PortfoliosLab logoPortfoliosLab logo
HTAB vs. HFSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTAB vs. HFSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders Tax-Aware Bond ETF (HTAB) and Hartford Strategic Income ETF (HFSI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with HTAB having a 1.59% return and HFSI slightly lower at 1.55%.


HTAB

1D
0.10%
1M
0.57%
YTD
1.59%
6M
1.70%
1Y
6.71%
3Y*
3.35%
5Y*
0.71%
10Y*

HFSI

1D
0.17%
1M
0.85%
YTD
1.55%
6M
1.77%
1Y
7.98%
3Y*
8.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTAB vs. HFSI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HTAB
Hartford Schroders Tax-Aware Bond ETF
1.59%2.86%1.52%7.16%-8.33%-0.81%
HFSI
Hartford Strategic Income ETF
1.55%9.56%7.91%9.91%-12.60%-1.57%

Correlation

The correlation between HTAB and HFSI is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

0.64

The correlation between HTAB and HFSI shifts across timeframes, from 0.59 (1 year) to 0.70 (3 years), reflecting how their relationship changes across market environments.

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

HTAB vs. HFSI — Risk / Return Rank

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

HTAB
HTAB Risk / Return Rank: 5050
Overall Rank
HTAB Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HTAB Sortino Ratio Rank: 5252
Sortino Ratio Rank
HTAB Omega Ratio Rank: 5353
Omega Ratio Rank
HTAB Calmar Ratio Rank: 4949
Calmar Ratio Rank
HTAB Martin Ratio Rank: 4747
Martin Ratio Rank

HFSI
HFSI Risk / Return Rank: 6767
Overall Rank
HFSI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HFSI Sortino Ratio Rank: 7676
Sortino Ratio Rank
HFSI Omega Ratio Rank: 7474
Omega Ratio Rank
HFSI Calmar Ratio Rank: 5454
Calmar Ratio Rank
HFSI Martin Ratio Rank: 6060
Martin Ratio Rank
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.

HTAB vs. HFSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders Tax-Aware Bond ETF (HTAB) and Hartford Strategic Income ETF (HFSI). 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.


HTABHFSIDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.32

1.44

-0.11

Calmar ratioReturn relative to maximum drawdown

2.37

2.62

-0.25

Martin ratioReturn relative to average drawdown

7.48

10.50

-3.02

HTAB vs. HFSI - Sharpe Ratio Comparison

The current HTAB Sharpe Ratio is 1.68, which is comparable to the HFSI Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of HTAB and HFSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


HTABHFSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.27

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.55

-0.11

Drawdowns

HTAB vs. HFSI - Drawdown Comparison

The maximum HTAB drawdown since its inception was -14.76%, smaller than the maximum HFSI drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for HTAB and HFSI.


Loading charts...

Drawdown Indicators


HTABHFSIDifference

Max Drawdown

Largest peak-to-trough decline

-14.76%

-19.34%

+4.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-3.06%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-8.42%

-5.11%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

Current Drawdown

Current decline from peak

-0.76%

-0.03%

-0.73%

Average Drawdown

Average peak-to-trough decline

-2.89%

-5.72%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.76%

+0.14%

Volatility

HTAB vs. HFSI - Volatility Comparison

Hartford Schroders Tax-Aware Bond ETF (HTAB) has a higher volatility of 1.24% compared to Hartford Strategic Income ETF (HFSI) at 1.13%. This indicates that HTAB's price experiences larger fluctuations and is considered to be riskier than HFSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HTABHFSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.13%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.52%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

3.59%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

4.97%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

4.97%

+0.20%

HTAB vs. HFSI - Expense Ratio Comparison

HTAB has a 0.39% expense ratio, which is lower than HFSI's 0.49% expense ratio.


Dividends

HTAB vs. HFSI - Dividend Comparison

HTAB's dividend yield for the trailing twelve months is around 3.83%, less than HFSI's 5.53% yield.


PositionTTM20252024202320222021202020192018
HFSI
Hartford Strategic Income ETF
5.53%5.67%6.51%5.77%4.87%0.71%0.00%0.00%0.00%
HTAB
Hartford Schroders Tax-Aware Bond ETF
3.83%3.88%3.57%3.21%2.26%2.18%1.64%2.77%1.61%

Frequently Asked Questions


HTAB and HFSI have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTAB has higher volatility (1.24%) compared to HFSI (1.13%). In terms of maximum drawdown, HTAB dropped -14.76% vs HFSI's -19.34%.

On 3-year performance, HFSI leads with 8.35% vs 3.35% for HTAB. On fees, HTAB is cheaper at 0.39% per year. On volatility, HFSI has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HFSI has performed better with a 8.35% return vs 3.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HTAB is cheaper with a 0.39% expense ratio, compared with 0.49% for HFSI.

HFSI has the higher dividend yield at 5.53%, compared with 3.83% for HTAB.

HTAB is categorized as Intermediate Core Bond, while HFSI is Multisector Bonds. Their fees differ too: 0.39% for HTAB and 0.49% for HFSI.

HFSI currently has the higher Sharpe Ratio (2.27 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HTAB and HFSI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer