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Hartford Multifactor US Equity ETF (ROUS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS5184164094
CUSIP518416409
IssuerThe Hartford
Inception DateFeb 25, 2015
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedHartford Multi-factor Large Cap Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Hartford Multifactor US Equity ETF features an expense ratio of 0.19%, falling within the medium range.


Expense ratio chart for ROUS: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Hartford Multifactor US Equity ETF

Popular comparisons: ROUS vs. PALC, ROUS vs. OMFL, ROUS vs. VIG, ROUS vs. DYNF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hartford Multifactor US Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%90.00%100.00%110.00%120.00%130.00%140.00%150.00%NovemberDecember2024FebruaryMarchApril
121.13%
141.62%
ROUS (Hartford Multifactor US Equity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Hartford Multifactor US Equity ETF had a return of 5.59% year-to-date (YTD) and 18.51% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.59%6.92%
1 month-3.64%-2.83%
6 months20.73%23.86%
1 year18.51%23.33%
5 years (annualized)9.96%11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.58%4.29%3.73%
2023-3.71%-1.96%7.72%4.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ROUS is 82, placing it in the top 18% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ROUS is 8282
Hartford Multifactor US Equity ETF(ROUS)
The Sharpe Ratio Rank of ROUS is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of ROUS is 8282Sortino Ratio Rank
The Omega Ratio Rank of ROUS is 8080Omega Ratio Rank
The Calmar Ratio Rank of ROUS is 8888Calmar Ratio Rank
The Martin Ratio Rank of ROUS is 7878Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ROUS
Sharpe ratio
The chart of Sharpe ratio for ROUS, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ROUS, currently valued at 2.91, compared to the broader market-2.000.002.004.006.008.002.91
Omega ratio
The chart of Omega ratio for ROUS, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for ROUS, currently valued at 2.18, compared to the broader market0.002.004.006.008.0010.0012.002.18
Martin ratio
The chart of Martin ratio for ROUS, currently valued at 8.16, compared to the broader market0.0020.0040.0060.008.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current Hartford Multifactor US Equity ETF Sharpe ratio is 1.99. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.99
2.19
ROUS (Hartford Multifactor US Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Hartford Multifactor US Equity ETF granted a 1.74% dividend yield in the last twelve months. The annual payout for that period amounted to $0.81 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.81$0.84$0.74$0.61$0.71$0.71$0.53$0.48$0.51$0.38

Dividend yield

1.74%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford Multifactor US Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.15
2023$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.00$0.27
2022$0.00$0.00$0.17$0.00$0.00$0.14$0.00$0.00$0.18$0.00$0.00$0.24
2021$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.20
2020$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.26
2019$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.24
2018$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.19
2017$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.14
2016$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.14
2015$0.14$0.00$0.00$0.11$0.00$0.00$0.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.91%
-2.94%
ROUS (Hartford Multifactor US Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford Multifactor US Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hartford Multifactor US Equity ETF was 35.51%, occurring on Mar 23, 2020. Recovery took 176 trading sessions.

The current Hartford Multifactor US Equity ETF drawdown is 3.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.51%Feb 18, 202025Mar 23, 2020176Dec 1, 2020201
-21.2%Aug 30, 201880Dec 24, 2018221Nov 8, 2019301
-18.91%Dec 30, 2021190Sep 30, 2022294Dec 1, 2023484
-16.5%Mar 27, 2015108Feb 11, 201692Nov 14, 2016200
-9.82%Jan 30, 20189Feb 9, 2018131Aug 20, 2018140

Volatility

Volatility Chart

The current Hartford Multifactor US Equity ETF volatility is 2.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.73%
3.65%
ROUS (Hartford Multifactor US Equity ETF)
Benchmark (^GSPC)