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VGMS vs. HFSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGMS vs. HFSI - Performance Comparison

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

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VGMS vs. HFSI - Yearly Performance Comparison


2026 (YTD)2025
VGMS
Vanguard Multi-Sector Income Bond ETF
-0.28%5.44%
HFSI
Hartford Strategic Income ETF
-0.99%6.40%

Returns By Period

In the year-to-date period, VGMS achieves a -0.28% return, which is significantly higher than HFSI's -0.99% return.


VGMS

1D
0.79%
1M
-1.38%
YTD
-0.28%
6M
1.27%
1Y
3Y*
5Y*
10Y*

HFSI

1D
0.35%
1M
-2.49%
YTD
-0.99%
6M
0.35%
1Y
6.27%
3Y*
7.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGMS vs. HFSI - Expense Ratio Comparison

VGMS has a 0.30% expense ratio, which is lower than HFSI's 0.49% expense ratio.


Return for Risk

VGMS vs. HFSI — Risk / Return Rank

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

VGMS

HFSI
HFSI Risk / Return Rank: 7777
Overall Rank
HFSI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HFSI Sortino Ratio Rank: 8080
Sortino Ratio Rank
HFSI Omega Ratio Rank: 8080
Omega Ratio Rank
HFSI Calmar Ratio Rank: 7272
Calmar Ratio Rank
HFSI Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGMS vs. HFSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) 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.


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

VGMS vs. HFSI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGMSHFSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

0.45

+1.63

Correlation

The correlation between VGMS and HFSI is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VGMS vs. HFSI - Dividend Comparison

VGMS's dividend yield for the trailing twelve months is around 3.83%, less than HFSI's 5.66% yield.


TTM20252024202320222021
VGMS
Vanguard Multi-Sector Income Bond ETF
3.83%2.94%0.00%0.00%0.00%0.00%
HFSI
Hartford Strategic Income ETF
5.66%5.67%6.51%5.77%4.87%0.71%

Drawdowns

VGMS vs. HFSI - Drawdown Comparison

The maximum VGMS drawdown since its inception was -2.46%, smaller than the maximum HFSI drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for VGMS and HFSI.


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Drawdown Indicators


VGMSHFSIDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-19.34%

+16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

Current Drawdown

Current decline from peak

-1.51%

-2.49%

+0.98%

Average Drawdown

Average peak-to-trough decline

-0.27%

-5.91%

+5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

VGMS vs. HFSI - Volatility Comparison


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Volatility by Period


VGMSHFSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

4.27%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.12%

5.02%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.12%

5.02%

-1.90%