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

GRW

1D
-0.89%
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 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

0.57

ROUS vs. GRW - Sectors Allocation Comparison


Sectors
ROUS
GRW

Technology

37.3%
26.0%

Healthcare

10.3%
3.6%

Financial Services

9.9%
8.6%

Industrials

9.8%
39.6%

Consumer Cyclical

9.1%
7.4%

Communication Services

8.1%
7.8%

Consumer Defensive

5.5%

-

Utilities

3.5%

-

Energy

2.6%

-

Basic Materials

2.1%
3.8%

Real Estate

2.0%

-

Technology

ROUS
37.3%
GRW
26.0%

Healthcare

ROUS
10.3%
GRW
3.6%

Financial Services

ROUS
9.9%
GRW
8.6%

Industrials

ROUS
9.8%
GRW
39.6%

Consumer Cyclical

ROUS
9.1%
GRW
7.4%

Communication Services

ROUS
8.1%
GRW
7.8%

Consumer Defensive

ROUS
5.5%
GRW

-

Utilities

ROUS
3.5%
GRW

-

Energy

ROUS
2.6%
GRW

-

Basic Materials

ROUS
2.1%
GRW
3.8%

Real Estate

ROUS
2.0%
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: 8282
Overall Rank
ROUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8080
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7575
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ROUS Martin Ratio Rank: 8989
Martin Ratio Rank

GRW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.


ROUSGRWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

4.63

Martin ratioReturn relative to average drawdown

18.66

ROUS vs. GRW - Sharpe Ratio Comparison


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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 -3.83%. 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%

-3.83%

-31.68%

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

-1.91%

-2.25%

+0.34%

Average Drawdown

Average peak-to-trough decline

-4.22%

-0.99%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

Volatility

ROUS vs. GRW - Volatility Comparison


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Volatility by Period


ROUSGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.70%

19.15%

-7.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

19.15%

-4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

19.15%

-2.16%

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 1.34%, 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
1.34%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


ROUS and GRW have a correlation of 0.57, 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 1.34%, 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

Find the right allocation for ROUS and GRW

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