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HSUN vs. MUSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSUN and MUSI is 0.36, 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

HSUN vs. MUSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Sustainable Income ETF (HSUN) and American Century Multisector Income ETF (MUSI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HSUN:

1.95

MUSI:

1.38

Sortino Ratio

HSUN:

2.67

MUSI:

1.97

Omega Ratio

HSUN:

1.38

MUSI:

1.29

Calmar Ratio

HSUN:

1.78

MUSI:

1.63

Martin Ratio

HSUN:

7.26

MUSI:

6.99

Ulcer Index

HSUN:

1.15%

MUSI:

1.01%

Daily Std Dev

HSUN:

4.36%

MUSI:

4.94%

Max Drawdown

HSUN:

-19.34%

MUSI:

-13.91%

Current Drawdown

HSUN:

-1.37%

MUSI:

-0.70%

Returns By Period

In the year-to-date period, HSUN achieves a 1.60% return, which is significantly lower than MUSI's 1.95% return.


HSUN

YTD

1.60%

1M

2.54%

6M

2.05%

1Y

8.20%

5Y*

N/A

10Y*

N/A

MUSI

YTD

1.95%

1M

1.54%

6M

2.06%

1Y

6.78%

5Y*

N/A

10Y*

N/A

*Annualized

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HSUN vs. MUSI - Expense Ratio Comparison

HSUN has a 0.54% expense ratio, which is higher than MUSI's 0.36% expense ratio.


Risk-Adjusted Performance

HSUN vs. MUSI — Risk-Adjusted Performance Rank

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

HSUN
The Risk-Adjusted Performance Rank of HSUN is 9393
Overall Rank
The Sharpe Ratio Rank of HSUN is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of HSUN is 9595
Sortino Ratio Rank
The Omega Ratio Rank of HSUN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of HSUN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of HSUN is 9090
Martin Ratio Rank

MUSI
The Risk-Adjusted Performance Rank of MUSI is 9090
Overall Rank
The Sharpe Ratio Rank of MUSI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of MUSI is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MUSI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of MUSI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of MUSI is 9090
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.

HSUN vs. MUSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Sustainable Income ETF (HSUN) and American Century Multisector Income ETF (MUSI). 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 HSUN Sharpe Ratio is 1.95, which is higher than the MUSI Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of HSUN and MUSI, 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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Dividends

HSUN vs. MUSI - Dividend Comparison

HSUN's dividend yield for the trailing twelve months is around 6.64%, more than MUSI's 6.16% yield.


TTM2024202320222021
HSUN
Hartford Sustainable Income ETF
6.64%6.51%5.76%4.87%0.71%
MUSI
American Century Multisector Income ETF
6.16%6.00%5.20%4.02%1.62%

Drawdowns

HSUN vs. MUSI - Drawdown Comparison

The maximum HSUN drawdown since its inception was -19.34%, which is greater than MUSI's maximum drawdown of -13.91%. Use the drawdown chart below to compare losses from any high point for HSUN and MUSI. For additional features, visit the drawdowns tool.


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Volatility

HSUN vs. MUSI - Volatility Comparison

Hartford Sustainable Income ETF (HSUN) and American Century Multisector Income ETF (MUSI) have volatilities of 1.21% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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