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HTRB vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTRB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Total Return Bond ETF (HTRB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with HTRB having a 0.26% return and BND slightly higher at 0.27%.


HTRB

1D
-0.24%
1M
0.29%
YTD
0.26%
6M
0.10%
1Y
5.77%
3Y*
4.63%
5Y*
0.40%
10Y*

BND

1D
-0.19%
1M
0.27%
YTD
0.27%
6M
0.12%
1Y
5.11%
3Y*
3.96%
5Y*
0.09%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTRB vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTRB
Hartford Total Return Bond ETF
0.26%7.38%2.35%7.15%-14.36%-0.80%8.87%10.39%-0.88%1.02%
BND
Vanguard Total Bond Market ETF
0.27%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%0.42%

Correlation

The correlation between HTRB and BND is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2017

0.83

The correlation between HTRB and BND shifts across timeframes, from 0.83 (all time) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HTRB vs. BND — Risk / Return Rank

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

HTRB
HTRB Risk / Return Rank: 4242
Overall Rank
HTRB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HTRB Sortino Ratio Rank: 4545
Sortino Ratio Rank
HTRB Omega Ratio Rank: 4242
Omega Ratio Rank
HTRB Calmar Ratio Rank: 4141
Calmar Ratio Rank
HTRB Martin Ratio Rank: 3939
Martin Ratio Rank

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3939
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3838
Calmar Ratio Rank
BND Martin Ratio Rank: 3636
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.

HTRB vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Total Return Bond ETF (HTRB) and Vanguard Total Bond Market ETF (BND). 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.


HTRBBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratioReturn relative to maximum drawdown

2.06

1.92

+0.14

Martin ratioReturn relative to average drawdown

6.09

5.80

+0.29

HTRB vs. BND - Sharpe Ratio Comparison

The current HTRB Sharpe Ratio is 1.51, which is comparable to the BND Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of HTRB and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HTRBBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.36

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.01

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.59

-0.19

Drawdowns

HTRB vs. BND - Drawdown Comparison

The maximum HTRB drawdown since its inception was -19.48%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for HTRB and BND.


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Drawdown Indicators


HTRBBNDDifference

Max Drawdown

Largest peak-to-trough decline

-19.48%

-18.58%

-0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.68%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-6.52%

-5.92%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-19.48%

-17.91%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-1.55%

-2.37%

+0.82%

Average Drawdown

Average peak-to-trough decline

-4.81%

-3.06%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.88%

+0.07%

Volatility

HTRB vs. BND - Volatility Comparison

Hartford Total Return Bond ETF (HTRB) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.28% and 1.23%, 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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Volatility by Period


HTRBBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

1.23%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

2.66%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.78%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

6.02%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

5.53%

+0.04%

HTRB vs. BND - Expense Ratio Comparison

HTRB has a 0.29% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

HTRB vs. BND - Dividend Comparison

HTRB's dividend yield for the trailing twelve months is around 4.63%, more than BND's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.97%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
HTRB
Hartford Total Return Bond ETF
4.63%4.66%4.45%3.87%3.08%4.22%4.79%6.30%2.37%0.96%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, HTRB and BND move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HTRB has higher volatility (1.28%) compared to BND (1.23%). In terms of maximum drawdown, HTRB dropped -19.48% vs BND's -18.58%.

On 5-year performance, HTRB leads with 0.40% vs 0.09% for BND. On fees, BND is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HTRB has performed better with a 0.40% return vs 0.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.29% for HTRB.

HTRB has the higher dividend yield at 4.63%, compared with 3.97% for BND.

HTRB is categorized as Intermediate Core-Plus Bond, while BND is Total Bond Market. They also come from different issuers: Hartford and Vanguard. Their fees differ too: 0.29% for HTRB and 0.03% for BND.

HTRB currently has the higher Sharpe Ratio (1.51 vs 1.36), 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

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