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

Correlation

The correlation between HTRB and GTO 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.


-0.50.00.51.0
Correlation: 0.1

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%December2025FebruaryMarchAprilMay
13.81%
17.52%
HTRB
GTO

Key characteristics

Sharpe Ratio

HTRB:

1.34

GTO:

1.26

Sortino Ratio

HTRB:

1.92

GTO:

1.83

Omega Ratio

HTRB:

1.24

GTO:

1.22

Calmar Ratio

HTRB:

0.63

GTO:

0.49

Martin Ratio

HTRB:

3.02

GTO:

3.16

Ulcer Index

HTRB:

2.38%

GTO:

1.99%

Daily Std Dev

HTRB:

5.37%

GTO:

5.00%

Max Drawdown

HTRB:

-19.48%

GTO:

-20.61%

Current Drawdown

HTRB:

-5.36%

GTO:

-7.53%

Returns By Period

In the year-to-date period, HTRB achieves a 2.06% return, which is significantly higher than GTO's 1.42% return.


HTRB

YTD

2.06%

1M

-1.36%

6M

1.92%

1Y

5.60%

5Y*

0.15%

10Y*

N/A

GTO

YTD

1.42%

1M

-1.43%

6M

1.36%

1Y

4.95%

5Y*

0.23%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for GTO: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GTO: 0.50%
Expense ratio chart for HTRB: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HTRB: 0.29%

Risk-Adjusted Performance

HTRB vs. GTO — Risk-Adjusted Performance Rank

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

HTRB
The Risk-Adjusted Performance Rank of HTRB is 7777
Overall Rank
The Sharpe Ratio Rank of HTRB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HTRB is 8686
Sortino Ratio Rank
The Omega Ratio Rank of HTRB is 8383
Omega Ratio Rank
The Calmar Ratio Rank of HTRB is 6262
Calmar Ratio Rank
The Martin Ratio Rank of HTRB is 6868
Martin Ratio Rank

GTO
The Risk-Adjusted Performance Rank of GTO is 7575
Overall Rank
The Sharpe Ratio Rank of GTO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GTO is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GTO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of GTO is 5353
Calmar Ratio Rank
The Martin Ratio Rank of GTO is 7070
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.

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.


The chart of Sharpe ratio for HTRB, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.00
HTRB: 1.34
GTO: 1.26
The chart of Sortino ratio for HTRB, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.00
HTRB: 1.92
GTO: 1.83
The chart of Omega ratio for HTRB, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
HTRB: 1.24
GTO: 1.22
The chart of Calmar ratio for HTRB, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
HTRB: 0.63
GTO: 0.49
The chart of Martin ratio for HTRB, currently valued at 3.02, compared to the broader market0.0020.0040.0060.00
HTRB: 3.02
GTO: 3.16

The current HTRB Sharpe Ratio is 1.34, which is comparable to the GTO Sharpe Ratio of 1.26. 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 Ratio0.501.001.502.00December2025FebruaryMarchAprilMay
1.34
1.26
HTRB
GTO

Dividends

HTRB vs. GTO - Dividend Comparison

HTRB's dividend yield for the trailing twelve months is around 4.56%, more than GTO's 4.47% yield.


TTM202420232022202120202019201820172016
HTRB
Hartford Total Return Bond ETF
4.56%4.45%3.87%3.08%4.22%4.54%6.30%2.37%0.67%0.00%
GTO
Invesco Total Return Bond ETF
4.47%4.42%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.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%December2025FebruaryMarchAprilMay
-5.36%
-7.53%
HTRB
GTO

Volatility

HTRB vs. GTO - Volatility Comparison

Hartford Total Return Bond ETF (HTRB) and Invesco Total Return Bond ETF (GTO) have volatilities of 2.29% and 2.27%, 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.


1.00%1.50%2.00%December2025FebruaryMarchAprilMay
2.29%
2.27%
HTRB
GTO