ROUS vs. IQM
Compare and contrast key facts about Hartford Multifactor US Equity ETF (ROUS) and Franklin Intelligent Machines ETF (IQM).
ROUS and IQM 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. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
ROUS vs. IQM - Performance Comparison
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ROUS vs. IQM - 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% | 15.34% |
IQM Franklin Intelligent Machines ETF | 1.18% | 30.76% | 31.03% | 41.06% | -33.36% | 25.18% | 78.48% |
Returns By Period
In the year-to-date period, ROUS achieves a 2.64% return, which is significantly higher than IQM's 1.18% 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%
IQM
- 1D
- 6.12%
- 1M
- -5.85%
- YTD
- 1.18%
- 6M
- 0.06%
- 1Y
- 53.99%
- 3Y*
- 26.13%
- 5Y*
- 14.95%
- 10Y*
- —
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ROUS vs. IQM - Expense Ratio Comparison
ROUS has a 0.19% expense ratio, which is lower than IQM's 0.50% expense ratio.
Return for Risk
ROUS vs. IQM — Risk / Return Rank
ROUS
IQM
ROUS vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Franklin Intelligent Machines ETF (IQM). 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 | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.68 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.68 | 2.29 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.32 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.72 | -2.02 |
Martin ratioReturn relative to average drawdown | 8.56 | 11.65 | -3.09 |
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 | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.68 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.52 | +0.25 |
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 | 0.77 | -0.17 |
Correlation
The correlation between ROUS and IQM 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. IQM - Dividend Comparison
ROUS's dividend yield for the trailing twelve months is around 1.50%, while IQM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 1.50% | 1.52% | 1.62% | 1.91% | 1.88% | 1.38% | 2.01% | 2.12% | 1.89% | 1.54% | 1.97% | 1.62% |
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ROUS vs. IQM - Drawdown Comparison
The maximum ROUS drawdown since its inception was -35.51%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for ROUS and IQM.
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Drawdown Indicators
| ROUS | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -44.91% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -14.71% | +3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -18.91% | -44.91% | +26.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | — | — |
Current DrawdownCurrent decline from peak | -4.14% | -8.68% | +4.54% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -12.55% | +8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 4.70% | -2.42% |
Volatility
ROUS vs. IQM - Volatility Comparison
The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 4.16%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.90%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROUS | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 12.90% | -8.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 23.48% | -14.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 33.37% | -17.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 28.67% | -14.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 30.73% | -13.79% |