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LSGR vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSGR vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Focused Growth ETF (LSGR) 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, LSGR achieves a -0.58% return, which is significantly lower than ROUS's 16.55% return.


LSGR

1D
-1.55%
1M
1.34%
YTD
-0.58%
6M
0.39%
1Y
12.43%
3Y*
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)

LSGR vs. ROUS - Yearly Performance Comparison


2026 (YTD)202520242023
LSGR
Natixis Loomis Sayles Focused Growth ETF
-0.58%15.32%38.52%12.34%
ROUS
Hartford Multifactor US Equity ETF
16.55%15.21%17.61%8.38%

Correlation

The correlation between LSGR and ROUS is 0.58, 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

0.58

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

0.64

The correlation between LSGR and ROUS has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.

LSGR vs. ROUS - Sectors Allocation Comparison


Sectors
LSGR
ROUS

Technology

32.1%
33.2%

Communication Services

28.3%
8.6%

Consumer Cyclical

17.4%
9.6%

Healthcare

8.9%
10.7%

Financial Services

4.8%
10.6%

Consumer Defensive

4.5%
5.8%

Industrials

4.1%
10.4%

Basic Materials

-

2.2%

Energy

-

3.0%

Real Estate

-

2.1%

Utilities

-

3.8%

Technology

LSGR
32.1%
ROUS
33.2%

Communication Services

LSGR
28.3%
ROUS
8.6%

Consumer Cyclical

LSGR
17.4%
ROUS
9.6%

Healthcare

LSGR
8.9%
ROUS
10.7%

Financial Services

LSGR
4.8%
ROUS
10.6%

Consumer Defensive

LSGR
4.5%
ROUS
5.8%

Industrials

LSGR
4.1%
ROUS
10.4%

Basic Materials

LSGR

-

ROUS
2.2%

Energy

LSGR

-

ROUS
3.0%

Real Estate

LSGR

-

ROUS
2.1%

Utilities

LSGR

-

ROUS
3.8%

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Return for Risk

LSGR vs. ROUS — Risk / Return Rank

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

LSGR
LSGR Risk / Return Rank: 2020
Overall Rank
LSGR Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LSGR Sortino Ratio Rank: 2121
Sortino Ratio Rank
LSGR Omega Ratio Rank: 2121
Omega Ratio Rank
LSGR Calmar Ratio Rank: 1818
Calmar Ratio Rank
LSGR Martin Ratio Rank: 1919
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.

LSGR vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Focused Growth ETF (LSGR) 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.


LSGRROUSDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.54

Omega ratioGain probability vs. loss probability

1.14

1.46

-0.32

Calmar ratioReturn relative to maximum drawdown

0.69

4.95

-4.26

Martin ratioReturn relative to average drawdown

2.20

20.38

-18.18

LSGR vs. ROUS - Sharpe Ratio Comparison

The current LSGR Sharpe Ratio is 0.76, which is lower than the ROUS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of LSGR 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


LSGRROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

2.60

-1.84

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

1.08

0.67

+0.41

Drawdowns

LSGR vs. ROUS - Drawdown Comparison

The maximum LSGR drawdown since its inception was -22.92%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for LSGR and ROUS.


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Drawdown Indicators


LSGRROUSDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-35.51%

+12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-18.13%

-5.97%

-12.16%

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

-3.72%

0.00%

-3.72%

Average Drawdown

Average peak-to-trough decline

-3.89%

-4.24%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

1.45%

+4.22%

Volatility

LSGR vs. ROUS - Volatility Comparison

Natixis Loomis Sayles Focused Growth ETF (LSGR) has a higher volatility of 4.72% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.54%. This indicates that LSGR'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


LSGRROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

2.54%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

8.50%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

11.37%

+5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.39%

14.38%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

16.96%

+3.43%

LSGR vs. ROUS - Expense Ratio Comparison

LSGR has a 0.59% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

LSGR vs. ROUS - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
LSGR
Natixis Loomis Sayles Focused Growth ETF
0.00%0.05%0.08%0.03%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


LSGR and ROUS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSGR has higher volatility (4.72%) compared to ROUS (2.54%). In terms of maximum drawdown, LSGR dropped -22.92% vs ROUS's -35.51%.

On 1-year performance, ROUS leads with 29.42% vs 12.43% for LSGR. 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 1-year period, ROUS has performed better with a 29.42% return vs 12.43%. 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 0.59% for LSGR.

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

They also come from different issuers: Natixis and Hartford. Their fees differ too: 0.59% for LSGR and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.60 vs 0.76), 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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