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HFSI vs. ABI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFSI vs. ABI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Strategic Income ETF (HFSI) and VictoryShares Pioneer Asset-Based Income ETF (ABI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HFSI achieves a 1.38% return, which is significantly lower than ABI's 2.61% return.


HFSI

1D
-0.20%
1M
0.87%
YTD
1.38%
6M
1.51%
1Y
8.47%
3Y*
8.37%
5Y*
10Y*

ABI

1D
-0.04%
1M
0.75%
YTD
2.61%
6M
3.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFSI vs. ABI - Yearly Performance Comparison


Correlation

The correlation between HFSI and ABI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.44

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Return for Risk

HFSI vs. ABI — Risk / Return Rank

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

HFSI
HFSI Risk / Return Rank: 6868
Overall Rank
HFSI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HFSI Sortino Ratio Rank: 7878
Sortino Ratio Rank
HFSI Omega Ratio Rank: 7676
Omega Ratio Rank
HFSI Calmar Ratio Rank: 5555
Calmar Ratio Rank
HFSI Martin Ratio Rank: 6161
Martin Ratio Rank

ABI
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.

HFSI vs. ABI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Strategic Income ETF (HFSI) and VictoryShares Pioneer Asset-Based Income ETF (ABI). 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.


HFSIABIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

11.13

HFSI vs. ABI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HFSIABIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

3.98

-3.43

Drawdowns

HFSI vs. ABI - Drawdown Comparison

The maximum HFSI drawdown since its inception was -19.34%, which is greater than ABI's maximum drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for HFSI and ABI.


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Drawdown Indicators


HFSIABIDifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-0.95%

-18.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-5.11%

Current Drawdown

Current decline from peak

-0.20%

-0.04%

-0.16%

Average Drawdown

Average peak-to-trough decline

-5.72%

-0.19%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

Volatility

HFSI vs. ABI - Volatility Comparison


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Volatility by Period


HFSIABIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

1.28%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

1.28%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

1.28%

+3.69%

HFSI vs. ABI - Expense Ratio Comparison

HFSI has a 0.49% expense ratio, which is lower than ABI's 0.65% expense ratio.


Dividends

HFSI vs. ABI - Dividend Comparison

HFSI's dividend yield for the trailing twelve months is around 5.54%, more than ABI's 5.18% yield.


PositionTTM20252024202320222021
ABI
VictoryShares Pioneer Asset-Based Income ETF
5.18%3.01%0.00%0.00%0.00%0.00%
HFSI
Hartford Strategic Income ETF
5.54%5.67%6.51%5.77%4.87%0.71%

Frequently Asked Questions


HFSI and ABI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HFSI is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HFSI is cheaper with a 0.49% expense ratio, compared with 0.65% for ABI.

HFSI has the higher dividend yield at 5.54%, compared with 5.18% for ABI.

They also come from different issuers: Hartford and VictoryShares. Their fees differ too: 0.49% for HFSI and 0.65% for ABI.

Portfolio Optimizer

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