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JGRO vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGRO vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Active Growth ETF (JGRO) 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, JGRO achieves a 6.26% return, which is significantly lower than ROUS's 16.55% return.


JGRO

1D
-0.89%
1M
4.92%
YTD
6.26%
6M
4.91%
1Y
20.80%
3Y*
22.91%
5Y*
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)

JGRO vs. ROUS - Yearly Performance Comparison


2026 (YTD)2025202420232022
JGRO
JPMorgan Active Growth ETF
6.26%14.71%32.77%37.74%-10.03%
ROUS
Hartford Multifactor US Equity ETF
16.55%15.21%17.61%15.05%-0.99%

Correlation

The correlation between JGRO and ROUS is 0.69, 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

0.69

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

0.71

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

0.76

The correlation between JGRO and ROUS has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

JGRO vs. ROUS - Sectors Allocation Comparison


Sectors
JGRO
ROUS

Technology

42.0%
33.2%

Communication Services

13.9%
8.6%

Consumer Cyclical

11.7%
9.6%

Healthcare

11.0%
10.7%

Industrials

9.2%
10.4%

Financial Services

5.6%
10.6%

Consumer Defensive

4.1%
5.8%

Energy

1.9%
3.0%

Basic Materials

0.3%
2.2%

Real Estate

0.3%
2.1%

Utilities

0.1%
3.8%

Technology

JGRO
42.0%
ROUS
33.2%

Communication Services

JGRO
13.9%
ROUS
8.6%

Consumer Cyclical

JGRO
11.7%
ROUS
9.6%

Healthcare

JGRO
11.0%
ROUS
10.7%

Industrials

JGRO
9.2%
ROUS
10.4%

Financial Services

JGRO
5.6%
ROUS
10.6%

Consumer Defensive

JGRO
4.1%
ROUS
5.8%

Energy

JGRO
1.9%
ROUS
3.0%

Basic Materials

JGRO
0.3%
ROUS
2.2%

Real Estate

JGRO
0.3%
ROUS
2.1%

Utilities

JGRO
0.1%
ROUS
3.8%

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Return for Risk

JGRO vs. ROUS — Risk / Return Rank

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

JGRO
JGRO Risk / Return Rank: 3232
Overall Rank
JGRO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JGRO Sortino Ratio Rank: 3535
Sortino Ratio Rank
JGRO Omega Ratio Rank: 3636
Omega Ratio Rank
JGRO Calmar Ratio Rank: 2626
Calmar Ratio Rank
JGRO Martin Ratio Rank: 2727
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.

JGRO vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Growth ETF (JGRO) 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.


JGROROUSDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.24

1.46

-0.21

Calmar ratioReturn relative to maximum drawdown

1.27

4.95

-3.68

Martin ratioReturn relative to average drawdown

3.83

20.38

-16.54

JGRO vs. ROUS - Sharpe Ratio Comparison

The current JGRO Sharpe Ratio is 1.36, which is lower than the ROUS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of JGRO 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


JGROROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.60

-1.24

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

1.01

0.67

+0.34

Drawdowns

JGRO vs. ROUS - Drawdown Comparison

The maximum JGRO drawdown since its inception was -22.70%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for JGRO and ROUS.


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Drawdown Indicators


JGROROUSDifference

Max Drawdown

Largest peak-to-trough decline

-22.70%

-35.51%

+12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-5.97%

-10.47%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-15.81%

-6.89%

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

-0.89%

0.00%

-0.89%

Average Drawdown

Average peak-to-trough decline

-4.85%

-4.24%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

1.45%

+3.99%

Volatility

JGRO vs. ROUS - Volatility Comparison

JPMorgan Active Growth ETF (JGRO) has a higher volatility of 3.79% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.54%. This indicates that JGRO'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


JGROROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

2.54%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

8.50%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

11.37%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.89%

14.38%

+5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

16.96%

+2.93%

JGRO vs. ROUS - Expense Ratio Comparison

JGRO has a 0.44% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

JGRO vs. ROUS - Dividend Comparison

JGRO's dividend yield for the trailing twelve months is around 0.15%, less than ROUS's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
JGRO
JPMorgan Active Growth ETF
0.15%0.16%0.10%0.17%0.16%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


JGRO and ROUS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JGRO has higher volatility (3.79%) compared to ROUS (2.54%). In terms of maximum drawdown, JGRO dropped -22.70% vs ROUS's -35.51%.

On 3-year performance, JGRO leads with 22.91% vs 20.87% for ROUS. 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 3-year period, JGRO has performed better with a 22.91% return vs 20.87%. 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 0.44% for JGRO.

ROUS has the higher dividend yield at 1.32%, compared with 0.15% for JGRO.

They also come from different issuers: JPMorgan and Hartford. Their fees differ too: 0.44% for JGRO and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.60 vs 1.36), 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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