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GGRW vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGRW vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Growth Innovators ETF (GGRW) 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, GGRW achieves a 6.11% return, which is significantly lower than ROUS's 16.55% return.


GGRW

1D
-0.84%
1M
4.23%
YTD
6.11%
6M
5.58%
1Y
17.42%
3Y*
27.06%
5Y*
9.85%
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)

GGRW vs. ROUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GGRW
Gabelli Growth Innovators ETF
6.11%18.29%41.78%42.19%-43.92%5.40%
ROUS
Hartford Multifactor US Equity ETF
16.55%15.21%17.61%15.05%-9.65%21.11%

Correlation

The correlation between GGRW and ROUS is 0.67, 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

0.67

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

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2021

0.70

The correlation between GGRW and ROUS has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.

GGRW vs. ROUS - Sectors Allocation Comparison


Sectors
GGRW
ROUS

Technology

37.1%
33.2%

Communication Services

14.6%
8.6%

Industrials

10.9%
10.4%

Consumer Cyclical

10.6%
9.6%

Financial Services

9.3%
10.6%

Healthcare

8.1%
10.7%

Utilities

3.9%
3.8%

Basic Materials

1.2%
2.2%

Consumer Defensive

0.7%
5.8%

Energy

-

3.0%

Real Estate

-

2.1%

Technology

GGRW
37.1%
ROUS
33.2%

Communication Services

GGRW
14.6%
ROUS
8.6%

Industrials

GGRW
10.9%
ROUS
10.4%

Consumer Cyclical

GGRW
10.6%
ROUS
9.6%

Financial Services

GGRW
9.3%
ROUS
10.6%

Healthcare

GGRW
8.1%
ROUS
10.7%

Utilities

GGRW
3.9%
ROUS
3.8%

Basic Materials

GGRW
1.2%
ROUS
2.2%

Consumer Defensive

GGRW
0.7%
ROUS
5.8%

Energy

GGRW

-

ROUS
3.0%

Real Estate

GGRW

-

ROUS
2.1%

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Return for Risk

GGRW vs. ROUS — Risk / Return Rank

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

GGRW
GGRW Risk / Return Rank: 3131
Overall Rank
GGRW Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GGRW Sortino Ratio Rank: 3232
Sortino Ratio Rank
GGRW Omega Ratio Rank: 3131
Omega Ratio Rank
GGRW Calmar Ratio Rank: 2828
Calmar Ratio Rank
GGRW Martin Ratio Rank: 3333
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.

GGRW vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Growth Innovators ETF (GGRW) 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.


GGRWROUSDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.21

1.46

-0.25

Calmar ratioReturn relative to maximum drawdown

1.33

4.95

-3.62

Martin ratioReturn relative to average drawdown

5.00

20.38

-15.37

GGRW vs. ROUS - Sharpe Ratio Comparison

The current GGRW Sharpe Ratio is 1.19, which is lower than the ROUS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of GGRW 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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Sharpe Ratios by Period


GGRWROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.60

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.90

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.67

-0.36

Drawdowns

GGRW vs. ROUS - Drawdown Comparison

The maximum GGRW drawdown since its inception was -50.28%, which is greater than ROUS's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for GGRW and ROUS.


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Drawdown Indicators


GGRWROUSDifference

Max Drawdown

Largest peak-to-trough decline

-50.28%

-35.51%

-14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-5.97%

-7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-20.53%

-15.81%

-4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-50.28%

-18.91%

-31.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-0.90%

0.00%

-0.90%

Average Drawdown

Average peak-to-trough decline

-17.39%

-4.24%

-13.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

1.45%

+2.04%

Volatility

GGRW vs. ROUS - Volatility Comparison

Gabelli Growth Innovators ETF (GGRW) has a higher volatility of 3.86% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.54%. This indicates that GGRW'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


GGRWROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

2.54%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

8.50%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.73%

11.37%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.33%

14.38%

+10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.50%

16.96%

+8.54%

GGRW vs. ROUS - Expense Ratio Comparison

GGRW has a 0.90% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

GGRW vs. ROUS - Dividend Comparison

GGRW's dividend yield for the trailing twelve months is around 0.40%, less than ROUS's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
GGRW
Gabelli Growth Innovators ETF
0.40%0.43%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
1.32%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


GGRW and ROUS have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGRW has higher volatility (3.86%) compared to ROUS (2.54%). In terms of maximum drawdown, GGRW dropped -50.28% vs ROUS's -35.51%.

On 5-year performance, ROUS leads with 12.84% vs 9.85% for GGRW. 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 5-year period, ROUS has performed better with a 12.84% return vs 9.85%. 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 0.90% for GGRW.

ROUS has the higher dividend yield at 1.32%, compared with 0.40% for GGRW.

They also come from different issuers: GAMCO Investors, Inc. and Hartford. Their fees differ too: 0.90% for GGRW and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.60 vs 1.19), 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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