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ROUS vs. GQGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROUS vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and GQG US Equity ETF (GQGU). 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 GQGU's 6.60% 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%

GQGU

1D
-1.06%
1M
-1.65%
YTD
6.60%
6M
7.16%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROUS vs. GQGU - Yearly Performance Comparison


2026 (YTD)2025
ROUS
Hartford Multifactor US Equity ETF
16.55%7.85%
GQGU
GQG US Equity ETF
6.60%-1.14%

Correlation

The correlation between ROUS and GQGU is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.08

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Return for Risk

ROUS vs. GQGU — 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

GQGU
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. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and GQG US Equity ETF (GQGU). 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.


ROUSGQGUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

4.95

Martin ratioReturn relative to average drawdown

20.38

ROUS vs. GQGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ROUSGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

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

0.67

0.60

+0.07

Drawdowns

ROUS vs. GQGU - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for ROUS and GQGU.


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Drawdown Indicators


ROUSGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-6.65%

-28.86%

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

0.00%

-4.66%

+4.66%

Average Drawdown

Average peak-to-trough decline

-4.24%

-2.54%

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

ROUS vs. GQGU - Volatility Comparison


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Volatility by Period


ROUSGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

10.14%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

10.14%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

10.14%

+6.82%

ROUS vs. GQGU - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than GQGU's 0.49% expense ratio.


Dividends

ROUS vs. GQGU - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.32%, more than GQGU's 0.96% yield.


PositionTTM20252024202320222021202020192018201720162015
GQGU
GQG US Equity ETF
0.96%1.02%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


ROUS and GQGU have a correlation of 0.08, 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 GQGU.

ROUS has the higher dividend yield at 1.32%, compared with 0.96% for GQGU.

They also come from different issuers: Hartford and GQG Partners. Their fees differ too: 0.19% for ROUS and 0.49% for GQGU.

Portfolio Optimizer

Find the right allocation for ROUS and GQGU

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