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

Performance

HFSI vs. VGHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Strategic Income ETF (HFSI) and Vanguard High-Yield Active ETF (VGHY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HFSI vs. VGHY - Yearly Performance Comparison


2026 (YTD)2025
HFSI
Hartford Strategic Income ETF
-0.82%1.14%
VGHY
Vanguard High-Yield Active ETF
-0.05%1.80%

Returns By Period

In the year-to-date period, HFSI achieves a -0.82% return, which is significantly lower than VGHY's -0.05% return.


HFSI

1D
0.17%
1M
-2.01%
YTD
-0.82%
6M
0.42%
1Y
6.40%
3Y*
7.46%
5Y*
10Y*

VGHY

1D
0.32%
1M
-0.78%
YTD
-0.05%
6M
1.49%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


HFSI vs. VGHY - Expense Ratio Comparison

HFSI has a 0.49% expense ratio, which is higher than VGHY's 0.22% expense ratio.


Return for Risk

HFSI vs. VGHY — Risk / Return Rank

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

HFSI
HFSI Risk / Return Rank: 7474
Overall Rank
HFSI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HFSI Sortino Ratio Rank: 7878
Sortino Ratio Rank
HFSI Omega Ratio Rank: 7777
Omega Ratio Rank
HFSI Calmar Ratio Rank: 6868
Calmar Ratio Rank
HFSI Martin Ratio Rank: 6767
Martin Ratio Rank

VGHY
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. VGHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Strategic Income ETF (HFSI) and Vanguard High-Yield Active ETF (VGHY). 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.


HFSIVGHYDifference

Sharpe ratio

Return per unit of total volatility

1.50

Sortino ratio

Return per unit of downside risk

2.05

Omega ratio

Gain probability vs. loss probability

1.30

Calmar ratio

Return relative to maximum drawdown

1.81

Martin ratio

Return relative to average drawdown

7.08

HFSI vs. VGHY - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


HFSIVGHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.74

-0.28

Correlation

The correlation between HFSI and VGHY is 0.45, 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. VGHY - Dividend Comparison

HFSI's dividend yield for the trailing twelve months is around 5.65%, more than VGHY's 3.00% yield.


TTM20252024202320222021
HFSI
Hartford Strategic Income ETF
5.65%5.67%6.51%5.77%4.87%0.71%
VGHY
Vanguard High-Yield Active ETF
3.00%1.49%0.00%0.00%0.00%0.00%

Drawdowns

HFSI vs. VGHY - Drawdown Comparison

The maximum HFSI drawdown since its inception was -19.34%, which is greater than VGHY's maximum drawdown of -2.66%. Use the drawdown chart below to compare losses from any high point for HFSI and VGHY.


Loading graphics...

Drawdown Indicators


HFSIVGHYDifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-2.66%

-16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

Current Drawdown

Current decline from peak

-2.32%

-1.20%

-1.12%

Average Drawdown

Average peak-to-trough decline

-5.91%

-0.45%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

Volatility

HFSI vs. VGHY - Volatility Comparison


Loading graphics...

Volatility by Period


HFSIVGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

4.46%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

4.46%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

4.46%

+0.55%