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ILCB vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ILCB vs. ROUS

Last updated Aug 4, 2026
Documentation

ILCB (iShares Morningstar U.S. Equity ETF) and ROUS (Hartford Multifactor US Equity ETF) are both Large Cap Growth Equities funds - ILCB tracks the Morningstar US Large-Mid Cap Index while ROUS tracks the Hartford Multi-factor Large Cap Index. Both are passively managed. Over the past 10 years, ILCB returned 14.42%/yr vs 12.68%/yr for ROUS. Their correlation of 0.81 means they have usually moved in the same direction. ILCB charges 0.03%/yr vs 0.19%/yr for ROUS.

Performance

ILCB vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar U.S. Equity ETF (ILCB) 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, ILCB achieves a 11.73% return, which is significantly lower than ROUS's 17.13% return. Over the past 10 years, ILCB has outperformed ROUS with an annualized return of 14.42%, while ROUS has yielded a comparatively lower 12.68% annualized return.

ILCB

1D
1.54%
1M
1.56%
6M
9.71%
YTD
11.73%
1Y
23.00%
3Y*
20.96%
5Y*
12.54%
10Y*
14.42%
ALL TIME*
11.23%

ROUS

1D
0.57%
1M
0.96%
6M
11.60%
YTD
17.13%
1Y
27.87%
3Y*
19.09%
5Y*
12.22%
10Y*
12.68%
ALL TIME*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ILCB

iShares Morningstar U.S. Equity ETF
$1.31M$1.30M$1.40M

ROUS

Hartford Multifactor US Equity ETF
$3.40M$3.69M$3.28M

ILCB vs. ROUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ILCB
iShares Morningstar U.S. Equity ETF		11.73%17.70%24.96%26.91%-19.48%24.07%19.40%32.68%-8.51%22.09%
ROUS
Hartford Multifactor US Equity ETF		17.13%15.21%17.61%15.05%-9.65%27.33%6.61%23.94%-9.59%22.88%

Correlation

The correlation between ILCB and ROUS is 0.82, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2015

0.81

The correlation between ILCB and ROUS has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

ILCB vs. ROUS - Sectors Allocation Comparison

Sectors
ILCB
ROUS

Technology

38.4%
35.2%

Financial Services

11.4%
11.1%

Communication Services

9.8%
6.3%

Consumer Cyclical

9.4%
9.1%

Healthcare

9.0%
11.1%

Industrials

8.9%
10.4%

Consumer Defensive

4.4%
5.4%

Energy

3.1%
2.7%

Utilities

2.2%
3.7%

Basic Materials

1.8%
2.1%

Real Estate

1.7%
2.2%

Technology

ILCB
38.4%
ROUS
35.2%

Financial Services

ILCB
11.4%
ROUS
11.1%

Communication Services

ILCB
9.8%
ROUS
6.3%

Consumer Cyclical

ILCB
9.4%
ROUS
9.1%

Healthcare

ILCB
9.0%
ROUS
11.1%

Industrials

ILCB
8.9%
ROUS
10.4%

Consumer Defensive

ILCB
4.4%
ROUS
5.4%

Energy

ILCB
3.1%
ROUS
2.7%

Utilities

ILCB
2.2%
ROUS
3.7%

Basic Materials

ILCB
1.8%
ROUS
2.1%

Real Estate

ILCB
1.7%
ROUS
2.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Morningstar U.S. Equity ETF

Hartford Multifactor US Equity ETF

Often compared with ILCB:
ILCB vs. ILCGILCB vs. VOOILCB vs. IVVILCB vs. SPYILCB vs. SCHBILCB vs. VTIILCB vs. BBUS
Often compared with ROUS:
ROUS vs. PALCROUS vs. VFMFXROUS vs. VSMVROUS vs. DYNFROUS vs. OMFLROUS vs. QQQROUS vs. SPMO

Return for Risk

ILCB vs. ROUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ILCB
ILCB Risk / Return Rank: 7575
Overall Rank
ILCB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 7474
Sortino Ratio Rank
ILCB Omega Ratio Rank: 7474
Omega Ratio Rank
ILCB Calmar Ratio Rank: 7070
Calmar Ratio Rank
ILCB Martin Ratio Rank: 8080
Martin Ratio Rank
ROUS
ROUS Risk / Return Rank: 9292
Overall Rank
ROUS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 9292
Sortino Ratio Rank
ROUS Omega Ratio Rank: 9090
Omega Ratio Rank
ROUS Calmar Ratio Rank: 9393
Calmar Ratio Rank
ROUS Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ILCB vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar U.S. Equity ETF (ILCB) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ILCBROUSDifference
Sharpe ratioReturn per unit of total volatility
1.78
2.42

-0.64

Sortino ratioReturn per unit of downside risk
2.47
3.43

-0.96

Omega ratioGain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratioReturn relative to maximum drawdown

2.54

4.69

-2.15

Martin ratioReturn relative to average drawdown

10.74

18.56

-7.82

ILCB vs. ROUS - Sharpe Ratio Comparison

The current ILCB Sharpe Ratio is 1.78, which is comparable to the ROUS Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of ILCB 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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Drawdowns

ILCB vs. ROUS - Drawdown Comparison

The maximum ILCB drawdown since its inception was -51.53%, which is greater than ROUS's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for ILCB and ROUS.

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Drawdown Indicators

ILCBROUSDifference

Max Drawdown

Largest peak-to-trough decline

-51.53%

-35.51%

-16.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-5.97%

-3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-15.81%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-18.91%

-6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

-35.51%

+0.21%

Current Drawdown

Current decline from peak

-0.12%

-0.38%

+0.26%

Average Drawdown

Average peak-to-trough decline

-6.20%

-4.19%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.51%

+0.64%

Volatility

ILCB vs. ROUS - Volatility Comparison

iShares Morningstar U.S. Equity ETF (ILCB) has a higher volatility of 3.90% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.46%. This indicates that ILCB'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

ILCBROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

2.46%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

8.70%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

11.59%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

14.43%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

16.92%

+1.28%

ILCB vs. ROUS - Expense Ratio Comparison

ILCB has a 0.03% expense ratio, which is lower than ROUS's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ILCB vs. ROUS - Dividend Comparison

ILCB's dividend yield for the trailing twelve months is around 0.97%, less than ROUS's 1.32% yield.

PositionTTM20252024202320222021202020192018201720162015
ILCB
iShares Morningstar U.S. Equity ETF		0.97%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%
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

ILCB and ROUS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILCB has higher volatility (3.90%) compared to ROUS (2.46%). In terms of maximum drawdown, ILCB dropped -51.53% vs ROUS's -35.51%.

On 10-year performance, ILCB leads with 14.42% vs 12.68% for ROUS. On fees, ILCB is cheaper at 0.03% per year. On volatility, ROUS has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ILCB has performed better with a 14.42% return vs 12.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILCB is cheaper with a 0.03% expense ratio, compared with 0.19% for ROUS.

ROUS has the higher dividend yield at 1.32%, compared with 0.97% for ILCB.

ILCB tracks Morningstar US Large-Mid Cap Index, while ROUS tracks Hartford Multi-factor Large Cap Index. They also come from different issuers: iShares and Hartford. Their fees differ too: 0.03% for ILCB and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.42 vs 1.78), 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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