ROUS vs. HFGO
Compare and contrast key facts about Hartford Multifactor US Equity ETF (ROUS) and Hartford Large Cap Growth ETF (HFGO).
ROUS and HFGO 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. HFGO is an actively managed fund by Hartford. It was launched on Nov 9, 2021.
Performance
ROUS vs. HFGO - Performance Comparison
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ROUS vs. HFGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 3.48% | 15.21% | 17.61% | 15.05% | -9.65% | 3.61% |
HFGO Hartford Large Cap Growth ETF | -9.27% | 15.52% | 40.73% | 42.45% | -36.69% | -5.15% |
Returns By Period
In the year-to-date period, ROUS achieves a 3.48% return, which is significantly higher than HFGO's -9.27% return.
ROUS
- 1D
- 0.81%
- 1M
- -3.23%
- YTD
- 3.48%
- 6M
- 4.19%
- 1Y
- 19.00%
- 3Y*
- 16.25%
- 5Y*
- 11.21%
- 10Y*
- 11.74%
HFGO
- 1D
- 1.43%
- 1M
- -3.69%
- YTD
- -9.27%
- 6M
- -9.07%
- 1Y
- 17.95%
- 3Y*
- 21.78%
- 5Y*
- —
- 10Y*
- —
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ROUS vs. HFGO - Expense Ratio Comparison
ROUS has a 0.19% expense ratio, which is lower than HFGO's 0.60% expense ratio.
Return for Risk
ROUS vs. HFGO — Risk / Return Rank
ROUS
HFGO
ROUS vs. HFGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Hartford Large Cap Growth ETF (HFGO). 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 | HFGO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.73 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.20 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.03 | +0.65 |
Martin ratioReturn relative to average drawdown | 8.37 | 3.37 | +5.00 |
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 | HFGO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.73 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.21 | +0.40 |
Correlation
The correlation between ROUS and HFGO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ROUS vs. HFGO - Dividend Comparison
ROUS's dividend yield for the trailing twelve months is around 1.49%, while HFGO has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 1.49% | 1.52% | 1.62% | 1.91% | 1.88% | 1.38% | 2.01% | 2.12% | 1.89% | 1.54% | 1.97% | 1.62% |
HFGO Hartford Large Cap 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% |
Drawdowns
ROUS vs. HFGO - Drawdown Comparison
The maximum ROUS drawdown since its inception was -35.51%, smaller than the maximum HFGO drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for ROUS and HFGO.
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Drawdown Indicators
| ROUS | HFGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -44.64% | +9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -18.29% | +6.85% |
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 | -3.36% | -13.36% | +10.00% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -16.62% | +12.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 5.58% | -3.29% |
Volatility
ROUS vs. HFGO - Volatility Comparison
The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 4.07%, while Hartford Large Cap Growth ETF (HFGO) has a volatility of 7.92%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than HFGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROUS | HFGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 7.92% | -3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 14.44% | -5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 24.57% | -8.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 26.16% | -11.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 26.16% | -9.22% |