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

Correlation

The correlation between HTRB and TOTL is 0.03, 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

HTRB vs. TOTL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HTRB:

1.03

TOTL:

1.40

Sortino Ratio

HTRB:

1.19

TOTL:

1.76

Omega Ratio

HTRB:

1.15

TOTL:

1.21

Calmar Ratio

HTRB:

0.42

TOTL:

0.66

Martin Ratio

HTRB:

1.82

TOTL:

2.90

Ulcer Index

HTRB:

2.47%

TOTL:

2.04%

Daily Std Dev

HTRB:

5.37%

TOTL:

4.91%

Max Drawdown

HTRB:

-19.48%

TOTL:

-16.48%

Current Drawdown

HTRB:

-5.81%

TOTL:

-2.87%

Returns By Period

In the year-to-date period, HTRB achieves a 1.57% return, which is significantly lower than TOTL's 2.43% return.


HTRB

YTD

1.57%

1M

-1.21%

6M

0.39%

1Y

5.48%

3Y*

1.88%

5Y*

-0.30%

10Y*

N/A

TOTL

YTD

2.43%

1M

-0.92%

6M

1.21%

1Y

6.80%

3Y*

2.02%

5Y*

-0.16%

10Y*

1.42%

*Annualized

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Hartford Total Return Bond ETF

HTRB vs. TOTL - Expense Ratio Comparison

HTRB has a 0.29% expense ratio, which is lower than TOTL's 0.55% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HTRB vs. TOTL — 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 6161
Overall Rank
The Sharpe Ratio Rank of HTRB is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of HTRB is 6969
Sortino Ratio Rank
The Omega Ratio Rank of HTRB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of HTRB is 4545
Calmar Ratio Rank
The Martin Ratio Rank of HTRB is 4949
Martin Ratio Rank

TOTL
The Risk-Adjusted Performance Rank of TOTL is 7777
Overall Rank
The Sharpe Ratio Rank of TOTL is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of TOTL is 8585
Sortino Ratio Rank
The Omega Ratio Rank of TOTL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of TOTL is 6363
Calmar Ratio Rank
The Martin Ratio Rank of TOTL is 6969
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. TOTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Total Return Bond ETF (HTRB) and SPDR DoubleLine Total Return Tactical ETF (TOTL). 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 HTRB Sharpe Ratio is 1.03, which is comparable to the TOTL Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of HTRB and TOTL, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HTRB vs. TOTL - Dividend Comparison

HTRB's dividend yield for the trailing twelve months is around 4.94%, less than TOTL's 5.32% yield.


TTM2024202320222021202020192018201720162015
HTRB
Hartford Total Return Bond ETF
4.94%4.45%3.87%3.08%4.22%4.52%6.30%2.37%0.67%0.00%0.00%
TOTL
SPDR DoubleLine Total Return Tactical ETF
5.32%5.35%4.85%4.68%3.07%2.91%3.31%3.41%3.00%3.25%2.67%

Drawdowns

HTRB vs. TOTL - Drawdown Comparison

The maximum HTRB drawdown since its inception was -19.48%, which is greater than TOTL's maximum drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for HTRB and TOTL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HTRB vs. TOTL - Volatility Comparison

Hartford Total Return Bond ETF (HTRB) has a higher volatility of 1.55% compared to SPDR DoubleLine Total Return Tactical ETF (TOTL) at 1.26%. This indicates that HTRB's price experiences larger fluctuations and is considered to be riskier than TOTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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