PortfoliosLab logoPortfoliosLab logo
FTGS vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGS vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Growth Strength ETF (FTGS) and Hartford Multifactor US Equity ETF (ROUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FTGS achieves a 5.22% return, which is significantly lower than ROUS's 16.55% return.


FTGS

1D
-0.75%
1M
3.43%
YTD
5.22%
6M
5.10%
1Y
12.55%
3Y*
18.88%
5Y*
10Y*

ROUS

1D
0.01%
1M
6.18%
YTD
16.55%
6M
16.75%
1Y
29.42%
3Y*
20.87%
5Y*
12.84%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGS vs. ROUS - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTGS
First Trust Growth Strength ETF
5.22%12.78%15.76%33.69%1.09%
ROUS
Hartford Multifactor US Equity ETF
16.55%15.21%17.61%15.05%2.93%

Correlation

The correlation between FTGS and ROUS is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2022

0.86

The correlation between FTGS and ROUS has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

FTGS vs. ROUS - Sectors Allocation Comparison


Sectors
FTGS
ROUS

Technology

30.6%
33.2%

Healthcare

17.6%
10.7%

Financial Services

16.2%
10.6%

Consumer Cyclical

13.6%
9.6%

Industrials

12.3%
10.4%

Communication Services

5.7%
8.6%

Energy

4.8%
3.0%

Consumer Defensive

2.0%
5.8%

Basic Materials

1.9%
2.2%

Real Estate

-

2.1%

Utilities

-

3.8%

Technology

FTGS
30.6%
ROUS
33.2%

Healthcare

FTGS
17.6%
ROUS
10.7%

Financial Services

FTGS
16.2%
ROUS
10.6%

Consumer Cyclical

FTGS
13.6%
ROUS
9.6%

Industrials

FTGS
12.3%
ROUS
10.4%

Communication Services

FTGS
5.7%
ROUS
8.6%

Energy

FTGS
4.8%
ROUS
3.0%

Consumer Defensive

FTGS
2.0%
ROUS
5.8%

Basic Materials

FTGS
1.9%
ROUS
2.2%

Real Estate

FTGS

-

ROUS
2.1%

Utilities

FTGS

-

ROUS
3.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FTGS vs. ROUS — Risk / Return Rank

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

FTGS
FTGS Risk / Return Rank: 2727
Overall Rank
FTGS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FTGS Sortino Ratio Rank: 2626
Sortino Ratio Rank
FTGS Omega Ratio Rank: 2424
Omega Ratio Rank
FTGS Calmar Ratio Rank: 2727
Calmar Ratio Rank
FTGS Martin Ratio Rank: 3131
Martin Ratio Rank

ROUS
ROUS Risk / Return Rank: 8383
Overall Rank
ROUS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7676
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.

FTGS vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Growth Strength ETF (FTGS) 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.


FTGSROUSDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

1.17

1.46

-0.29

Calmar ratioReturn relative to maximum drawdown

1.33

4.95

-3.62

Martin ratioReturn relative to average drawdown

4.51

20.38

-15.87

FTGS vs. ROUS - Sharpe Ratio Comparison

The current FTGS Sharpe Ratio is 0.94, which is lower than the ROUS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of FTGS 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.


Loading charts...

Sharpe Ratios by Period


FTGSROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.60

-1.66

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

1.10

0.67

+0.43

Drawdowns

FTGS vs. ROUS - Drawdown Comparison

The maximum FTGS drawdown since its inception was -19.99%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for FTGS and ROUS.


Loading charts...

Drawdown Indicators


FTGSROUSDifference

Max Drawdown

Largest peak-to-trough decline

-19.99%

-35.51%

+15.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-5.97%

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.99%

-15.81%

-4.18%

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

-1.66%

0.00%

-1.66%

Average Drawdown

Average peak-to-trough decline

-2.75%

-4.24%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

1.45%

+1.34%

Volatility

FTGS vs. ROUS - Volatility Comparison

First Trust Growth Strength ETF (FTGS) has a higher volatility of 3.33% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.54%. This indicates that FTGS'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.


Loading charts...

Volatility by Period


FTGSROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

2.54%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

8.50%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

11.37%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

14.38%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

16.96%

+0.19%

FTGS vs. ROUS - Expense Ratio Comparison

FTGS has a 0.60% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

FTGS vs. ROUS - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
FTGS
First Trust Growth Strength ETF
0.09%0.16%0.39%0.62%0.21%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


FTGS and ROUS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTGS has higher volatility (3.33%) compared to ROUS (2.54%). In terms of maximum drawdown, FTGS dropped -19.99% vs ROUS's -35.51%.

On 3-year performance, ROUS leads with 20.87% vs 18.88% for FTGS. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ROUS has performed better with a 20.87% return vs 18.88%. 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 0.60% for FTGS.

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

FTGS tracks The Growth Strength Index - Benchmark TR Gross, while ROUS tracks Hartford Multi-factor Large Cap Index. They also come from different issuers: First Trust and Hartford. Their fees differ too: 0.60% for FTGS and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.60 vs 0.94), 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 FTGS 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.

Open Portfolio Optimizer