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ROUS vs. GRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROUS vs. GRW - Performance Comparison

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

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

ROUS vs. GRW - Yearly Performance Comparison


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

33.2%
26.6%

Healthcare

10.7%
4.1%

Financial Services

10.6%
9.8%

Industrials

10.4%
38.1%

Consumer Cyclical

9.6%
8.3%

Communication Services

8.6%
9.1%

Consumer Defensive

5.8%

-

Utilities

3.8%

-

Energy

3.0%

-

Basic Materials

2.2%
4.0%

Real Estate

2.1%

-

Technology

ROUS
33.2%
GRW
26.6%

Healthcare

ROUS
10.7%
GRW
4.1%

Financial Services

ROUS
10.6%
GRW
9.8%

Industrials

ROUS
10.4%
GRW
38.1%

Consumer Cyclical

ROUS
9.6%
GRW
8.3%

Communication Services

ROUS
8.6%
GRW
9.1%

Consumer Defensive

ROUS
5.8%
GRW

-

Utilities

ROUS
3.8%
GRW

-

Energy

ROUS
3.0%
GRW

-

Basic Materials

ROUS
2.2%
GRW
4.0%

Real Estate

ROUS
2.1%
GRW

-

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Return for Risk

ROUS vs. GRW — 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

GRW
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. 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.


ROUSGRWDifference
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. GRW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ROUSGRWDifference

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.


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Drawdown Indicators


ROUSGRWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.45%

+0.45%

Average Drawdown

Average peak-to-trough decline

-4.24%

-0.14%

-4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

ROUS vs. GRW - Volatility Comparison


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Volatility by Period


ROUSGRWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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