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HTAB vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HTAB and VDC is 0.08, 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

HTAB vs. VDC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HTAB:

0.10

VDC:

0.77

Sortino Ratio

HTAB:

0.07

VDC:

1.01

Omega Ratio

HTAB:

1.01

VDC:

1.12

Calmar Ratio

HTAB:

0.02

VDC:

0.95

Martin Ratio

HTAB:

0.06

VDC:

3.06

Ulcer Index

HTAB:

2.06%

VDC:

2.77%

Daily Std Dev

HTAB:

6.80%

VDC:

13.24%

Max Drawdown

HTAB:

-14.76%

VDC:

-34.24%

Current Drawdown

HTAB:

-4.44%

VDC:

-1.99%

Returns By Period

In the year-to-date period, HTAB achieves a -2.29% return, which is significantly lower than VDC's 4.87% return.


HTAB

YTD

-2.29%

1M

0.20%

6M

-2.92%

1Y

0.64%

3Y*

2.08%

5Y*

-0.04%

10Y*

N/A

VDC

YTD

4.87%

1M

0.02%

6M

1.21%

1Y

10.06%

3Y*

8.19%

5Y*

11.31%

10Y*

8.42%

*Annualized

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Vanguard Consumer Staples ETF

HTAB vs. VDC - Expense Ratio Comparison

HTAB has a 0.40% expense ratio, which is higher than VDC's 0.10% expense ratio.


Risk-Adjusted Performance

HTAB vs. VDC — Risk-Adjusted Performance Rank

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

HTAB
The Risk-Adjusted Performance Rank of HTAB is 1919
Overall Rank
The Sharpe Ratio Rank of HTAB is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of HTAB is 1717
Sortino Ratio Rank
The Omega Ratio Rank of HTAB is 1717
Omega Ratio Rank
The Calmar Ratio Rank of HTAB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of HTAB is 1919
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 7171
Overall Rank
The Sharpe Ratio Rank of VDC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 7575
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.

HTAB vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders Tax-Aware Bond ETF (HTAB) and Vanguard Consumer Staples ETF (VDC). 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 HTAB Sharpe Ratio is 0.10, which is lower than the VDC Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of HTAB and VDC, 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

HTAB vs. VDC - Dividend Comparison

HTAB's dividend yield for the trailing twelve months is around 3.84%, more than VDC's 2.37% yield.


TTM20242023202220212020201920182017201620152014
HTAB
Hartford Schroders Tax-Aware Bond ETF
3.84%3.57%3.21%2.26%2.18%1.41%2.76%1.62%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.37%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%

Drawdowns

HTAB vs. VDC - Drawdown Comparison

The maximum HTAB drawdown since its inception was -14.76%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for HTAB and VDC. For additional features, visit the drawdowns tool.


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Volatility

HTAB vs. VDC - Volatility Comparison

The current volatility for Hartford Schroders Tax-Aware Bond ETF (HTAB) is 1.47%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 3.56%. This indicates that HTAB experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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