ROUS vs. QQQ

Last updated Apr 1, 2026

Compare and contrast key facts about Hartford Multifactor US Equity ETF (ROUS) and Invesco QQQ ETF (QQQ).

ROUS and QQQ 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. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both ROUS and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ROUS vs. QQQ - Performance Comparison

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

ROUS vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROUS Hartford Multifactor US Equity ETF	2.64%	15.21%	17.61%	15.05%	-9.65%	27.33%	6.61%	23.94%	-9.59%	22.88%
QQQ Invesco QQQ ETF	-5.93%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%

Returns By Period

In the year-to-date period, ROUS achieves a 2.64% return, which is significantly higher than QQQ's -5.93% return. Over the past 10 years, ROUS has underperformed QQQ with an annualized return of 11.65%, while QQQ has yielded a comparatively higher 18.85% annualized 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%

QQQ

• 1D: 3.39%
• 1M: -4.84%
• YTD: -5.93%
• 6M: -3.62%
• 1Y: 23.68%
• 3Y*: 22.32%
• 5Y*: 12.88%
• 10Y*: 18.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROUS vs. QQQ - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is higher than QQQ's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

ROUS

Hartford Multifactor US Equity ETF

QQQ

Invesco QQQ ETF

Return for Risk

ROUS vs. QQQ — Risk / Return Rank

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

ROUS

ROUS Risk / Return Rank: 68
ROUS Sharpe Ratio Rank: 65
ROUS Sortino Ratio Rank: 66
ROUS Omega Ratio Rank: 65
ROUS Calmar Ratio Rank: 67
ROUS Martin Ratio Rank: 79

QQQ

QQQ Risk / Return Rank: 69
QQQ Sharpe Ratio Rank: 63
QQQ Sortino Ratio Rank: 68
QQQ Omega Ratio Rank: 67
QQQ Calmar Ratio Rank: 76
QQQ Martin Ratio Rank: 73

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. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Invesco QQQ ETF (QQQ). 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	QQQ	Difference
Sharpe ratio Return per unit of total volatility	1.14	1.05	+0.09
Sortino ratio Return per unit of downside risk	1.68	1.63	+0.05
Omega ratio Gain probability vs. loss probability	1.24	1.23	+0.01
Calmar ratio Return relative to maximum drawdown	1.70	1.88	-0.17
Martin ratio Return relative to average drawdown	8.56	6.95	+1.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROUS vs. QQQ - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 1.14, which is comparable to the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ROUS and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ROUS	QQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	1.05	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.58	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.85	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.37	+0.23

Correlation

The correlation between ROUS and QQQ is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ROUS vs. QQQ - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.50%, more than QQQ's 0.49% yield.

	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%
QQQ Invesco QQQ ETF	0.49%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%

Drawdowns

ROUS vs. QQQ - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ROUS and QQQ.

Drawdown Indicators

	ROUS	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-82.97%	+47.46%
Max Drawdown (1Y) Largest decline over 1 year	-11.44%	-12.62%	+1.18%
Max Drawdown (5Y) Largest decline over 5 years	-18.91%	-35.12%	+16.21%
Max Drawdown (10Y) Largest decline over 10 years	-35.51%	-35.12%	-0.39%
Current Drawdown Current decline from peak	-4.14%	-8.98%	+4.84%
Average Drawdown Average peak-to-trough decline	-4.30%	-32.99%	+28.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	3.41%	-1.13%

Volatility

ROUS vs. QQQ - Volatility Comparison

The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 4.16%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROUS	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	6.51%	-2.35%
Volatility (6M) Calculated over the trailing 6-month period	8.79%	12.77%	-3.98%
Volatility (1Y) Calculated over the trailing 1-year period	16.06%	22.67%	-6.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.37%	22.39%	-8.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.94%	22.25%	-5.31%