ROUS vs. GRW
ROUS (Hartford Multifactor US Equity ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. ROUS is passively managed, while GRW is actively managed. At a 0.40 correlation, their price movements are largely independent. ROUS charges 0.19%/yr vs 0.75%/yr for GRW.
Performance
ROUS vs. GRW - Performance Comparison
Loading charts...
Returns By Period
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%
GRW
- 1D
- -0.32%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROUS vs. GRW - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ROUS Hartford Multifactor US Equity ETF | 1.56% |
GRW TCW Durable Growth ETF | 1.29% |
Correlation
The correlation between ROUS and GRW is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.40 |
ROUS vs. GRW - Sectors Allocation Comparison
Sectors
ROUS
GRW
Technology
Healthcare
Financial Services
Industrials
Consumer Cyclical
Communication Services
Consumer Defensive
-
Utilities
-
Energy
-
Basic Materials
Real Estate
-
Technology
ROUS
GRW
Healthcare
ROUS
GRW
Financial Services
ROUS
GRW
Industrials
ROUS
GRW
Consumer Cyclical
ROUS
GRW
Communication Services
ROUS
GRW
Consumer Defensive
ROUS
GRW
-
Utilities
ROUS
GRW
-
Energy
ROUS
GRW
-
Basic Materials
ROUS
GRW
Real Estate
ROUS
GRW
-
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ROUS vs. GRW — Risk / Return Rank
ROUS
GRW
ROUS vs. GRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and TCW Durable Growth ETF (GRW). 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.
| ROUS | GRW | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ROUS | GRW | Difference | |
|---|---|---|---|
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 | 14.00 | -13.33 |
Drawdowns
ROUS vs. GRW - Drawdown Comparison
The maximum ROUS drawdown since its inception was -35.51%, which is greater than GRW's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for ROUS and GRW.
Loading charts...
Drawdown Indicators
| ROUS | GRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -0.45% | -35.06% |
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 DrawdownCurrent decline from peak | 0.00% | -0.45% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -0.14% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | — | — |
Volatility
ROUS vs. GRW - Volatility Comparison
Loading charts...
Volatility by Period
| ROUS | GRW | Difference | |
|---|---|---|---|
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% | 10.19% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 10.19% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 10.19% | +6.77% |
ROUS vs. GRW - Expense Ratio Comparison
ROUS has a 0.19% expense ratio, which is lower than GRW's 0.75% expense ratio.
Dividends
ROUS vs. GRW - Dividend Comparison
ROUS's dividend yield for the trailing twelve months is around 1.32%, while GRW has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRW TCW Durable Growth ETF | 0.00% | 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
ROUS and GRW have a correlation of 0.40, 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 0.75% for GRW.
ROUS has the higher dividend yield at 1.32%, compared with 0.00% for GRW.
They also come from different issuers: Hartford and TCW. Their fees differ too: 0.19% for ROUS and 0.75% for GRW.
Find the right allocation for ROUS and GRW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer