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VGHY vs. HFSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGHY vs. HFSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High-Yield Active ETF (VGHY) and Hartford Strategic Income ETF (HFSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGHY achieves a 1.63% return, which is significantly higher than HFSI's 0.81% return.


VGHY

1D
0.07%
1M
-0.34%
6M
1.25%
YTD
1.63%
1Y
3Y*
5Y*
10Y*
ALL TIME*

HFSI

1D
-0.17%
1M
-0.76%
6M
0.16%
YTD
0.81%
1Y
4.43%
3Y*
7.81%
5Y*
10Y*
ALL TIME*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.74M$13.01M$8.34M
$2.96M$3.03M$3.77M

VGHY vs. HFSI - Yearly Performance Comparison


2026 (YTD)2025
VGHY
Vanguard High-Yield Active ETF
1.63%1.77%
HFSI
Hartford Strategic Income ETF
0.81%1.03%

Correlation

The correlation between VGHY and HFSI is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.57

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Return for Risk

VGHY vs. HFSI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VGHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


HFSI
HFSI Risk / Return Rank: 5959
Overall Rank
HFSI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HFSI Sortino Ratio Rank: 6565
Sortino Ratio Rank
HFSI Omega Ratio Rank: 6464
Omega Ratio Rank
HFSI Calmar Ratio Rank: 4646
Calmar Ratio Rank
HFSI Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VGHY vs. HFSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Active ETF (VGHY) and Hartford Strategic Income ETF (HFSI). 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.


VGHYHFSIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.64

Martin ratioReturn relative to average drawdown

6.35

VGHY vs. HFSI - Sharpe Ratio Comparison


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Drawdowns

VGHY vs. HFSI - Drawdown Comparison

The maximum VGHY drawdown since its inception was -2.66%, smaller than the maximum HFSI drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for VGHY and HFSI.


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Drawdown Indicators


VGHYHFSIDifference

Max Drawdown

Largest peak-to-trough decline

-2.66%

-19.34%

+16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-4.37%

Current Drawdown

Current decline from peak

-0.47%

-1.08%

+0.61%

Average Drawdown

Average peak-to-trough decline

-0.42%

-5.55%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

VGHY vs. HFSI - Volatility Comparison


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Volatility by Period


VGHYHFSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

3.42%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

4.92%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

4.92%

-0.87%

VGHY vs. HFSI - Expense Ratio Comparison

VGHY has a 0.22% expense ratio, which is lower than HFSI's 0.49% expense ratio.


Dividends

VGHY vs. HFSI - Dividend Comparison

VGHY's dividend yield for the trailing twelve months is around 4.50%, less than HFSI's 5.62% yield.


PositionTTM20252024202320222021
HFSI
Hartford Strategic Income ETF
5.62%5.67%6.51%5.77%4.87%0.71%
VGHY
Vanguard High-Yield Active ETF
4.50%1.49%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VGHY and HFSI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGHY is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGHY is cheaper with a 0.22% expense ratio, compared with 0.49% for HFSI.

HFSI has the higher dividend yield at 5.62%, compared with 4.50% for VGHY.

VGHY is categorized as High Yield Bonds, while HFSI is Multisector Bonds. They also come from different issuers: Vanguard and Hartford. Their fees differ too: 0.22% for VGHY and 0.49% for HFSI.

Portfolio Optimizer

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