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

ETF Info

ISIN

US5184164094

CUSIP

518416409

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.


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.


Performance

Performance Chart


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Returns By Period

Hartford Multifactor US Equity ETF (ROUS) returned 0.15% year-to-date (YTD) and 8.54% over the past 12 months. Over the past 10 years, ROUS had an annualized return of 10.65%, slightly ahead of the S&P 500 benchmark at 10.46%.


ROUS

YTD

0.15%

1M

7.27%

6M

-4.61%

1Y

8.54%

5Y*

14.09%

10Y*

10.65%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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
20253.75%-0.02%-3.55%-1.20%1.32%0.15%
20241.58%4.29%3.73%-4.70%3.80%1.25%3.96%2.74%1.36%-1.29%6.06%-5.72%17.61%
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%-9.64%
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%6.62%
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%-0.94%-7.51%1.93%-10.16%-9.59%
20172.06%2.89%-0.75%1.31%0.11%1.86%1.23%-0.61%3.70%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%
20150.34%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 67, 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 6767
Overall Rank
The Sharpe Ratio Rank of ROUS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ROUS is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ROUS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ROUS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ROUS is 6868
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Hartford Multifactor US Equity ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.56
  • 5-Year: 0.90
  • 10-Year: 0.58
  • All Time: 0.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Hartford Multifactor US Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Hartford Multifactor US Equity ETF provided a 1.69% dividend yield over the last twelve months, with an annual payout of $0.86 per share.


1.40%1.60%1.80%2.00%2.20%$0.00$0.20$0.40$0.60$0.802015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.86$0.83$0.84$0.74$0.61$0.71$0.71$0.53$0.48$0.51$0.38

Dividend yield

1.69%1.62%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
2025$0.00$0.00$0.19$0.00$0.00$0.19
2024$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.21$0.00$0.00$0.30$0.83
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.


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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 5.75%.


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
-15.81%Nov 27, 202489Apr 8, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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