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QUVU vs. ROUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUVU vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Quality Value ETF (QUVU) and Hartford Multifactor US Equity ETF (ROUS). The values are adjusted to include any dividend payments, if applicable.

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QUVU vs. ROUS - Yearly Performance Comparison


2026 (YTD)202520242023
QUVU
Hartford Quality Value ETF
-0.02%14.54%9.83%8.32%
ROUS
Hartford Multifactor US Equity ETF
3.48%15.21%17.61%8.37%

Returns By Period

In the year-to-date period, QUVU achieves a -0.02% return, which is significantly lower than ROUS's 3.48% return.


QUVU

1D
0.80%
1M
-5.19%
YTD
-0.02%
6M
4.73%
1Y
11.14%
3Y*
5Y*
10Y*

ROUS

1D
0.81%
1M
-3.23%
YTD
3.48%
6M
4.19%
1Y
19.00%
3Y*
16.25%
5Y*
11.21%
10Y*
11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QUVU vs. ROUS - Expense Ratio Comparison

QUVU has a 0.45% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Return for Risk

QUVU vs. ROUS — Risk / Return Rank

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

QUVU
QUVU Risk / Return Rank: 3636
Overall Rank
QUVU Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QUVU Sortino Ratio Rank: 3636
Sortino Ratio Rank
QUVU Omega Ratio Rank: 3636
Omega Ratio Rank
QUVU Calmar Ratio Rank: 3434
Calmar Ratio Rank
QUVU Martin Ratio Rank: 3737
Martin Ratio Rank

ROUS
ROUS Risk / Return Rank: 6666
Overall Rank
ROUS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 6666
Sortino Ratio Rank
ROUS Omega Ratio Rank: 6464
Omega Ratio Rank
ROUS Calmar Ratio Rank: 6161
Calmar Ratio Rank
ROUS Martin Ratio Rank: 7373
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.

QUVU vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Quality Value ETF (QUVU) 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.


QUVUROUSDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.19

-0.42

Sortino ratio

Return per unit of downside risk

1.14

1.74

-0.60

Omega ratio

Gain probability vs. loss probability

1.16

1.25

-0.09

Calmar ratio

Return relative to maximum drawdown

1.05

1.67

-0.62

Martin ratio

Return relative to average drawdown

4.15

8.37

-4.22

QUVU vs. ROUS - Sharpe Ratio Comparison

The current QUVU Sharpe Ratio is 0.77, which is lower than the ROUS Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of QUVU and ROUS, 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


QUVUROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.19

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.61

+0.49

Correlation

The correlation between QUVU and ROUS is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QUVU vs. ROUS - Dividend Comparison

QUVU's dividend yield for the trailing twelve months is around 1.97%, more than ROUS's 1.49% yield.


TTM20252024202320222021202020192018201720162015
QUVU
Hartford Quality Value ETF
1.97%1.97%3.91%2.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROUS
Hartford Multifactor US Equity ETF
1.49%1.52%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%

Drawdowns

QUVU vs. ROUS - Drawdown Comparison

The maximum QUVU drawdown since its inception was -13.11%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for QUVU and ROUS.


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Drawdown Indicators


QUVUROUSDifference

Max Drawdown

Largest peak-to-trough decline

-13.11%

-35.51%

+22.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-11.44%

+1.10%

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

-5.19%

-3.36%

-1.83%

Average Drawdown

Average peak-to-trough decline

-2.04%

-4.30%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.29%

+0.34%

Volatility

QUVU vs. ROUS - Volatility Comparison

Hartford Quality Value ETF (QUVU) and Hartford Multifactor US Equity ETF (ROUS) have volatilities of 4.09% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUVUROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

4.07%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

8.82%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

16.05%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.33%

14.36%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.33%

16.94%

-4.61%