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

Correlation

The correlation between HSUN and VTV 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. VTV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HSUN:

1.95

VTV:

0.46

Sortino Ratio

HSUN:

2.67

VTV:

0.77

Omega Ratio

HSUN:

1.38

VTV:

1.11

Calmar Ratio

HSUN:

1.78

VTV:

0.51

Martin Ratio

HSUN:

7.26

VTV:

1.86

Ulcer Index

HSUN:

1.15%

VTV:

4.00%

Daily Std Dev

HSUN:

4.36%

VTV:

15.65%

Max Drawdown

HSUN:

-19.34%

VTV:

-59.27%

Current Drawdown

HSUN:

-1.37%

VTV:

-5.74%

Returns By Period

In the year-to-date period, HSUN achieves a 1.60% return, which is significantly higher than VTV's 0.68% return.


HSUN

YTD

1.60%

1M

2.54%

6M

2.05%

1Y

8.20%

5Y*

N/A

10Y*

N/A

VTV

YTD

0.68%

1M

3.35%

6M

-3.69%

1Y

7.11%

5Y*

15.37%

10Y*

9.80%

*Annualized

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HSUN vs. VTV - Expense Ratio Comparison

HSUN has a 0.54% expense ratio, which is higher than VTV's 0.04% expense ratio.


Risk-Adjusted Performance

HSUN vs. VTV — 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

VTV
The Risk-Adjusted Performance Rank of VTV is 4848
Overall Rank
The Sharpe Ratio Rank of VTV is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 4444
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 5252
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. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Sustainable Income ETF (HSUN) and Vanguard Value ETF (VTV). 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 VTV Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of HSUN and VTV, 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. VTV - Dividend Comparison

HSUN's dividend yield for the trailing twelve months is around 6.64%, more than VTV's 2.31% yield.


TTM20242023202220212020201920182017201620152014
HSUN
Hartford Sustainable Income ETF
6.64%6.51%5.76%4.87%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTV
Vanguard Value ETF
2.31%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

HSUN vs. VTV - Drawdown Comparison

The maximum HSUN drawdown since its inception was -19.34%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for HSUN and VTV. For additional features, visit the drawdowns tool.


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Volatility

HSUN vs. VTV - Volatility Comparison

The current volatility for Hartford Sustainable Income ETF (HSUN) is 1.21%, while Vanguard Value ETF (VTV) has a volatility of 4.60%. This indicates that HSUN experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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