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HFSI vs. VGHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with HFSI at 1.38% and VGHY at 1.38%.


HFSI

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

VGHY

1D
-0.24%
1M
0.28%
YTD
1.38%
6M
2.00%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFSI vs. VGHY - Yearly Performance Comparison


2026 (YTD)2025
HFSI
Hartford Strategic Income ETF
1.38%1.14%
VGHY
Vanguard High-Yield Active ETF
1.38%1.80%

Correlation

The correlation between HFSI and VGHY is 0.55, 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 Sep 18, 2025

0.55

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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: 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

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 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. VGHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HFSIVGHYDifference

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

1.07

-0.52

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.


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Drawdown Indicators


HFSIVGHYDifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-2.66%

-16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-5.11%

Current Drawdown

Current decline from peak

-0.20%

-0.30%

+0.10%

Average Drawdown

Average peak-to-trough decline

-5.72%

-0.45%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

Volatility

HFSI vs. VGHY - Volatility Comparison


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Volatility by Period


HFSIVGHYDifference

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%

4.30%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

4.30%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

4.30%

+0.67%

HFSI vs. VGHY - Expense Ratio Comparison

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


Dividends

HFSI vs. VGHY - Dividend Comparison

HFSI's dividend yield for the trailing twelve months is around 5.54%, more than VGHY's 3.98% yield.


PositionTTM20252024202320222021
HFSI
Hartford Strategic Income ETF
5.54%5.67%6.51%5.77%4.87%0.71%
VGHY
Vanguard High-Yield Active ETF
3.98%1.49%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HFSI and VGHY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGHY is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGHY is cheaper with a 0.22% expense ratio, compared with 0.49% for HFSI.

HFSI has the higher dividend yield at 5.54%, compared with 3.98% for VGHY.

HFSI is categorized as Multisector Bonds, while VGHY is High Yield Bonds. They also come from different issuers: Hartford and Vanguard. Their fees differ too: 0.49% for HFSI and 0.22% for VGHY.

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