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FDG vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDG vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused Dynamic Growth ETF (FDG) 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, FDG achieves a 0.10% return, which is significantly lower than ROUS's 16.47% return.


FDG

1D
3.17%
1M
-3.88%
6M
0.24%
YTD
0.10%
1Y
14.28%
3Y*
22.99%
5Y*
8.96%
10Y*
ALL TIME*
21.05%

ROUS

1D
0.35%
1M
0.39%
6M
12.32%
YTD
16.47%
1Y
27.15%
3Y*
18.38%
5Y*
12.19%
10Y*
12.74%
ALL TIME*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.83M$1.61M$2.38M
$3.37M$3.67M$3.26M

FDG vs. ROUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FDG
American Century Focused Dynamic Growth ETF
0.10%22.13%45.89%37.22%-35.74%8.52%96.27%
ROUS
Hartford Multifactor US Equity ETF
16.47%15.21%17.61%15.05%-9.65%27.33%43.63%

Correlation

The correlation between FDG and ROUS is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.66

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2020

0.69

The correlation between FDG and ROUS shifts across timeframes, from 0.60 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

FDG vs. ROUS - Sectors Allocation Comparison


Sectors
FDG
ROUS

Technology

39.9%
35.2%

Communication Services

24.5%
6.3%

Consumer Cyclical

16.8%
9.1%

Healthcare

9.2%
11.1%

Industrials

5.5%
10.4%

Financial Services

3.5%
11.1%

Energy

0.6%
2.7%

Utilities

0.1%
3.7%

Consumer Defensive

0.0%
5.4%

Basic Materials

-

2.1%

Real Estate

-

2.2%

Technology

FDG
39.9%
ROUS
35.2%

Communication Services

FDG
24.5%
ROUS
6.3%

Consumer Cyclical

FDG
16.8%
ROUS
9.1%

Healthcare

FDG
9.2%
ROUS
11.1%

Industrials

FDG
5.5%
ROUS
10.4%

Financial Services

FDG
3.5%
ROUS
11.1%

Energy

FDG
0.6%
ROUS
2.7%

Utilities

FDG
0.1%
ROUS
3.7%

Consumer Defensive

FDG
0.0%
ROUS
5.4%

Basic Materials

FDG

-

ROUS
2.1%

Real Estate

FDG

-

ROUS
2.2%

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Return for Risk

FDG vs. ROUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDG
FDG Risk / Return Rank: 2424
Overall Rank
FDG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FDG Sortino Ratio Rank: 2424
Sortino Ratio Rank
FDG Omega Ratio Rank: 2323
Omega Ratio Rank
FDG Calmar Ratio Rank: 2424
Calmar Ratio Rank
FDG Martin Ratio Rank: 2626
Martin Ratio Rank

ROUS
ROUS Risk / Return Rank: 9191
Overall Rank
ROUS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 9090
Sortino Ratio Rank
ROUS Omega Ratio Rank: 8888
Omega Ratio Rank
ROUS Calmar Ratio Rank: 9292
Calmar Ratio Rank
ROUS Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDG vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Dynamic Growth ETF (FDG) 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.


FDGROUSDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.28

Omega ratioGain probability vs. loss probability

1.11

1.39

-0.28

Calmar ratioReturn relative to maximum drawdown

0.71

4.31

-3.60

Martin ratioReturn relative to average drawdown

2.06

17.07

-15.02

FDG vs. ROUS - Sharpe Ratio Comparison

The current FDG Sharpe Ratio is 0.55, which is lower than the ROUS Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FDG 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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Drawdowns

FDG vs. ROUS - Drawdown Comparison

The maximum FDG drawdown since its inception was -43.69%, which is greater than ROUS's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for FDG and ROUS.


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Drawdown Indicators


FDGROUSDifference

Max Drawdown

Largest peak-to-trough decline

-43.69%

-35.51%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.71%

-5.97%

-9.74%

Max Drawdown (3Y)

Largest decline over 3 years

-26.14%

-15.81%

-10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-43.69%

-18.91%

-24.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-9.82%

-0.94%

-8.88%

Average Drawdown

Average peak-to-trough decline

-13.27%

-4.20%

-9.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

1.51%

+3.94%

Volatility

FDG vs. ROUS - Volatility Comparison

American Century Focused Dynamic Growth ETF (FDG) has a higher volatility of 7.67% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.46%. This indicates that FDG'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


FDGROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

2.46%

+5.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.13%

8.78%

+8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

20.59%

11.64%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.09%

14.42%

+10.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

16.91%

+8.08%

FDG vs. ROUS - Expense Ratio Comparison

FDG has a 0.45% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

FDG vs. ROUS - Dividend Comparison

FDG has not paid dividends to shareholders, while ROUS's dividend yield for the trailing twelve months is around 1.32%.


PositionTTM20252024202320222021202020192018201720162015
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.01%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


FDG and ROUS have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDG has higher volatility (7.67%) compared to ROUS (2.46%). In terms of maximum drawdown, FDG dropped -43.69% vs ROUS's -35.51%.

On 5-year performance, ROUS leads with 12.19% vs 8.96% for FDG. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ROUS has performed better with a 12.19% return vs 8.96%. 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 0.45% for FDG.

ROUS has the higher dividend yield at 1.32%, compared with 0.00% for FDG.

They also come from different issuers: American Century and Hartford. Their fees differ too: 0.45% for FDG and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.21 vs 0.55), 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.

Portfolio Optimizer

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