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CGGG vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGG vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Large Growth ETF (CGGG) and Hartford Multifactor US Equity ETF (ROUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGGG achieves a -1.93% return, which is significantly lower than ROUS's 15.33% return.


CGGG

1D
-2.10%
1M
-2.48%
YTD
-1.93%
6M
-2.47%
1Y
3Y*
5Y*
10Y*

ROUS

1D
-0.90%
1M
0.88%
YTD
15.33%
6M
13.97%
1Y
27.51%
3Y*
19.87%
5Y*
12.64%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGG vs. ROUS - Yearly Performance Comparison


2026 (YTD)2025
CGGG
Capital Group U.S. Large Growth ETF
-1.93%10.90%
ROUS
Hartford Multifactor US Equity ETF
15.33%10.45%

Correlation

The correlation between CGGG and ROUS is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.68

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Return for Risk

CGGG vs. ROUS — Risk / Return Rank

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

CGGG

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


ROUS
ROUS Risk / Return Rank: 8282
Overall Rank
ROUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8080
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7575
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ROUS Martin Ratio Rank: 8989
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.

CGGG vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Growth ETF (CGGG) and Hartford Multifactor US Equity ETF (ROUS). 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.


CGGGROUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

4.63

Martin ratioReturn relative to average drawdown

18.66

CGGG vs. ROUS - Sharpe Ratio Comparison


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Drawdowns

CGGG vs. ROUS - Drawdown Comparison

The maximum CGGG drawdown since its inception was -17.75%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for CGGG and ROUS.


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Drawdown Indicators


CGGGROUSDifference

Max Drawdown

Largest peak-to-trough decline

-17.75%

-35.51%

+17.76%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-5.75%

-1.91%

-3.84%

Average Drawdown

Average peak-to-trough decline

-3.82%

-4.22%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

Volatility

CGGG vs. ROUS - Volatility Comparison


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Volatility by Period


CGGGROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

11.70%

+6.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

14.43%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

16.99%

+1.34%

CGGG vs. ROUS - Expense Ratio Comparison

CGGG has a 0.39% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

CGGG vs. ROUS - Dividend Comparison

CGGG's dividend yield for the trailing twelve months is around 0.07%, less than ROUS's 1.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CGGG
Capital Group U.S. Large Growth ETF
0.07%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROUS
Hartford Multifactor US Equity ETF
1.34%1.52%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%

Frequently Asked Questions


CGGG and ROUS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROUS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.39% for CGGG.

ROUS has the higher dividend yield at 1.34%, compared with 0.07% for CGGG.

They also come from different issuers: Capital Group and Hartford. Their fees differ too: 0.39% for CGGG and 0.19% for ROUS.

Portfolio Optimizer

Find the right allocation for CGGG and ROUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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