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QFRD vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFRD vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) 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


QFRD

1D
-0.53%
1M
3.98%
6M
YTD
1Y
3Y*
5Y*
10Y*

ROUS

1D
-0.06%
1M
1.16%
6M
14.23%
YTD
17.06%
1Y
26.82%
3Y*
19.30%
5Y*
12.40%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QFRD vs. ROUS - Yearly Performance Comparison


Correlation

The correlation between QFRD and ROUS is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.73

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Return for Risk

QFRD vs. ROUS — Risk / Return Rank

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

QFRD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ROUS
ROUS Risk / Return Rank: 8787
Overall Rank
ROUS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
ROUS Omega Ratio Rank: 8282
Omega Ratio Rank
ROUS Calmar Ratio Rank: 9090
Calmar Ratio Rank
ROUS Martin Ratio Rank: 9292
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.

QFRD vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) 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.


QFRDROUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

4.33

Martin ratioReturn relative to average drawdown

17.49

QFRD vs. ROUS - Sharpe Ratio Comparison


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Drawdowns

QFRD vs. ROUS - Drawdown Comparison

The maximum QFRD drawdown since its inception was -9.69%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for QFRD and ROUS.


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Drawdown Indicators


QFRDROUSDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-35.51%

+25.82%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

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

-2.81%

-0.44%

-2.37%

Average Drawdown

Average peak-to-trough decline

-3.34%

-4.21%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

Volatility

QFRD vs. ROUS - Volatility Comparison


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Volatility by Period


QFRDROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

11.67%

+8.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.74%

14.43%

+5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

16.91%

+2.83%

QFRD vs. ROUS - Expense Ratio Comparison

QFRD has a 0.49% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

QFRD vs. ROUS - Dividend Comparison

QFRD's dividend yield for the trailing twelve months is around 0.11%, less than ROUS's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
QFRD
Pacer S&P 500 Quality FCF R&D Leaders ETF
0.11%0.00%0.00%0.00%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


QFRD and ROUS have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROUS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.49% for QFRD.

ROUS has the higher dividend yield at 1.32%, compared with 0.11% for QFRD.

QFRD tracks S&P 500 Quality FCF R&D Leaders Index, while ROUS tracks Hartford Multi-factor Large Cap Index. They also come from different issuers: Pacer and Hartford. Their fees differ too: 0.49% for QFRD and 0.19% for ROUS.

Portfolio Optimizer

Find the right allocation for QFRD and ROUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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