, which is higher than FIBR's 0.25% expense ratio.


Return for Risk

HCRB vs. FIBR — Risk / Return Rank

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

HCRB
HCRB Risk / Return Rank: 5151
Overall Rank
HCRB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HCRB Sortino Ratio Rank: 5050
Sortino Ratio Rank
HCRB Omega Ratio Rank: 4242
Omega Ratio Rank
HCRB Calmar Ratio Rank: 6363
Calmar Ratio Rank
HCRB Martin Ratio Rank: 4747
Martin Ratio Rank

FIBR
FIBR Risk / Return Rank: 8383
Overall Rank
FIBR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FIBR Sortino Ratio Rank: 8888
Sortino Ratio Rank
FIBR Omega Ratio Rank: 8282
Omega Ratio Rank
FIBR Calmar Ratio Rank: 8181
Calmar Ratio Rank
FIBR Martin Ratio Rank: 8383
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.

HCRB vs. FIBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Core Bond ETF (HCRB) and iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR). 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.


HCRBFIBRDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.67

-0.73

Sortino ratio

Return per unit of downside risk

1.34

2.40

-1.06

Omega ratio

Gain probability vs. loss probability

1.16

1.31

-0.15

Calmar ratio

Return relative to maximum drawdown

1.60

2.25

-0.64

Martin ratio

Return relative to average drawdown

4.55

9.19

-4.64

HCRB vs. FIBR - Sharpe Ratio Comparison

The current HCRB Sharpe Ratio is 0.94, which is lower than the FIBR Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of HCRB and FIBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HCRBFIBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.67

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.30

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.50

-0.38

Correlation

The correlation between HCRB and FIBR is 0.77, 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

HCRB vs. FIBR - Dividend Comparison

HCRB's dividend yield for the trailing twelve months is around 4.23%, less than FIBR's 4.70% yield.


TTM20252024202320222021202020192018201720162015
HCRB
Hartford Core Bond ETF
4.23%4.12%4.15%3.39%2.18%1.47%1.81%0.00%0.00%0.00%0.00%0.00%
FIBR
iShares U.S. Fixed Income Balanced Risk Systematic ETF
4.70%4.78%5.04%4.44%3.27%1.92%2.57%3.27%3.61%2.74%2.92%2.26%

Drawdowns

HCRB vs. FIBR - Drawdown Comparison

The maximum HCRB drawdown since its inception was -19.90%, which is greater than FIBR's maximum drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for HCRB and FIBR.


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Drawdown Indicators


HCRBFIBRDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-18.47%

-1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-2.84%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-18.47%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-18.47%

Current Drawdown

Current decline from peak

-2.14%

-1.96%

-0.18%

Average Drawdown

Average peak-to-trough decline

-7.17%

-3.30%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.69%

+0.25%

Volatility

HCRB vs. FIBR - Volatility Comparison

The current volatility for Hartford Core Bond ETF (HCRB) is 1.71%, while iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) has a volatility of 1.91%. This indicates that HCRB experiences smaller price fluctuations and is considered to be less risky than FIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HCRBFIBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.91%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

2.96%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

3.87%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

5.59%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

4.93%

+1.08%