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ROUS vs. HQGO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROUS vs. HQGO - Performance Comparison

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

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ROUS vs. HQGO - Yearly Performance Comparison


2026 (YTD)202520242023
ROUS
Hartford Multifactor US Equity ETF
3.48%15.21%17.61%4.52%
HQGO
Hartford US Quality Growth ETF
-4.85%15.15%25.09%6.12%

Returns By Period

In the year-to-date period, ROUS achieves a 3.48% return, which is significantly higher than HQGO's -4.85% 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%

HQGO

1D
0.76%
1M
-3.93%
YTD
-4.85%
6M
-3.46%
1Y
16.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROUS vs. HQGO - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than HQGO's 0.34% expense ratio.


Return for Risk

ROUS vs. HQGO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROUS
ROUS Risk / Return Rank: 6666
Overall Rank
ROUS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 6666
Sortino Ratio Rank
ROUS Omega Ratio Rank: 6464
Omega Ratio Rank
ROUS Calmar Ratio Rank: 6161
Calmar Ratio Rank
ROUS Martin Ratio Rank: 7373
Martin Ratio Rank

HQGO
HQGO Risk / Return Rank: 4949
Overall Rank
HQGO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HQGO Sortino Ratio Rank: 4848
Sortino Ratio Rank
HQGO Omega Ratio Rank: 4848
Omega Ratio Rank
HQGO Calmar Ratio Rank: 5050
Calmar Ratio Rank
HQGO Martin Ratio Rank: 5555
Martin Ratio Rank
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. HQGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Hartford US Quality Growth ETF (HQGO). 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.


ROUSHQGODifference

Sharpe ratio

Return per unit of total volatility

1.19

0.86

+0.33

Sortino ratio

Return per unit of downside risk

1.74

1.37

+0.37

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

1.67

1.45

+0.23

Martin ratio

Return relative to average drawdown

8.37

5.95

+2.42

ROUS vs. HQGO - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 1.19, which is higher than the HQGO Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ROUS and HQGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ROUSHQGODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.86

+0.33

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

1.02

-0.41

Correlation

The correlation between ROUS and HQGO is 0.85, 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. HQGO - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.49%, more than HQGO's 0.53% yield.


TTM20252024202320222021202020192018201720162015
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%
HQGO
Hartford US Quality Growth ETF
0.53%0.51%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ROUS vs. HQGO - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, which is greater than HQGO's maximum drawdown of -20.85%. Use the drawdown chart below to compare losses from any high point for ROUS and HQGO.


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Drawdown Indicators


ROUSHQGODifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-20.85%

-14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-12.12%

+0.68%

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

-3.36%

-6.95%

+3.59%

Average Drawdown

Average peak-to-trough decline

-4.30%

-2.63%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.95%

-0.66%

Volatility

ROUS vs. HQGO - Volatility Comparison

The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 4.07%, while Hartford US Quality Growth ETF (HQGO) has a volatility of 5.76%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than HQGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROUSHQGODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

5.76%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

10.84%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

19.92%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

17.30%

-2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

17.30%

-0.36%