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CGGR vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGR vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Growth ETF (CGGR) 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, CGGR achieves a 6.16% return, which is significantly lower than ROUS's 16.59% return.


CGGR

1D
-0.13%
1M
4.56%
YTD
6.16%
6M
6.29%
1Y
21.70%
3Y*
25.62%
5Y*
10Y*

ROUS

1D
0.03%
1M
5.16%
YTD
16.59%
6M
16.42%
1Y
29.90%
3Y*
21.07%
5Y*
12.84%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGGR vs. ROUS - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGGR
Capital Group Growth ETF
6.16%19.75%32.12%42.18%-18.50%
ROUS
Hartford Multifactor US Equity ETF
16.59%15.21%17.61%15.05%-0.46%

Correlation

The correlation between CGGR and ROUS is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2022

0.81

The correlation between CGGR and ROUS has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

CGGR vs. ROUS - Sectors Allocation Comparison


Sectors
CGGR
ROUS

Technology

37.9%
33.2%

Communication Services

16.9%
8.6%

Consumer Cyclical

13.0%
9.6%

Healthcare

9.2%
10.7%

Industrials

7.5%
10.4%

Financial Services

5.2%
10.6%

Basic Materials

2.3%
2.2%

Energy

2.2%
3.0%

Consumer Defensive

2.1%
5.8%

Utilities

0.9%
3.8%

Real Estate

0.8%
2.1%

Technology

CGGR
37.9%
ROUS
33.2%

Communication Services

CGGR
16.9%
ROUS
8.6%

Consumer Cyclical

CGGR
13.0%
ROUS
9.6%

Healthcare

CGGR
9.2%
ROUS
10.7%

Industrials

CGGR
7.5%
ROUS
10.4%

Financial Services

CGGR
5.2%
ROUS
10.6%

Basic Materials

CGGR
2.3%
ROUS
2.2%

Energy

CGGR
2.2%
ROUS
3.0%

Consumer Defensive

CGGR
2.1%
ROUS
5.8%

Utilities

CGGR
0.9%
ROUS
3.8%

Real Estate

CGGR
0.8%
ROUS
2.1%

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Return for Risk

CGGR vs. ROUS — Risk / Return Rank

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

CGGR
CGGR Risk / Return Rank: 3636
Overall Rank
CGGR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CGGR Sortino Ratio Rank: 3737
Sortino Ratio Rank
CGGR Omega Ratio Rank: 3838
Omega Ratio Rank
CGGR Calmar Ratio Rank: 3030
Calmar Ratio Rank
CGGR Martin Ratio Rank: 3636
Martin Ratio Rank

ROUS
ROUS Risk / Return Rank: 8585
Overall Rank
ROUS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8484
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7979
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8888
Calmar Ratio Rank
ROUS Martin Ratio Rank: 9090
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.

CGGR vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Growth ETF (CGGR) 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.


CGGRROUSDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.24

1.47

-0.22

Calmar ratioReturn relative to maximum drawdown

1.44

5.03

-3.59

Martin ratioReturn relative to average drawdown

5.31

20.71

-15.40

CGGR vs. ROUS - Sharpe Ratio Comparison

The current CGGR Sharpe Ratio is 1.34, which is lower than the ROUS Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of CGGR and ROUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CGGRROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.65

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.67

+0.11

Drawdowns

CGGR vs. ROUS - Drawdown Comparison

The maximum CGGR drawdown since its inception was -28.90%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for CGGR and ROUS.


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Drawdown Indicators


CGGRROUSDifference

Max Drawdown

Largest peak-to-trough decline

-28.90%

-35.51%

+6.61%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-5.97%

-9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-15.81%

-7.56%

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

-1.17%

0.00%

-1.17%

Average Drawdown

Average peak-to-trough decline

-7.72%

-4.24%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

1.45%

+2.65%

Volatility

CGGR vs. ROUS - Volatility Comparison

Capital Group Growth ETF (CGGR) has a higher volatility of 4.17% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.44%. This indicates that CGGR's price experiences larger fluctuations and is considered to be riskier than ROUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGGRROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

2.44%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

8.50%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

11.36%

+4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.77%

14.37%

+7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.77%

16.95%

+4.82%

CGGR vs. ROUS - Expense Ratio Comparison

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


Dividends

CGGR vs. ROUS - Dividend Comparison

CGGR's dividend yield for the trailing twelve months is around 0.09%, less than ROUS's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
CGGR
Capital Group Growth ETF
0.09%0.10%0.33%0.40%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROUS
Hartford Multifactor US Equity ETF
1.32%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


CGGR and ROUS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGGR has higher volatility (4.17%) compared to ROUS (2.44%). In terms of maximum drawdown, CGGR dropped -28.90% vs ROUS's -35.51%.

On 3-year performance, CGGR leads with 25.62% vs 21.07% for ROUS. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CGGR has performed better with a 25.62% return vs 21.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

ROUS has the higher dividend yield at 1.32%, compared with 0.09% for CGGR.

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

ROUS currently has the higher Sharpe Ratio (2.65 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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