HFSI vs. BLUI
HFSI (Hartford Strategic Income ETF) and BLUI (Bluemonte Diversified Income ETF) are both Multisector Bonds funds. A 0.66 correlation means they provide meaningful diversification when combined. HFSI charges 0.49%/yr vs 0.75%/yr for BLUI.
Performance
HFSI vs. BLUI - Performance Comparison
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Returns By Period
In the year-to-date period, HFSI achieves a 1.38% return, which is significantly lower than BLUI's 3.27% return.
HFSI
- 1D
- -0.20%
- 1M
- 0.87%
- YTD
- 1.38%
- 6M
- 1.51%
- 1Y
- 8.47%
- 3Y*
- 8.37%
- 5Y*
- —
- 10Y*
- —
BLUI
- 1D
- -0.19%
- 1M
- 0.02%
- YTD
- 3.27%
- 6M
- 3.18%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HFSI vs. BLUI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HFSI Hartford Strategic Income ETF | 1.38% | 5.57% |
BLUI Bluemonte Diversified Income ETF | 3.27% | 3.80% |
Correlation
The correlation between HFSI and BLUI is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.66 |
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Return for Risk
HFSI vs. BLUI — Risk / Return Rank
HFSI
BLUI
HFSI vs. BLUI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Strategic Income ETF (HFSI) and Bluemonte Diversified Income ETF (BLUI). 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.
| HFSI | BLUI | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HFSI | BLUI | Difference | |
|---|---|---|---|
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 | 1.97 | -1.42 |
Drawdowns
HFSI vs. BLUI - Drawdown Comparison
The maximum HFSI drawdown since its inception was -19.34%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for HFSI and BLUI.
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Drawdown Indicators
| HFSI | BLUI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.34% | -2.43% | -16.91% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -5.11% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | -0.43% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -0.37% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | — | — |
Volatility
HFSI vs. BLUI - Volatility Comparison
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Volatility by Period
| HFSI | BLUI | Difference | |
|---|---|---|---|
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% | 3.89% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.97% | 3.89% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.97% | 3.89% | +1.08% |
HFSI vs. BLUI - Expense Ratio Comparison
HFSI has a 0.49% expense ratio, which is lower than BLUI's 0.75% expense ratio.
Dividends
HFSI vs. BLUI - Dividend Comparison
HFSI's dividend yield for the trailing twelve months is around 5.54%, more than BLUI's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BLUI Bluemonte Diversified Income ETF | 4.72% | 2.91% | 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 BLUI have a correlation of 0.66, 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 0.75% for BLUI.
HFSI has the higher dividend yield at 5.54%, compared with 4.72% for BLUI.
They also come from different issuers: Hartford and Bluemonte. Their fees differ too: 0.49% for HFSI and 0.75% for BLUI.
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