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

Correlation

The correlation between RDFI 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

RDFI vs. HSUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rareview Dynamic Fixed Income ETF (RDFI) 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

RDFI:

1.30

HSUN:

1.95

Sortino Ratio

RDFI:

1.78

HSUN:

2.67

Omega Ratio

RDFI:

1.29

HSUN:

1.38

Calmar Ratio

RDFI:

0.99

HSUN:

1.78

Martin Ratio

RDFI:

4.14

HSUN:

7.26

Ulcer Index

RDFI:

2.72%

HSUN:

1.15%

Daily Std Dev

RDFI:

8.54%

HSUN:

4.36%

Max Drawdown

RDFI:

-25.42%

HSUN:

-19.34%

Current Drawdown

RDFI:

-2.87%

HSUN:

-1.37%

Returns By Period

In the year-to-date period, RDFI achieves a 1.72% return, which is significantly higher than HSUN's 1.60% return.


RDFI

YTD

1.72%

1M

3.70%

6M

0.97%

1Y

11.03%

5Y*

N/A

10Y*

N/A

HSUN

YTD

1.60%

1M

2.54%

6M

2.05%

1Y

8.20%

5Y*

N/A

10Y*

N/A

*Annualized

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RDFI vs. HSUN - Expense Ratio Comparison

RDFI has a 3.69% expense ratio, which is higher than HSUN's 0.54% expense ratio.


Risk-Adjusted Performance

RDFI vs. HSUN — Risk-Adjusted Performance Rank

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

RDFI
The Risk-Adjusted Performance Rank of RDFI is 8585
Overall Rank
The Sharpe Ratio Rank of RDFI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of RDFI is 8787
Sortino Ratio Rank
The Omega Ratio Rank of RDFI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of RDFI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of RDFI is 8181
Martin Ratio Rank

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

RDFI vs. HSUN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rareview Dynamic Fixed Income ETF (RDFI) 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 RDFI Sharpe Ratio is 1.30, which is lower than the HSUN Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of RDFI 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

RDFI vs. HSUN - Dividend Comparison

RDFI's dividend yield for the trailing twelve months is around 8.47%, more than HSUN's 6.64% yield.


TTM20242023202220212020
RDFI
Rareview Dynamic Fixed Income ETF
8.47%8.14%7.38%4.70%4.51%1.01%
HSUN
Hartford Sustainable Income ETF
6.64%6.51%5.76%4.87%0.71%0.00%

Drawdowns

RDFI vs. HSUN - Drawdown Comparison

The maximum RDFI drawdown since its inception was -25.42%, which is greater than HSUN's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for RDFI and HSUN. For additional features, visit the drawdowns tool.


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Volatility

RDFI vs. HSUN - Volatility Comparison

Rareview Dynamic Fixed Income ETF (RDFI) has a higher volatility of 1.61% compared to Hartford Sustainable Income ETF (HSUN) at 1.21%. This indicates that RDFI'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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