HFGO vs. ROAM

Last updated Apr 1, 2026

Compare and contrast key facts about Hartford Large Cap Growth ETF (HFGO) and Hartford Multifactor Emerging Markets ETF (ROAM).

HFGO and ROAM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HFGO is an actively managed fund by Hartford. It was launched on Nov 9, 2021. ROAM is a passively managed fund by Hartford that tracks the performance of the Hartford Multifactor Emerging Markets Equity Index. It was launched on Feb 26, 2015.

Performance

HFGO vs. ROAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Large Cap Growth ETF (HFGO) and Hartford Multifactor Emerging Markets ETF (ROAM). The values are adjusted to include any dividend payments, if applicable.

HFGO vs. ROAM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HFGO Hartford Large Cap Growth ETF	-10.55%	15.52%	40.73%	42.45%	-36.69%	-5.15%
ROAM Hartford Multifactor Emerging Markets ETF	6.43%	32.08%	6.21%	21.28%	-14.78%	0.31%

Returns By Period

In the year-to-date period, HFGO achieves a -10.55% return, which is significantly lower than ROAM's 6.43% return.

HFGO

• 1D: 4.54%
• 1M: -4.46%
• YTD: -10.55%
• 6M: -9.96%
• 1Y: 17.12%
• 3Y*: 21.20%
• 5Y*: —
• 10Y*: —

ROAM

• 1D: 2.47%
• 1M: -7.36%
• YTD: 6.43%
• 6M: 13.25%
• 1Y: 36.19%
• 3Y*: 19.94%
• 5Y*: 9.67%
• 10Y*: 7.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HFGO vs. ROAM - Expense Ratio Comparison

HFGO has a 0.60% expense ratio, which is higher than ROAM's 0.44% expense ratio.

HFGO

Hartford Large Cap Growth ETF

ROAM

Hartford Multifactor Emerging Markets ETF

Return for Risk

HFGO vs. ROAM — Risk / Return Rank

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

HFGO

HFGO Risk / Return Rank: 38
HFGO Sharpe Ratio Rank: 38
HFGO Sortino Ratio Rank: 41
HFGO Omega Ratio Rank: 41
HFGO Calmar Ratio Rank: 37
HFGO Martin Ratio Rank: 34

ROAM

ROAM Risk / Return Rank: 93
ROAM Sharpe Ratio Rank: 94
ROAM Sortino Ratio Rank: 94
ROAM Omega Ratio Rank: 94
ROAM Calmar Ratio Rank: 90
ROAM Martin Ratio Rank: 92

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.

HFGO vs. ROAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and Hartford Multifactor Emerging Markets ETF (ROAM). 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.

	HFGO	ROAM	Difference
Sharpe ratio Return per unit of total volatility	0.70	2.24	-1.54
Sortino ratio Return per unit of downside risk	1.16	2.93	-1.77
Omega ratio Gain probability vs. loss probability	1.16	1.44	-0.28
Calmar ratio Return relative to maximum drawdown	0.93	3.09	-2.16
Martin ratio Return relative to average drawdown	3.10	13.21	-10.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HFGO vs. ROAM - Sharpe Ratio Comparison

The current HFGO Sharpe Ratio is 0.70, which is lower than the ROAM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of HFGO and ROAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HFGO	ROAM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	2.24	-1.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.29	-0.10

Correlation

The correlation between HFGO and ROAM is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

HFGO vs. ROAM - Dividend Comparison

HFGO has not paid dividends to shareholders, while ROAM's dividend yield for the trailing twelve months is around 2.98%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HFGO Hartford Large Cap 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%
ROAM Hartford Multifactor Emerging Markets ETF	2.98%	3.17%	4.15%	5.40%	5.23%	4.22%	3.04%	3.55%	2.54%	1.84%	1.89%	2.25%

Drawdowns

HFGO vs. ROAM - Drawdown Comparison

The maximum HFGO drawdown since its inception was -44.64%, roughly equal to the maximum ROAM drawdown of -45.47%. Use the drawdown chart below to compare losses from any high point for HFGO and ROAM.

Drawdown Indicators

	HFGO	ROAM	Difference
Max Drawdown Largest peak-to-trough decline	-44.64%	-45.47%	+0.83%
Max Drawdown (1Y) Largest decline over 1 year	-18.29%	-11.63%	-6.66%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.07%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.47%	—
Current Drawdown Current decline from peak	-14.59%	-7.69%	-6.90%
Average Drawdown Average peak-to-trough decline	-16.62%	-11.28%	-5.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.51%	2.72%	+2.79%

Volatility

HFGO vs. ROAM - Volatility Comparison

Hartford Large Cap Growth ETF (HFGO) and Hartford Multifactor Emerging Markets ETF (ROAM) have volatilities of 7.75% and 7.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HFGO	ROAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.75%	7.59%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	14.36%	11.01%	+3.35%
Volatility (1Y) Calculated over the trailing 1-year period	24.53%	16.22%	+8.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.16%	15.03%	+11.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.16%	17.83%	+8.33%