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HQGO vs. ROAM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HQGO vs. ROAM - Performance Comparison

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

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HQGO vs. ROAM - Yearly Performance Comparison


2026 (YTD)202520242023
HQGO
Hartford US Quality Growth ETF
-4.85%15.15%25.09%6.12%
ROAM
Hartford Multifactor Emerging Markets ETF
6.58%32.08%6.21%5.79%

Returns By Period

In the year-to-date period, HQGO achieves a -4.85% return, which is significantly lower than ROAM's 6.58% return.


HQGO

1D
0.76%
1M
-3.93%
YTD
-4.85%
6M
-3.46%
1Y
16.95%
3Y*
5Y*
10Y*

ROAM

1D
0.14%
1M
-5.86%
YTD
6.58%
6M
12.79%
1Y
36.13%
3Y*
20.00%
5Y*
9.70%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HQGO vs. ROAM - Expense Ratio Comparison

HQGO has a 0.34% expense ratio, which is lower than ROAM's 0.44% expense ratio.


Return for Risk

HQGO vs. ROAM — Risk / Return Rank

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

HQGO
HQGO Risk / Return Rank: 4949
Overall Rank
HQGO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HQGO Sortino Ratio Rank: 4848
Sortino Ratio Rank
HQGO Omega Ratio Rank: 4848
Omega Ratio Rank
HQGO Calmar Ratio Rank: 5050
Calmar Ratio Rank
HQGO Martin Ratio Rank: 5555
Martin Ratio Rank

ROAM
ROAM Risk / Return Rank: 9292
Overall Rank
ROAM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ROAM Sortino Ratio Rank: 9393
Sortino Ratio Rank
ROAM Omega Ratio Rank: 9393
Omega Ratio Rank
ROAM Calmar Ratio Rank: 8989
Calmar Ratio Rank
ROAM Martin Ratio Rank: 9191
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.

HQGO vs. ROAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford US Quality Growth ETF (HQGO) 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.


HQGOROAMDifference

Sharpe ratio

Return per unit of total volatility

0.86

2.24

-1.38

Sortino ratio

Return per unit of downside risk

1.37

2.92

-1.55

Omega ratio

Gain probability vs. loss probability

1.19

1.44

-0.24

Calmar ratio

Return relative to maximum drawdown

1.45

3.13

-1.68

Martin ratio

Return relative to average drawdown

5.95

13.16

-7.21

HQGO vs. ROAM - Sharpe Ratio Comparison

The current HQGO Sharpe Ratio is 0.86, which is lower than the ROAM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of HQGO 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.


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Sharpe Ratios by Period


HQGOROAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.24

-1.38

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

1.02

0.30

+0.73

Correlation

The correlation between HQGO and ROAM is 0.58, 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

HQGO vs. ROAM - Dividend Comparison

HQGO's dividend yield for the trailing twelve months is around 0.53%, less than ROAM's 2.98% yield.


TTM20252024202320222021202020192018201720162015
HQGO
Hartford US Quality Growth ETF
0.53%0.51%0.52%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

HQGO vs. ROAM - Drawdown Comparison

The maximum HQGO drawdown since its inception was -20.85%, smaller than the maximum ROAM drawdown of -45.47%. Use the drawdown chart below to compare losses from any high point for HQGO and ROAM.


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Drawdown Indicators


HQGOROAMDifference

Max Drawdown

Largest peak-to-trough decline

-20.85%

-45.47%

+24.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-11.63%

-0.49%

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

-6.95%

-7.56%

+0.61%

Average Drawdown

Average peak-to-trough decline

-2.63%

-11.28%

+8.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.76%

+0.19%

Volatility

HQGO vs. ROAM - Volatility Comparison

The current volatility for Hartford US Quality Growth ETF (HQGO) is 5.76%, while Hartford Multifactor Emerging Markets ETF (ROAM) has a volatility of 6.50%. This indicates that HQGO experiences smaller price fluctuations and is considered to be less risky than ROAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HQGOROAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

6.50%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

11.01%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

16.22%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

15.03%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

17.83%

-0.53%