SIFI vs. BLUI
SIFI (Harbor Scientific Alpha Income ETF) and BLUI (Bluemonte Diversified Income ETF) are both Multisector Bonds funds. Over the past year, SIFI returned 6.31% vs 7.02% for BLUI. A 0.69 correlation means they provide meaningful diversification when combined. SIFI charges 0.50%/yr vs 0.75%/yr for BLUI.
Performance
SIFI vs. BLUI - Performance Comparison
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Returns By Period
In the year-to-date period, SIFI achieves a 1.26% return, which is significantly lower than BLUI's 3.31% return.
SIFI
- 1D
- -0.00%
- 1M
- 0.47%
- YTD
- 1.26%
- 6M
- 1.45%
- 1Y
- 6.31%
- 3Y*
- 7.51%
- 5Y*
- —
- 10Y*
- —
BLUI
- 1D
- -0.01%
- 1M
- -0.30%
- YTD
- 3.31%
- 6M
- 3.52%
- 1Y
- 7.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIFI vs. BLUI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIFI Harbor Scientific Alpha Income ETF | 1.26% | 5.31% |
BLUI Bluemonte Diversified Income ETF | 3.31% | 3.60% |
Correlation
The correlation between SIFI and BLUI is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.69 |
The correlation between SIFI and BLUI has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.
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Return for Risk
SIFI vs. BLUI — Risk / Return Rank
SIFI
BLUI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SIFI vs. BLUI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha Income ETF (SIFI) and Bluemonte Diversified Income ETF (BLUI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SIFI | BLUI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | — | — |
| Martin ratioReturn relative to average drawdown | 9.55 | — | — |
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Drawdowns
SIFI vs. BLUI - Drawdown Comparison
The maximum SIFI drawdown since its inception was -14.68%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for SIFI and BLUI.
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Drawdown Indicators
| SIFI | BLUI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.68% | -2.43% | -12.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -2.43% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -3.46% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -0.46% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -0.36% | -4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | — | — |
Volatility
SIFI vs. BLUI - Volatility Comparison
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Volatility by Period
| SIFI | BLUI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 3.90% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.91% | 3.90% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.91% | 3.90% | +1.01% |
SIFI vs. BLUI - Expense Ratio Comparison
SIFI has a 0.50% expense ratio, which is lower than BLUI's 0.75% expense ratio.
Dividends
SIFI vs. BLUI - Dividend Comparison
SIFI's dividend yield for the trailing twelve months is around 6.44%, more than BLUI's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BLUI Bluemonte Diversified Income ETF | 4.72% | 2.91% | 0.00% | 0.00% | 0.00% | 0.00% |
SIFI Harbor Scientific Alpha Income ETF | 6.44% | 6.57% | 5.87% | 5.71% | 3.88% | 0.86% |
Frequently Asked Questions
SIFI and BLUI have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, BLUI leads with 7.02% vs 6.31% for SIFI. On fees, SIFI is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BLUI has performed better with a 7.02% return vs 6.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SIFI is cheaper with a 0.50% expense ratio, compared with 0.75% for BLUI.
SIFI has the higher dividend yield at 6.44%, compared with 4.72% for BLUI.
They also come from different issuers: Harbor and Bluemonte. Their fees differ too: 0.50% for SIFI and 0.75% for BLUI.
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