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ROUS vs. ACGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROUS vs. ACGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and American Century Large Cap Growth ETF (ACGR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ROUS achieves a 16.55% return, which is significantly higher than ACGR's 7.39% return.


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%

ACGR

1D
-1.23%
1M
6.10%
YTD
7.39%
6M
6.90%
1Y
24.19%
3Y*
21.44%
5Y*
15.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROUS vs. ACGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ROUS
Hartford Multifactor US Equity ETF
16.55%15.21%17.61%15.05%-9.65%27.33%4.34%
ACGR
American Century Large Cap Growth ETF
7.39%14.50%26.66%43.24%-30.13%39.24%11.27%

Correlation

The correlation between ROUS and ACGR is 0.65, 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

0.65

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

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.66

The correlation between ROUS and ACGR shifts across timeframes, from 0.65 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ROUS vs. ACGR — Risk / Return Rank

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

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

ACGR
ACGR Risk / Return Rank: 4040
Overall Rank
ACGR Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ACGR Sortino Ratio Rank: 4444
Sortino Ratio Rank
ACGR Omega Ratio Rank: 4343
Omega Ratio Rank
ACGR Calmar Ratio Rank: 3232
Calmar Ratio Rank
ACGR Martin Ratio Rank: 3434
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.

ROUS vs. ACGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and American Century Large Cap Growth ETF (ACGR). 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.


ROUSACGRDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.46

1.27

+0.19

Calmar ratioReturn relative to maximum drawdown

4.95

1.53

+3.42

Martin ratioReturn relative to average drawdown

20.38

5.20

+15.17

ROUS vs. ACGR - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 2.60, which is higher than the ACGR Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of ROUS and ACGR, 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


ROUSACGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.57

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.70

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.70

-0.02

Drawdowns

ROUS vs. ACGR - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, roughly equal to the maximum ACGR drawdown of -34.54%. Use the drawdown chart below to compare losses from any high point for ROUS and ACGR.


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Drawdown Indicators


ROUSACGRDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-34.54%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-15.84%

+9.87%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-24.58%

+8.77%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-34.54%

+15.63%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

0.00%

-1.68%

+1.68%

Average Drawdown

Average peak-to-trough decline

-4.24%

-8.50%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

4.66%

-3.21%

Volatility

ROUS vs. ACGR - Volatility Comparison

The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 2.54%, while American Century Large Cap Growth ETF (ACGR) has a volatility of 3.65%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than ACGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROUSACGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

3.65%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

11.95%

-3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

15.49%

-4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

21.51%

-7.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

21.42%

-4.46%

ROUS vs. ACGR - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than ACGR's 0.39% expense ratio.


Dividends

ROUS vs. ACGR - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.32%, more than ACGR's 0.09% yield.


PositionTTM20252024202320222021202020192018201720162015
ACGR
American Century Large Cap Growth ETF
0.09%0.11%0.23%0.37%0.48%0.58%1.44%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


ROUS and ACGR have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACGR has higher volatility (3.65%) compared to ROUS (2.54%). In terms of maximum drawdown, ROUS dropped -35.51% vs ACGR's -34.54%.

On 5-year performance, ACGR leads with 15.06% vs 12.84% 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 5-year period, ACGR has performed better with a 15.06% return vs 12.84%. 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 0.39% for ACGR.

ROUS has the higher dividend yield at 1.32%, compared with 0.09% for ACGR.

ROUS tracks Hartford Multi-factor Large Cap Index, while ACGR tracks Russell 1000 Growth Index. They also come from different issuers: Hartford and American Century. Their fees differ too: 0.19% for ROUS and 0.39% for ACGR.

ROUS currently has the higher Sharpe Ratio (2.60 vs 1.57), 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.

Portfolio Optimizer

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