PortfoliosLab logoPortfoliosLab logo
HFSI vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFSI vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Strategic Income ETF (HFSI) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HFSI achieves a 1.38% return, which is significantly higher than FBND's 0.50% return.


HFSI

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

FBND

1D
-0.20%
1M
0.31%
YTD
0.50%
6M
0.30%
1Y
5.59%
3Y*
4.70%
5Y*
0.83%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFSI vs. FBND - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HFSI
Hartford Strategic Income ETF
1.38%9.56%7.91%9.91%-12.60%-1.57%
FBND
Fidelity Total Bond ETF
0.50%7.57%2.13%6.81%-12.54%-0.90%

Correlation

The correlation between HFSI and FBND is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

0.82

The correlation between HFSI and FBND has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

HFSI vs. FBND — 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

FBND
FBND Risk / Return Rank: 4040
Overall Rank
FBND Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 4242
Sortino Ratio Rank
FBND Omega Ratio Rank: 3737
Omega Ratio Rank
FBND Calmar Ratio Rank: 4242
Calmar Ratio Rank
FBND Martin Ratio Rank: 3939
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.

HFSI vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Strategic Income ETF (HFSI) and Fidelity Total Bond ETF (FBND). 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.


HFSIFBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.46

1.25

+0.21

Calmar ratioReturn relative to maximum drawdown

2.78

2.11

+0.67

Martin ratioReturn relative to average drawdown

11.13

6.37

+4.76

HFSI vs. FBND - Sharpe Ratio Comparison

The current HFSI Sharpe Ratio is 2.37, which is higher than the FBND Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of HFSI and FBND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


HFSIFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.46

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.44

+0.10

Drawdowns

HFSI vs. FBND - Drawdown Comparison

The maximum HFSI drawdown since its inception was -19.34%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for HFSI and FBND.


Loading charts...

Drawdown Indicators


HFSIFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-17.25%

-2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-2.66%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-5.11%

-5.94%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

-0.20%

-1.43%

+1.23%

Average Drawdown

Average peak-to-trough decline

-5.72%

-3.35%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.88%

-0.12%

Volatility

HFSI vs. FBND - Volatility Comparison

The current volatility for Hartford Strategic Income ETF (HFSI) is 1.13%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.27%. This indicates that HFSI experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HFSIFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.27%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.73%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

3.86%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

5.92%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

6.10%

-1.13%

HFSI vs. FBND - Expense Ratio Comparison

HFSI has a 0.49% expense ratio, which is higher than FBND's 0.36% expense ratio.


Dividends

HFSI vs. FBND - Dividend Comparison

HFSI's dividend yield for the trailing twelve months is around 5.54%, more than FBND's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.70%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
HFSI
Hartford Strategic Income ETF
5.54%5.67%6.51%5.77%4.87%0.71%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HFSI and FBND have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBND has higher volatility (1.27%) compared to HFSI (1.13%). In terms of maximum drawdown, HFSI dropped -19.34% vs FBND's -17.25%.

On 3-year performance, HFSI leads with 8.37% vs 4.70% for FBND. On fees, FBND is cheaper at 0.36% per year. On volatility, HFSI has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HFSI has performed better with a 8.37% return vs 4.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FBND is cheaper with a 0.36% expense ratio, compared with 0.49% for HFSI.

HFSI has the higher dividend yield at 5.54%, compared with 4.70% for FBND.

HFSI is categorized as Multisector Bonds, while FBND is Intermediate Core-Plus Bond. They also come from different issuers: Hartford and Fidelity. Their fees differ too: 0.49% for HFSI and 0.36% for FBND.

HFSI currently has the higher Sharpe Ratio (2.37 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HFSI and FBND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer