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

Correlation

The correlation between HTRB and HYMU is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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Performance

HTRB vs. HYMU - Performance Comparison

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

0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.74%
2.45%
HTRB
HYMU

Key characteristics

Sharpe Ratio

HTRB:

0.48

HYMU:

1.39

Sortino Ratio

HTRB:

0.70

HYMU:

1.99

Omega Ratio

HTRB:

1.08

HYMU:

1.26

Calmar Ratio

HTRB:

0.22

HYMU:

0.67

Martin Ratio

HTRB:

1.35

HYMU:

8.66

Ulcer Index

HTRB:

1.93%

HYMU:

0.85%

Daily Std Dev

HTRB:

5.48%

HYMU:

5.28%

Max Drawdown

HTRB:

-19.48%

HYMU:

-22.55%

Current Drawdown

HTRB:

-7.37%

HYMU:

-2.70%

Returns By Period

In the year-to-date period, HTRB achieves a 2.24% return, which is significantly lower than HYMU's 6.83% return.


HTRB

YTD

2.24%

1M

-0.41%

6M

0.88%

1Y

2.61%

5Y*

0.27%

10Y*

N/A

HYMU

YTD

6.83%

1M

-0.92%

6M

1.73%

1Y

7.32%

5Y*

N/A

10Y*

N/A

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Hartford Total Return Bond ETF

HTRB vs. HYMU - Expense Ratio Comparison

HTRB has a 0.29% expense ratio, which is lower than HYMU's 0.35% expense ratio.


Expense ratio chart for HYMU: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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. HYMU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Total Return Bond ETF (HTRB) and BlackRock High Yield Muni Income Bond ETF (HYMU). 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 0.48, compared to the broader market0.002.004.000.481.39
The chart of Sortino ratio for HTRB, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.0010.000.701.99
The chart of Omega ratio for HTRB, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.26
The chart of Calmar ratio for HTRB, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.220.67
The chart of Martin ratio for HTRB, currently valued at 1.35, compared to the broader market0.0020.0040.0060.0080.00100.001.358.66
HTRB
HYMU

The current HTRB Sharpe Ratio is 0.48, which is lower than the HYMU Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of HTRB and HYMU, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.48
1.39
HTRB
HYMU

Dividends

HTRB vs. HYMU - Dividend Comparison

HTRB's dividend yield for the trailing twelve months is around 4.34%, which matches HYMU's 4.35% yield.


TTM2023202220212020201920182017
HTRB
Hartford Total Return Bond ETF
4.34%3.86%3.07%4.22%4.79%6.30%2.38%0.67%
HYMU
BlackRock High Yield Muni Income Bond ETF
4.35%4.35%4.01%2.97%0.00%0.00%0.00%0.00%

Drawdowns

HTRB vs. HYMU - Drawdown Comparison

The maximum HTRB drawdown since its inception was -19.48%, smaller than the maximum HYMU drawdown of -22.55%. Use the drawdown chart below to compare losses from any high point for HTRB and HYMU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.37%
-2.70%
HTRB
HYMU

Volatility

HTRB vs. HYMU - Volatility Comparison

The current volatility for Hartford Total Return Bond ETF (HTRB) is 1.40%, while BlackRock High Yield Muni Income Bond ETF (HYMU) has a volatility of 1.56%. This indicates that HTRB experiences smaller price fluctuations and is considered to be less risky than HYMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.40%
1.56%
HTRB
HYMU

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