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MUSI vs. HSUN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MUSI and HSUN is 0.36, 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

MUSI vs. HSUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Multisector Income ETF (MUSI) and Hartford Sustainable Income ETF (HSUN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MUSI:

1.41

HSUN:

1.86

Sortino Ratio

MUSI:

2.04

HSUN:

2.74

Omega Ratio

MUSI:

1.30

HSUN:

1.40

Calmar Ratio

MUSI:

1.69

HSUN:

1.84

Martin Ratio

MUSI:

7.27

HSUN:

7.43

Ulcer Index

MUSI:

1.01%

HSUN:

1.15%

Daily Std Dev

MUSI:

4.93%

HSUN:

4.35%

Max Drawdown

MUSI:

-13.91%

HSUN:

-19.34%

Current Drawdown

MUSI:

-0.15%

HSUN:

-1.03%

Returns By Period

In the year-to-date period, MUSI achieves a 2.52% return, which is significantly higher than HSUN's 1.94% return.


MUSI

YTD

2.52%

1M

1.56%

6M

2.76%

1Y

7.10%

3Y*

4.31%

5Y*

N/A

10Y*

N/A

HSUN

YTD

1.94%

1M

2.31%

6M

2.45%

1Y

8.13%

3Y*

5.76%

5Y*

N/A

10Y*

N/A

*Annualized

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Hartford Sustainable Income ETF

MUSI vs. HSUN - Expense Ratio Comparison

MUSI has a 0.36% expense ratio, which is lower than HSUN's 0.54% expense ratio.


Risk-Adjusted Performance

MUSI vs. HSUN — Risk-Adjusted Performance Rank

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

MUSI
The Risk-Adjusted Performance Rank of MUSI is 9090
Overall Rank
The Sharpe Ratio Rank of MUSI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of MUSI is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MUSI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of MUSI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of MUSI is 8989
Martin Ratio Rank

HSUN
The Risk-Adjusted Performance Rank of HSUN is 9393
Overall Rank
The Sharpe Ratio Rank of HSUN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of HSUN is 9595
Sortino Ratio Rank
The Omega Ratio Rank of HSUN is 9595
Omega Ratio Rank
The Calmar Ratio Rank of HSUN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of HSUN is 9090
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.

MUSI vs. HSUN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Multisector Income ETF (MUSI) and Hartford Sustainable Income ETF (HSUN). 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 MUSI Sharpe Ratio is 1.41, which is comparable to the HSUN Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of MUSI and HSUN, 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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Dividends

MUSI vs. HSUN - Dividend Comparison

MUSI's dividend yield for the trailing twelve months is around 6.12%, less than HSUN's 6.62% yield.


TTM2024202320222021
MUSI
American Century Multisector Income ETF
6.12%6.00%5.20%4.02%1.62%
HSUN
Hartford Sustainable Income ETF
6.62%6.51%5.76%4.87%0.71%

Drawdowns

MUSI vs. HSUN - Drawdown Comparison

The maximum MUSI drawdown since its inception was -13.91%, smaller than the maximum HSUN drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for MUSI and HSUN. For additional features, visit the drawdowns tool.


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Volatility

MUSI vs. HSUN - Volatility Comparison

American Century Multisector Income ETF (MUSI) has a higher volatility of 1.25% compared to Hartford Sustainable Income ETF (HSUN) at 1.18%. This indicates that MUSI's price experiences larger fluctuations and is considered to be riskier than HSUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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