FTGS vs. ROUS
FTGS (First Trust Growth Strength ETF) and ROUS (Hartford Multifactor US Equity ETF) are both Large Cap Growth Equities funds - FTGS tracks the The Growth Strength Index - Benchmark TR Gross while ROUS tracks the Hartford Multi-factor Large Cap Index. Both are passively managed. Over the past 3 years, FTGS returned 18.88%/yr vs 20.87%/yr for ROUS. Their correlation of 0.86 suggests significant overlap in exposure. FTGS charges 0.60%/yr vs 0.19%/yr for ROUS.
Performance
FTGS vs. ROUS - Performance Comparison
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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%
FTGS vs. ROUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
Healthcare
Financial Services
Consumer Cyclical
Industrials
Communication Services
Energy
Consumer Defensive
Basic Materials
Real Estate
-
Utilities
-
Technology
FTGS
ROUS
Healthcare
FTGS
ROUS
Financial Services
FTGS
ROUS
Consumer Cyclical
FTGS
ROUS
Industrials
FTGS
ROUS
Communication Services
FTGS
ROUS
Energy
FTGS
ROUS
Consumer Defensive
FTGS
ROUS
Basic Materials
FTGS
ROUS
Real Estate
FTGS
-
ROUS
Utilities
FTGS
-
ROUS
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Return for Risk
FTGS vs. ROUS — Risk / Return Rank
FTGS
ROUS
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.
| FTGS | ROUS | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTGS | ROUS | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| FTGS | ROUS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.66% | 0.00% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -4.24% | +1.49% |
Ulcer IndexDepth 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.
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Volatility by Period
| FTGS | ROUS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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