HFSI vs. JNK
Compare and contrast key facts about Hartford Strategic Income ETF (HFSI) and SPDR Barclays High Yield Bond ETF (JNK).
HFSI and JNK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HFSI is an actively managed fund by Hartford. It was launched on Sep 21, 2021. JNK is a passively managed fund by State Street that tracks the performance of the Barclays Capital High Yield Very Liquid Index. It was launched on Nov 28, 2007.
Performance
HFSI vs. JNK - Performance Comparison
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HFSI vs. JNK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HFSI Hartford Strategic Income ETF | -0.99% | 9.56% | 7.91% | 9.91% | -12.60% | -1.57% |
JNK SPDR Barclays High Yield Bond ETF | -0.43% | 8.76% | 7.71% | 12.42% | -12.19% | 0.17% |
Returns By Period
In the year-to-date period, HFSI achieves a -0.99% return, which is significantly lower than JNK's -0.43% return.
HFSI
- 1D
- 0.35%
- 1M
- -2.49%
- YTD
- -0.99%
- 6M
- 0.35%
- 1Y
- 6.27%
- 3Y*
- 7.40%
- 5Y*
- —
- 10Y*
- —
JNK
- 1D
- 1.01%
- 1M
- -1.04%
- YTD
- -0.43%
- 6M
- 0.92%
- 1Y
- 7.30%
- 3Y*
- 7.95%
- 5Y*
- 3.50%
- 10Y*
- 5.21%
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HFSI vs. JNK - Expense Ratio Comparison
HFSI has a 0.49% expense ratio, which is higher than JNK's 0.40% expense ratio.
Return for Risk
HFSI vs. JNK — Risk / Return Rank
HFSI
JNK
HFSI vs. JNK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Strategic Income ETF (HFSI) and SPDR Barclays High Yield Bond ETF (JNK). 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 | JNK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.28 | +0.19 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.91 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.77 | 0.00 |
Martin ratioReturn relative to average drawdown | 7.04 | 9.12 | -2.08 |
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 | JNK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.28 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.41 | +0.04 |
Correlation
The correlation between HFSI and JNK is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HFSI vs. JNK - Dividend Comparison
HFSI's dividend yield for the trailing twelve months is around 5.66%, less than JNK's 6.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFSI Hartford Strategic Income ETF | 5.66% | 5.67% | 6.51% | 5.77% | 4.87% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNK SPDR Barclays High Yield Bond ETF | 6.66% | 6.54% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% |
Drawdowns
HFSI vs. JNK - Drawdown Comparison
The maximum HFSI drawdown since its inception was -19.34%, smaller than the maximum JNK drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for HFSI and JNK.
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Drawdown Indicators
| HFSI | JNK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.34% | -38.48% | +19.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -4.17% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.89% | — |
Current DrawdownCurrent decline from peak | -2.49% | -1.41% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -3.73% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.81% | +0.09% |
Volatility
HFSI vs. JNK - Volatility Comparison
The current volatility for Hartford Strategic Income ETF (HFSI) is 1.61%, while SPDR Barclays High Yield Bond ETF (JNK) has a volatility of 2.25%. This indicates that HFSI experiences smaller price fluctuations and is considered to be less risky than JNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFSI | JNK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 2.25% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 2.94% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.27% | 5.72% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.02% | 7.53% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 8.34% | -3.32% |