GFLW vs. ROUS

Last updated Jun 4, 2026

GFLW (VictoryShares Free Cash Flow Growth ETF) and ROUS (Hartford Multifactor US Equity ETF) are both Large Cap Growth Equities funds - GFLW tracks the Victory Free Cash Flow Growth Index while ROUS tracks the Hartford Multi-factor Large Cap Index. Both are passively managed. Over the past year, GFLW returned 29.44% vs 29.42% for ROUS. A 0.77 correlation means they provide meaningful diversification when combined. GFLW charges 0.39%/yr vs 0.19%/yr for ROUS.

Performance

GFLW vs. ROUS - Performance Comparison

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

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with GFLW at 16.55% and ROUS at 16.55%.

GFLW

• 1D: -0.19%
• 1M: 10.36%
• YTD: 16.55%
• 6M: 15.42%
• 1Y: 29.44%
• 3Y*: —
• 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)

GFLW vs. ROUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GFLW VictoryShares Free Cash Flow Growth ETF	16.55%	18.40%	-6.12%
ROUS Hartford Multifactor US Equity ETF	16.55%	15.21%	-5.66%

Correlation

The correlation between GFLW and ROUS is 0.79, 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	0.79
Correlation (All Time) Calculated using the full available price history since Dec 5, 2024	0.77

The correlation between GFLW and ROUS has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

Return for Risk

GFLW vs. ROUS — Risk / Return Rank

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

GFLW

GFLW Risk / Return Rank: 42
GFLW Sharpe Ratio Rank: 44
GFLW Sortino Ratio Rank: 42
GFLW Omega Ratio Rank: 41
GFLW Calmar Ratio Rank: 41
GFLW Martin Ratio Rank: 42

ROUS

ROUS Risk / Return Rank: 83
ROUS Sharpe Ratio Rank: 79
ROUS Sortino Ratio Rank: 81
ROUS Omega Ratio Rank: 76
ROUS Calmar Ratio Rank: 87
ROUS Martin Ratio Rank: 89

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.

GFLW vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Free Cash Flow Growth ETF (GFLW) 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.

	GFLW	ROUS	Difference
Sharpe ratio: Return per unit of total volatility	1.53	2.60	-1.07
Sortino ratio: Return per unit of downside risk	2.12	3.67	-1.55
Omega ratio: Gain probability vs. loss probability	1.26	1.46	-0.19
Calmar ratio: Return relative to maximum drawdown	1.98	4.95	-2.97
Martin ratio: Return relative to average drawdown	6.72	20.38	-13.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFLW vs. ROUS - Sharpe Ratio Comparison

The current GFLW Sharpe Ratio is 1.53, which is lower than the ROUS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of GFLW 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.

Sharpe Ratios by Period

	GFLW	ROUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.53	2.60	-1.07
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

GFLW vs. ROUS - Drawdown Comparison

The maximum GFLW drawdown since its inception was -24.14%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for GFLW and ROUS.

Drawdown Indicators

	GFLW	ROUS	Difference
Max Drawdown Largest peak-to-trough decline	-24.14%	-35.51%	+11.37%
Max Drawdown (1Y) Largest decline over 1 year	-14.95%	-5.97%	-8.98%
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	-0.19%	0.00%	-0.19%
Average Drawdown Average peak-to-trough decline	-4.64%	-4.24%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.39%	1.45%	+2.94%

Volatility

GFLW vs. ROUS - Volatility Comparison

VictoryShares Free Cash Flow Growth ETF (GFLW) has a higher volatility of 5.44% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.54%. This indicates that GFLW'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.

Volatility by Period

	GFLW	ROUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.44%	2.54%	+2.90%
Volatility (6M) Calculated over the trailing 6-month period	14.94%	8.50%	+6.44%
Volatility (1Y) Calculated over the trailing 1-year period	19.30%	11.37%	+7.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.57%	14.38%	+10.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.57%	16.96%	+7.61%

GFLW vs. ROUS - Expense Ratio Comparison

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

Dividends

GFLW vs. ROUS - Dividend Comparison

GFLW's dividend yield for the trailing twelve months is around 0.01%, less than ROUS's 1.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GFLW VictoryShares Free Cash Flow Growth ETF	0.01%	0.02%	0.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROUS Hartford Multifactor US Equity ETF	1.32%	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

Can I hold both GFLW and ROUS in my portfolio?

GFLW and ROUS have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GFLW or ROUS?

GFLW has higher volatility (5.44%) compared to ROUS (2.54%). In terms of maximum drawdown, GFLW dropped -24.14% vs ROUS's -35.51%.

Which ETF is better, GFLW or ROUS?

On 1-year performance, GFLW leads with 29.44% vs 29.42% for ROUS. 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.

Which ETF has performed better, GFLW or ROUS?

Over the 1-year period, GFLW has performed better with a 29.44% return vs 29.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GFLW or ROUS?

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

Which ETF pays a higher dividend yield, GFLW or ROUS?

ROUS has the higher dividend yield at 1.32%, compared with 0.01% for GFLW.

What is the main difference between GFLW and ROUS?

GFLW tracks Victory Free Cash Flow Growth Index, while ROUS tracks Hartford Multi-factor Large Cap Index. They also come from different issuers: Victory and Hartford. Their fees differ too: 0.39% for GFLW and 0.19% for ROUS.

Which has better risk-adjusted returns?

ROUS currently has the higher Sharpe Ratio (2.60 vs 1.53), 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.