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FFOG vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFOG vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Focused Growth ETF (FFOG) 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, FFOG achieves a 5.41% return, which is significantly lower than ROUS's 15.33% return.


FFOG

1D
-3.52%
1M
-1.89%
YTD
5.41%
6M
3.83%
1Y
17.51%
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)

FFOG vs. ROUS - Yearly Performance Comparison


2026 (YTD)202520242023
FFOG
Franklin Focused Growth ETF
5.41%17.09%38.20%12.25%
ROUS
Hartford Multifactor US Equity ETF
15.33%15.21%17.61%8.72%

Correlation

The correlation between FFOG and ROUS is 0.61, 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

0.61

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2023

0.62

The correlation between FFOG and ROUS has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.

FFOG vs. ROUS - Sectors Allocation Comparison


Sectors
FFOG
ROUS

Technology

58.2%
37.3%

Communication Services

12.9%
8.1%

Consumer Cyclical

11.7%
9.1%

Industrials

6.1%
9.8%

Healthcare

5.6%
10.3%

Financial Services

2.4%
9.9%

Utilities

1.6%
3.5%

Energy

0.7%
2.6%

Basic Materials

-

2.1%

Consumer Defensive

-

5.5%

Real Estate

-

2.0%

Technology

FFOG
58.2%
ROUS
37.3%

Communication Services

FFOG
12.9%
ROUS
8.1%

Consumer Cyclical

FFOG
11.7%
ROUS
9.1%

Industrials

FFOG
6.1%
ROUS
9.8%

Healthcare

FFOG
5.6%
ROUS
10.3%

Financial Services

FFOG
2.4%
ROUS
9.9%

Utilities

FFOG
1.6%
ROUS
3.5%

Energy

FFOG
0.7%
ROUS
2.6%

Basic Materials

FFOG

-

ROUS
2.1%

Consumer Defensive

FFOG

-

ROUS
5.5%

Real Estate

FFOG

-

ROUS
2.0%

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Return for Risk

FFOG vs. ROUS — Risk / Return Rank

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

FFOG
FFOG Risk / Return Rank: 2222
Overall Rank
FFOG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FFOG Sortino Ratio Rank: 2222
Sortino Ratio Rank
FFOG Omega Ratio Rank: 2323
Omega Ratio Rank
FFOG Calmar Ratio Rank: 1919
Calmar Ratio Rank
FFOG Martin Ratio Rank: 2121
Martin Ratio Rank

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.

FFOG vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) 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.


FFOGROUSDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.15

1.42

-0.26

Calmar ratioReturn relative to maximum drawdown

0.80

4.63

-3.83

Martin ratioReturn relative to average drawdown

2.35

18.66

-16.31

FFOG vs. ROUS - Sharpe Ratio Comparison

The current FFOG Sharpe Ratio is 0.81, which is lower than the ROUS Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of FFOG 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

FFOG vs. ROUS - Drawdown Comparison

The maximum FFOG drawdown since its inception was -25.38%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for FFOG and ROUS.


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Drawdown Indicators


FFOGROUSDifference

Max Drawdown

Largest peak-to-trough decline

-25.38%

-35.51%

+10.13%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

-5.97%

-15.93%

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

-5.68%

-1.91%

-3.77%

Average Drawdown

Average peak-to-trough decline

-4.58%

-4.22%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

1.48%

+5.98%

Volatility

FFOG vs. ROUS - Volatility Comparison

Franklin Focused Growth ETF (FFOG) has a higher volatility of 9.49% compared to Hartford Multifactor US Equity ETF (ROUS) at 4.01%. This indicates that FFOG'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


FFOGROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.49%

4.01%

+5.48%

Volatility (6M)

Calculated over the trailing 6-month period

17.45%

8.96%

+8.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

11.70%

+10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.19%

14.43%

+9.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

16.99%

+7.20%

FFOG vs. ROUS - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

FFOG vs. ROUS - Dividend Comparison

FFOG has not paid dividends to shareholders, while ROUS's dividend yield for the trailing twelve months is around 1.34%.


PositionTTM20252024202320222021202020192018201720162015
FFOG
Franklin Focused Growth ETF
0.00%0.00%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


FFOG and ROUS have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFOG has higher volatility (9.49%) compared to ROUS (4.01%). In terms of maximum drawdown, FFOG dropped -25.38% vs ROUS's -35.51%.

On 1-year performance, ROUS leads with 27.51% vs 17.51% for FFOG. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ROUS has performed better with a 27.51% return vs 17.51%. 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 0.55% for FFOG.

ROUS has the higher dividend yield at 1.34%, compared with 0.00% for FFOG.

They also come from different issuers: Franklin Templeton and Hartford. Their fees differ too: 0.55% for FFOG and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.37 vs 0.81), 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

Find the right allocation for FFOG and ROUS

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