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HSRT vs. SEIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSRT and SEIX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

HSRT vs. SEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Short Duration ETF (HSRT) and Virtus Seix Senior Loan ETF (SEIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HSRT:

1.20

SEIX:

2.44

Sortino Ratio

HSRT:

1.52

SEIX:

3.37

Omega Ratio

HSRT:

1.42

SEIX:

1.78

Calmar Ratio

HSRT:

1.68

SEIX:

1.98

Martin Ratio

HSRT:

14.50

SEIX:

10.25

Ulcer Index

HSRT:

0.36%

SEIX:

0.58%

Daily Std Dev

HSRT:

4.31%

SEIX:

2.42%

Max Drawdown

HSRT:

-10.77%

SEIX:

-17.51%

Current Drawdown

HSRT:

-0.55%

SEIX:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with HSRT having a 1.06% return and SEIX slightly lower at 1.03%.


HSRT

YTD

1.06%

1M

0.25%

6M

1.57%

1Y

5.05%

3Y*

4.75%

5Y*

2.93%

10Y*

N/A

SEIX

YTD

1.03%

1M

1.34%

6M

1.67%

1Y

5.82%

3Y*

7.89%

5Y*

6.29%

10Y*

N/A

*Annualized

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Hartford Short Duration ETF

Virtus Seix Senior Loan ETF

HSRT vs. SEIX - Expense Ratio Comparison

HSRT has a 0.29% expense ratio, which is lower than SEIX's 0.57% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HSRT vs. SEIX — Risk-Adjusted Performance Rank

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

HSRT
The Risk-Adjusted Performance Rank of HSRT is 8989
Overall Rank
The Sharpe Ratio Rank of HSRT is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of HSRT is 7979
Sortino Ratio Rank
The Omega Ratio Rank of HSRT is 9494
Omega Ratio Rank
The Calmar Ratio Rank of HSRT is 9090
Calmar Ratio Rank
The Martin Ratio Rank of HSRT is 9696
Martin Ratio Rank

SEIX
The Risk-Adjusted Performance Rank of SEIX is 9595
Overall Rank
The Sharpe Ratio Rank of SEIX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SEIX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SEIX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SEIX is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HSRT vs. SEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Short Duration ETF (HSRT) and Virtus Seix Senior Loan ETF (SEIX). 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.


The current HSRT Sharpe Ratio is 1.20, which is lower than the SEIX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of HSRT and SEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HSRT vs. SEIX - Dividend Comparison

HSRT's dividend yield for the trailing twelve months is around 6.24%, less than SEIX's 7.63% yield.


TTM2024202320222021202020192018
HSRT
Hartford Short Duration ETF
6.24%6.37%3.98%2.67%2.23%2.88%3.50%1.62%
SEIX
Virtus Seix Senior Loan ETF
7.63%8.09%8.74%5.76%3.66%3.75%3.35%0.00%

Drawdowns

HSRT vs. SEIX - Drawdown Comparison

The maximum HSRT drawdown since its inception was -10.77%, smaller than the maximum SEIX drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for HSRT and SEIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HSRT vs. SEIX - Volatility Comparison

Hartford Short Duration ETF (HSRT) has a higher volatility of 0.89% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.49%. This indicates that HSRT's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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