ROUS vs. GPIQ

Last updated Jun 24, 2026

ROUS (Hartford Multifactor US Equity ETF) and GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) are both exchange-traded funds - ROUS is a Large Cap Growth Equities fund tracking the Hartford Multi-factor Large Cap Index, while GPIQ is a Nasdaq-100 fund actively managed by Goldman Sachs. ROUS is passively managed, while GPIQ is actively managed. Over the past year, ROUS returned 27.51% vs 32.06% for GPIQ. A 0.73 correlation means they provide meaningful diversification when combined. ROUS charges 0.19%/yr vs 0.29%/yr for GPIQ.

Performance

ROUS vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with ROUS having a 15.33% return and GPIQ slightly lower at 14.86%.

ROUS

• 1D: -0.90%
• 1M: 0.88%
• YTD: 15.33%
• 6M: 13.97%
• 1Y: 27.51%
• 3Y*: 19.87%
• 5Y*: 12.64%
• 10Y*: 12.99%

GPIQ

• 1D: -2.96%
• 1M: -0.00%
• YTD: 14.86%
• 6M: 13.78%
• 1Y: 32.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROUS vs. GPIQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ROUS Hartford Multifactor US Equity ETF	15.33%	15.21%	17.61%	12.84%
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	14.86%	19.77%	23.22%	15.17%

Correlation

The correlation between ROUS and GPIQ is 0.74, 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	0.74
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023	0.73

The correlation between ROUS and GPIQ has been stable across timeframes, ranging from 0.73 to 0.74 - a consistent structural relationship.

ROUS vs. GPIQ - Sectors Allocation Comparison

Sectors	ROUS	GPIQ
Technology	37.3%	58.7%
Healthcare	10.3%	3.6%
Financial Services	9.9%	0.2%
Industrials	9.8%	2.6%
Consumer Cyclical	9.1%	11.6%
Communication Services	8.1%	14.1%
Consumer Defensive	5.5%	6.4%
Utilities	3.5%	1.3%
Energy	2.6%	0.5%
Basic Materials	2.1%	1.0%
Real Estate	2.0%	0.1%

Return for Risk

ROUS vs. GPIQ — Risk / Return Rank

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

ROUS

ROUS Risk / Return Rank: 82
ROUS Sharpe Ratio Rank: 80
ROUS Sortino Ratio Rank: 80
ROUS Omega Ratio Rank: 75
ROUS Calmar Ratio Rank: 87
ROUS Martin Ratio Rank: 89

GPIQ

GPIQ Risk / Return Rank: 69
GPIQ Sharpe Ratio Rank: 68
GPIQ Sortino Ratio Rank: 62
GPIQ Omega Ratio Rank: 68
GPIQ Calmar Ratio Rank: 70
GPIQ Martin Ratio Rank: 77

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. GPIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.

	ROUS	GPIQ	Difference
Sharpe ratio: Return per unit of total volatility	2.37	2.12	+0.25
Sortino ratio: Return per unit of downside risk	3.32	2.79	+0.53
Omega ratio: Gain probability vs. loss probability	1.42	1.39	+0.03
Calmar ratio: Return relative to maximum drawdown	4.63	3.38	+1.24
Martin ratio: Return relative to average drawdown	18.66	14.28	+4.38

ROUS vs. GPIQ - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 2.37, which is comparable to the GPIQ Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ROUS and GPIQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ROUS vs. GPIQ - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for ROUS and GPIQ.

Drawdown Indicators

	ROUS	GPIQ	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-21.06%	-14.45%
Max Drawdown (1Y) Largest decline over 1 year	-5.97%	-9.51%	+3.54%
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	-1.91%	-3.21%	+1.30%
Average Drawdown Average peak-to-trough decline	-4.22%	-2.27%	-1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.48%	2.25%	-0.77%

Volatility

ROUS vs. GPIQ - Volatility Comparison

The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 4.01%, while Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a volatility of 7.78%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROUS	GPIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	7.78%	-3.77%
Volatility (6M) Calculated over the trailing 6-month period	8.96%	12.52%	-3.56%
Volatility (1Y) Calculated over the trailing 1-year period	11.70%	15.17%	-3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.43%	17.88%	-3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.99%	17.88%	-0.89%

ROUS vs. GPIQ - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than GPIQ's 0.29% expense ratio.

Dividends

ROUS vs. GPIQ - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.34%, less than GPIQ's 9.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	9.60%	9.81%	9.18%	1.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROUS Hartford Multifactor US Equity ETF	1.34%	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

Can I hold both ROUS and GPIQ in my portfolio?

ROUS and GPIQ have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROUS or GPIQ?

GPIQ has higher volatility (7.78%) compared to ROUS (4.01%). In terms of maximum drawdown, ROUS dropped -35.51% vs GPIQ's -21.06%.

Which ETF is better, ROUS or GPIQ?

On 1-year performance, GPIQ leads with 32.06% vs 27.51% for ROUS. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROUS or GPIQ?

Over the 1-year period, GPIQ has performed better with a 32.06% return vs 27.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROUS or GPIQ?

ROUS is cheaper with a 0.19% expense ratio, compared with 0.29% for GPIQ.

Which ETF pays a higher dividend yield, ROUS or GPIQ?

GPIQ has the higher dividend yield at 9.60%, compared with 1.34% for ROUS.

What is the main difference between ROUS and GPIQ?

ROUS is categorized as Large Cap Growth Equities, while GPIQ is Nasdaq-100. They also come from different issuers: Hartford and Goldman Sachs. Their fees differ too: 0.19% for ROUS and 0.29% for GPIQ.

Which has better risk-adjusted returns?

ROUS currently has the higher Sharpe Ratio (2.37 vs 2.12), 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.