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HTRB vs. GTO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HTRB and GTO is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

HTRB vs. GTO - Performance Comparison

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

10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.11%
16.07%
HTRB
GTO

Key characteristics

Sharpe Ratio

HTRB:

0.64

GTO:

0.72

Sortino Ratio

HTRB:

0.92

GTO:

1.05

Omega Ratio

HTRB:

1.11

GTO:

1.12

Calmar Ratio

HTRB:

0.29

GTO:

0.27

Martin Ratio

HTRB:

1.88

GTO:

2.34

Ulcer Index

HTRB:

1.86%

GTO:

1.55%

Daily Std Dev

HTRB:

5.46%

GTO:

5.04%

Max Drawdown

HTRB:

-19.48%

GTO:

-20.61%

Current Drawdown

HTRB:

-7.01%

GTO:

-8.67%

Returns By Period

In the year-to-date period, HTRB achieves a 2.64% return, which is significantly lower than GTO's 2.79% return.


HTRB

YTD

2.64%

1M

0.18%

6M

1.23%

1Y

3.22%

5Y*

0.35%

10Y*

N/A

GTO

YTD

2.79%

1M

-0.06%

6M

1.53%

1Y

3.51%

5Y*

0.53%

10Y*

N/A

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HTRB vs. GTO - Expense Ratio Comparison

HTRB has a 0.29% expense ratio, which is lower than GTO's 0.50% expense ratio.


GTO
Invesco Total Return Bond ETF
Expense ratio chart for GTO: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for HTRB: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

HTRB vs. GTO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for HTRB, currently valued at 0.64, compared to the broader market0.002.004.000.640.72
The chart of Sortino ratio for HTRB, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.0010.000.921.05
The chart of Omega ratio for HTRB, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.12
The chart of Calmar ratio for HTRB, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.290.27
The chart of Martin ratio for HTRB, currently valued at 1.88, compared to the broader market0.0020.0040.0060.0080.00100.001.882.34
HTRB
GTO

The current HTRB Sharpe Ratio is 0.64, which is comparable to the GTO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HTRB and GTO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.64
0.72
HTRB
GTO

Dividends

HTRB vs. GTO - Dividend Comparison

HTRB's dividend yield for the trailing twelve months is around 4.32%, more than GTO's 4.03% yield.


TTM20232022202120202019201820172016
HTRB
Hartford Total Return Bond ETF
4.32%3.86%3.07%4.22%4.79%6.30%2.38%0.67%0.00%
GTO
Invesco Total Return Bond ETF
4.03%4.05%3.47%1.93%4.04%2.97%5.25%2.81%2.84%

Drawdowns

HTRB vs. GTO - Drawdown Comparison

The maximum HTRB drawdown since its inception was -19.48%, smaller than the maximum GTO drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for HTRB and GTO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-7.01%
-8.67%
HTRB
GTO

Volatility

HTRB vs. GTO - Volatility Comparison

The current volatility for Hartford Total Return Bond ETF (HTRB) is 1.31%, while Invesco Total Return Bond ETF (GTO) has a volatility of 1.41%. This indicates that HTRB experiences smaller price fluctuations and is considered to be less risky than GTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.31%
1.41%
HTRB
GTO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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