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

ETF Info

ISIN

US5184164094

CUSIP

518416409

Issuer

The Hartford

Inception Date

Feb 25, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Hartford Multi-factor Large Cap Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

ROUS has an expense ratio of 0.19%, which is considered low compared to other funds.


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.


Popular comparisons:
ROUS vs. PALC ROUS vs. OMFL ROUS vs. VIG ROUS vs. DYNF ROUS vs. SPHQ ROUS vs. SPMO
Popular comparisons:
ROUS vs. PALC ROUS vs. OMFL ROUS vs. VIG ROUS vs. DYNF ROUS vs. SPHQ ROUS vs. SPMO

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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.33%
7.29%
ROUS (Hartford Multifactor US Equity ETF)
Benchmark (^GSPC)

Returns By Period

Hartford Multifactor US Equity ETF had a return of 17.44% year-to-date (YTD) and 17.94% in the last 12 months.


ROUS

YTD

17.44%

1M

-3.00%

6M

6.37%

1Y

17.94%

5Y*

10.63%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of ROUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.58%4.29%3.73%-4.70%3.80%1.25%3.96%2.74%1.36%-1.29%6.06%17.44%
20233.85%-2.66%1.58%0.53%-2.52%6.52%2.34%-1.17%-3.71%-1.96%7.72%4.36%15.05%
2022-4.88%-2.41%3.46%-5.69%1.35%-6.47%6.64%-3.40%-8.11%10.02%5.51%-4.23%-9.65%
20210.15%2.16%5.35%4.27%1.14%1.31%2.08%2.29%-4.64%5.77%-1.62%6.71%27.33%
2020-0.47%-8.88%-14.13%11.04%4.13%0.09%3.66%4.70%-2.08%-2.24%9.60%3.90%6.61%
20199.50%2.43%-0.36%3.59%-7.31%7.20%2.15%-3.87%4.14%0.90%2.63%1.74%23.94%
20184.73%-2.20%-2.53%-0.03%1.48%0.07%3.14%3.08%-0.93%-7.51%1.93%-10.16%-9.59%
20172.06%2.89%-0.75%1.31%0.11%1.86%1.23%-0.61%3.69%2.87%4.41%1.84%22.88%
2016-7.82%2.78%5.91%-0.46%0.55%-1.06%4.29%0.85%0.01%-1.77%6.37%1.88%11.26%
20150.35%0.12%-0.60%0.12%-1.16%1.71%-8.95%-0.36%7.86%-0.58%-0.95%-3.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ROUS is 73, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ROUS is 7373
Overall Rank
The Sharpe Ratio Rank of ROUS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ROUS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ROUS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ROUS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ROUS is 7474
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.

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.


Sharpe ratio
The chart of Sharpe ratio for ROUS, currently valued at 1.69, compared to the broader market0.002.004.001.691.90
The chart of Sortino ratio for ROUS, currently valued at 2.39, compared to the broader market-2.000.002.004.006.008.0010.002.392.54
The chart of Omega ratio for ROUS, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.35
The chart of Calmar ratio for ROUS, currently valued at 3.06, compared to the broader market0.005.0010.0015.003.062.81
The chart of Martin ratio for ROUS, currently valued at 10.44, compared to the broader market0.0020.0040.0060.0080.00100.0010.4412.39
ROUS
^GSPC

The current Hartford Multifactor US Equity ETF Sharpe ratio is 1.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Hartford Multifactor US Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.69
1.90
ROUS (Hartford Multifactor US Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Hartford Multifactor US Equity ETF provided a 1.55% dividend yield over the last twelve months, with an annual payout of $0.79 per share. The fund has been increasing its distributions for 2 consecutive years.


1.40%1.60%1.80%2.00%2.20%$0.00$0.20$0.40$0.60$0.80201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.79$0.84$0.74$0.61$0.71$0.71$0.53$0.48$0.51$0.38

Dividend yield

1.55%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.21$0.00$0.00$0.00$0.53
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$0.84
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$0.74
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$0.61
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$0.71
2019$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.25$0.71
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$0.53
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$0.48
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$0.51
2015$0.14$0.00$0.00$0.11$0.00$0.00$0.14$0.38

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.03%
-3.58%
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 6.03%.


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 3.62%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
3.64%
ROUS (Hartford Multifactor US Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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