HIG vs. XLF
Compare and contrast key facts about The Hartford Financial Services Group, Inc. (HIG) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Performance
HIG vs. XLF - Performance Comparison
Loading graphics...
HIG vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HIG The Hartford Financial Services Group, Inc. | -0.75% | 28.09% | 38.54% | 8.55% | 12.31% | 44.23% | -16.98% | 39.71% | -19.24% | 20.25% |
XLF Financial Select Sector SPDR Fund | -9.10% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Returns By Period
In the year-to-date period, HIG achieves a -0.75% return, which is significantly higher than XLF's -9.10% return. Over the past 10 years, HIG has outperformed XLF with an annualized return of 13.80%, while XLF has yielded a comparatively lower 12.53% annualized return.
HIG
- 1D
- 1.14%
- 1M
- -4.21%
- YTD
- -0.75%
- 6M
- 2.93%
- 1Y
- 12.18%
- 3Y*
- 27.16%
- 5Y*
- 17.15%
- 10Y*
- 13.80%
XLF
- 1D
- 0.18%
- 1M
- -3.33%
- YTD
- -9.10%
- 6M
- -7.00%
- 1Y
- 5.46%
- 3Y*
- 17.30%
- 5Y*
- 9.41%
- 10Y*
- 12.53%
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
HIG vs. XLF — Risk / Return Rank
HIG
XLF
HIG vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) and Financial Select Sector SPDR Fund (XLF). 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.
| HIG | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.01 | +0.50 |
Sortino ratioReturn per unit of downside risk | 0.84 | 0.15 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.02 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 0.07 | +0.87 |
Martin ratioReturn relative to average drawdown | 2.61 | 0.22 | +2.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HIG | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.01 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.51 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.20 | -0.04 |
Correlation
The correlation between HIG and XLF is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HIG vs. XLF - Dividend Comparison
HIG's dividend yield for the trailing twelve months is around 1.64%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG The Hartford Financial Services Group, Inc. | 1.64% | 1.57% | 1.76% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% |
XLF Financial Select Sector SPDR Fund | 1.60% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Drawdowns
HIG vs. XLF - Drawdown Comparison
The maximum HIG drawdown since its inception was -96.25%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for HIG and XLF.
Loading graphics...
Drawdown Indicators
| HIG | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.25% | -82.69% | -13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -14.79% | +5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -25.81% | +7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -57.59% | -42.86% | -14.73% |
Current DrawdownCurrent decline from peak | -4.71% | -11.73% | +7.02% |
Average DrawdownAverage peak-to-trough decline | -31.00% | -20.10% | -10.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 5.01% | -0.68% |
Volatility
HIG vs. XLF - Volatility Comparison
The Hartford Financial Services Group, Inc. (HIG) has a higher volatility of 5.54% compared to Financial Select Sector SPDR Fund (XLF) at 4.71%. This indicates that HIG's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HIG | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 4.71% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.98% | 11.42% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 19.25% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.91% | 18.68% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.06% | 22.18% | +6.88% |