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

Performance

GRW vs. ROUS - Performance Comparison

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

Loading charts...

Returns By Period


GRW

1D
0.18%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ROUS

1D
0.03%
1M
5.16%
YTD
16.59%
6M
16.42%
1Y
29.90%
3Y*
21.07%
5Y*
12.84%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRW vs. ROUS - Yearly Performance Comparison


Correlation

The correlation between GRW and ROUS is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.50

GRW vs. ROUS - Sectors Allocation Comparison


Sectors
GRW
ROUS

Industrials

38.1%
10.4%

Technology

26.6%
33.2%

Financial Services

9.8%
10.6%

Communication Services

9.1%
8.6%

Consumer Cyclical

8.3%
9.6%

Healthcare

4.1%
10.7%

Basic Materials

4.0%
2.2%

Consumer Defensive

-

5.8%

Energy

-

3.0%

Real Estate

-

2.1%

Utilities

-

3.8%

Industrials

GRW
38.1%
ROUS
10.4%

Technology

GRW
26.6%
ROUS
33.2%

Financial Services

GRW
9.8%
ROUS
10.6%

Communication Services

GRW
9.1%
ROUS
8.6%

Consumer Cyclical

GRW
8.3%
ROUS
9.6%

Healthcare

GRW
4.1%
ROUS
10.7%

Basic Materials

GRW
4.0%
ROUS
2.2%

Consumer Defensive

GRW

-

ROUS
5.8%

Energy

GRW

-

ROUS
3.0%

Real Estate

GRW

-

ROUS
2.1%

Utilities

GRW

-

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

GRW vs. ROUS — Risk / Return Rank

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

GRW

ROUS
ROUS Risk / Return Rank: 8585
Overall Rank
ROUS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8484
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7979
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8888
Calmar Ratio Rank
ROUS Martin Ratio Rank: 9090
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.

GRW vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Durable Growth ETF (GRW) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GRW vs. ROUS - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GRWROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

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

13.58

0.67

+12.91

Drawdowns

GRW vs. ROUS - Drawdown Comparison

The maximum GRW drawdown since its inception was -0.45%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for GRW and ROUS.


Loading charts...

Drawdown Indicators


GRWROUSDifference

Max Drawdown

Largest peak-to-trough decline

-0.45%

-35.51%

+35.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

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

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-0.17%

-4.24%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

GRW vs. ROUS - Volatility Comparison


Loading charts...

Volatility by Period


GRWROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

8.89%

11.36%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

14.37%

-5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

16.95%

-8.06%

GRW vs. ROUS - Expense Ratio Comparison

GRW has a 0.75% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

GRW vs. ROUS - Dividend Comparison

GRW has not paid dividends to shareholders, while ROUS's dividend yield for the trailing twelve months is around 1.32%.


PositionTTM20252024202320222021202020192018201720162015
GRW
TCW Durable 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
1.32%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


GRW and ROUS have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROUS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.75% for GRW.

ROUS has the higher dividend yield at 1.32%, compared with 0.00% for GRW.

They also come from different issuers: TCW and Hartford. Their fees differ too: 0.75% for GRW and 0.19% for ROUS.

Portfolio Optimizer

Find the right allocation for GRW 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