ROUS vs. HCRB
Compare and contrast key facts about Hartford Multifactor US Equity ETF (ROUS) and Hartford Core Bond ETF (HCRB).
ROUS and HCRB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROUS is a passively managed fund by Hartford that tracks the performance of the Hartford Multi-factor Large Cap Index. It was launched on Feb 25, 2015. HCRB is an actively managed fund by Hartford. It was launched on Feb 19, 2020.
Performance
ROUS vs. HCRB - Performance Comparison
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ROUS vs. HCRB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 2.64% | 15.21% | 17.61% | 15.05% | -9.65% | 27.33% | 3.30% |
HCRB Hartford Core Bond ETF | -0.11% | 7.06% | 2.23% | 6.98% | -14.61% | -1.79% | 6.78% |
Returns By Period
In the year-to-date period, ROUS achieves a 2.64% return, which is significantly higher than HCRB's -0.11% return.
ROUS
- 1D
- 1.95%
- 1M
- -4.14%
- YTD
- 2.64%
- 6M
- 3.57%
- 1Y
- 18.20%
- 3Y*
- 15.94%
- 5Y*
- 11.03%
- 10Y*
- 11.65%
HCRB
- 1D
- 0.17%
- 1M
- -1.91%
- YTD
- -0.11%
- 6M
- 0.86%
- 1Y
- 4.04%
- 3Y*
- 4.06%
- 5Y*
- 0.24%
- 10Y*
- —
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ROUS vs. HCRB - Expense Ratio Comparison
ROUS has a 0.19% expense ratio, which is lower than HCRB's 0.29% expense ratio.
Return for Risk
ROUS vs. HCRB — Risk / Return Rank
ROUS
HCRB
ROUS vs. HCRB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Hartford Core Bond ETF (HCRB). 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 | HCRB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.94 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.34 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.60 | +0.10 |
Martin ratioReturn relative to average drawdown | 8.56 | 4.55 | +4.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROUS | HCRB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.94 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.04 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.13 | +0.48 |
Correlation
The correlation between ROUS and HCRB is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ROUS vs. HCRB - Dividend Comparison
ROUS's dividend yield for the trailing twelve months is around 1.50%, less than HCRB's 4.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 1.50% | 1.52% | 1.62% | 1.91% | 1.88% | 1.38% | 2.01% | 2.12% | 1.89% | 1.54% | 1.97% | 1.62% |
HCRB Hartford Core Bond ETF | 4.23% | 4.12% | 4.15% | 3.39% | 2.18% | 1.47% | 1.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ROUS vs. HCRB - Drawdown Comparison
The maximum ROUS drawdown since its inception was -35.51%, which is greater than HCRB's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for ROUS and HCRB.
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Drawdown Indicators
| ROUS | HCRB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -19.90% | -15.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -2.68% | -8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.91% | -19.42% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | — | — |
Current DrawdownCurrent decline from peak | -4.14% | -2.14% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -7.17% | +2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 0.94% | +1.34% |
Volatility
ROUS vs. HCRB - Volatility Comparison
Hartford Multifactor US Equity ETF (ROUS) has a higher volatility of 4.16% compared to Hartford Core Bond ETF (HCRB) at 1.71%. This indicates that ROUS's price experiences larger fluctuations and is considered to be riskier than HCRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROUS | HCRB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 1.71% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 2.59% | +6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 4.31% | +11.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 6.12% | +8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 6.01% | +10.93% |