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ROUS vs. HSRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROUS vs. HSRT - Performance Comparison

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

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ROUS vs. HSRT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ROUS
Hartford Multifactor US Equity ETF
2.64%15.21%17.61%15.05%-9.65%27.33%6.61%23.94%-10.73%
HSRT
Hartford AAA CLO ETF
0.00%0.60%6.44%7.52%-4.40%0.58%3.77%6.95%0.40%

Returns By Period


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%

HSRT

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROUS vs. HSRT - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than HSRT's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

ROUS vs. HSRT — Risk / Return Rank

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

ROUS
ROUS Risk / Return Rank: 6868
Overall Rank
ROUS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 6666
Sortino Ratio Rank
ROUS Omega Ratio Rank: 6565
Omega Ratio Rank
ROUS Calmar Ratio Rank: 6767
Calmar Ratio Rank
ROUS Martin Ratio Rank: 7979
Martin Ratio Rank

HSRT
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. HSRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Hartford AAA CLO ETF (HSRT). 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.


ROUSHSRTDifference

Sharpe ratio

Return per unit of total volatility

1.14

Sortino ratio

Return per unit of downside risk

1.68

Omega ratio

Gain probability vs. loss probability

1.24

Calmar ratio

Return relative to maximum drawdown

1.70

Martin ratio

Return relative to average drawdown

8.56

ROUS vs. HSRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ROUSHSRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

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

Correlation

The correlation between ROUS and HSRT is 0.17, 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. HSRT - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.50%, while HSRT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
HSRT
Hartford AAA CLO ETF
0.00%1.29%6.37%3.98%2.67%2.23%2.88%3.50%1.62%0.00%0.00%0.00%

Drawdowns

ROUS vs. HSRT - Drawdown Comparison


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Drawdown Indicators


ROUSHSRTDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

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

-4.14%

Average Drawdown

Average peak-to-trough decline

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

Volatility

ROUS vs. HSRT - Volatility Comparison


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Volatility by Period


ROUSHSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%