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ROUS vs. QGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROUS vs. QGRO - Performance Comparison

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

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Returns By Period

In the year-to-date period, ROUS achieves a 14.41% return, which is significantly higher than QGRO's 0.09% return.


ROUS

1D
0.12%
1M
2.22%
YTD
14.41%
6M
14.17%
1Y
26.47%
3Y*
19.89%
5Y*
12.40%
10Y*
12.77%

QGRO

1D
0.54%
1M
1.74%
YTD
0.09%
6M
0.15%
1Y
7.17%
3Y*
20.35%
5Y*
11.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROUS vs. QGRO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ROUS
Hartford Multifactor US Equity ETF
14.41%15.21%17.61%15.05%-9.65%27.33%6.61%23.94%-15.25%
QGRO
American Century STOXX U.S. Quality Growth ETF
0.09%15.18%31.42%32.42%-24.54%24.57%37.99%35.09%-16.85%

Correlation

The correlation between ROUS and QGRO is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2018

0.81

The correlation between ROUS and QGRO has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

ROUS vs. QGRO - Sectors Allocation Comparison


Sectors
ROUS
QGRO

Technology

33.2%
37.1%

Healthcare

10.7%
12.7%

Financial Services

10.6%
5.9%

Industrials

10.4%
13.6%

Consumer Cyclical

9.6%
12.0%

Communication Services

8.6%
11.0%

Consumer Defensive

5.8%
3.8%

Utilities

3.8%
0.9%

Energy

3.0%
1.8%

Basic Materials

2.2%
0.3%

Real Estate

2.1%
0.9%

Technology

ROUS
33.2%
QGRO
37.1%

Healthcare

ROUS
10.7%
QGRO
12.7%

Financial Services

ROUS
10.6%
QGRO
5.9%

Industrials

ROUS
10.4%
QGRO
13.6%

Consumer Cyclical

ROUS
9.6%
QGRO
12.0%

Communication Services

ROUS
8.6%
QGRO
11.0%

Consumer Defensive

ROUS
5.8%
QGRO
3.8%

Utilities

ROUS
3.8%
QGRO
0.9%

Energy

ROUS
3.0%
QGRO
1.8%

Basic Materials

ROUS
2.2%
QGRO
0.3%

Real Estate

ROUS
2.1%
QGRO
0.9%

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Return for Risk

ROUS vs. QGRO — Risk / Return Rank

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

ROUS
ROUS Risk / Return Rank: 8383
Overall Rank
ROUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7777
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ROUS Martin Ratio Rank: 8989
Martin Ratio Rank

QGRO
QGRO Risk / Return Rank: 1717
Overall Rank
QGRO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
QGRO Sortino Ratio Rank: 1717
Sortino Ratio Rank
QGRO Omega Ratio Rank: 1616
Omega Ratio Rank
QGRO Calmar Ratio Rank: 1616
Calmar Ratio Rank
QGRO Martin Ratio Rank: 1818
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. QGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and American Century STOXX U.S. Quality Growth ETF (QGRO). 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.


ROUSQGRODifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.41

1.09

+0.32

Calmar ratioReturn relative to maximum drawdown

4.45

0.53

+3.92

Martin ratioReturn relative to average drawdown

18.21

1.78

+16.43

ROUS vs. QGRO - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 2.31, which is higher than the QGRO Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of ROUS and QGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ROUSQGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

0.46

+1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.56

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.65

+0.01

Drawdowns

ROUS vs. QGRO - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, which is greater than QGRO's maximum drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for ROUS and QGRO.


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Drawdown Indicators


ROUSQGRODifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-32.56%

-2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-13.54%

+7.57%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-23.82%

+8.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-31.86%

+12.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-1.86%

-2.71%

+0.85%

Average Drawdown

Average peak-to-trough decline

-4.24%

-7.67%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

4.04%

-2.58%

Volatility

ROUS vs. QGRO - Volatility Comparison

The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 3.19%, while American Century STOXX U.S. Quality Growth ETF (QGRO) has a volatility of 4.33%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than QGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROUSQGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

4.33%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

12.03%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

15.58%

-4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

21.09%

-6.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

22.93%

-5.96%

ROUS vs. QGRO - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than QGRO's 0.29% expense ratio.


Dividends

ROUS vs. QGRO - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.35%, more than QGRO's 0.20% yield.


PositionTTM20252024202320222021202020192018201720162015
QGRO
American Century STOXX U.S. Quality Growth ETF
0.20%0.25%0.25%0.41%0.46%0.31%0.22%0.38%0.13%0.00%0.00%0.00%
ROUS
Hartford Multifactor US Equity ETF
1.35%1.52%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%

Frequently Asked Questions


ROUS and QGRO have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QGRO has higher volatility (4.33%) compared to ROUS (3.19%). In terms of maximum drawdown, ROUS dropped -35.51% vs QGRO's -32.56%.

On 5-year performance, ROUS leads with 12.40% vs 11.72% for QGRO. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ROUS has performed better with a 12.40% return vs 11.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.29% for QGRO.

ROUS has the higher dividend yield at 1.35%, compared with 0.20% for QGRO.

ROUS tracks Hartford Multi-factor Large Cap Index, while QGRO tracks iSTOXX American Century USA Quality Growth (USD)(GR). They also come from different issuers: Hartford and American Century. Their fees differ too: 0.19% for ROUS and 0.29% for QGRO.

ROUS currently has the higher Sharpe Ratio (2.31 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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