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ROUS vs. RFDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROUS vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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 16.55% return, which is significantly higher than RFDA's 11.40% return.


ROUS

1D
0.01%
1M
6.18%
YTD
16.55%
6M
16.75%
1Y
29.42%
3Y*
20.87%
5Y*
12.84%
10Y*
13.01%

RFDA

1D
-0.92%
1M
4.27%
YTD
11.40%
6M
12.25%
1Y
29.49%
3Y*
19.19%
5Y*
13.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROUS vs. RFDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROUS
Hartford Multifactor US Equity ETF
16.55%15.21%17.61%15.05%-9.65%27.33%6.61%23.94%-9.59%22.88%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
11.40%16.42%20.12%16.98%-8.58%25.94%11.26%27.15%-9.27%19.86%

Correlation

The correlation between ROUS and RFDA is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.84

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2016

0.85

The correlation between ROUS and RFDA shifts across timeframes, from 0.77 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

ROUS vs. RFDA - Sectors Allocation Comparison


Sectors
ROUS
RFDA

Technology

33.2%
19.9%

Healthcare

10.7%
8.8%

Financial Services

10.6%
14.7%

Industrials

10.4%
8.9%

Consumer Cyclical

9.6%
7.0%

Communication Services

8.6%
8.8%

Consumer Defensive

5.8%
7.6%

Utilities

3.8%
5.0%

Energy

3.0%
12.5%

Basic Materials

2.2%
1.8%

Real Estate

2.1%
5.0%

Technology

ROUS
33.2%
RFDA
19.9%

Healthcare

ROUS
10.7%
RFDA
8.8%

Financial Services

ROUS
10.6%
RFDA
14.7%

Industrials

ROUS
10.4%
RFDA
8.9%

Consumer Cyclical

ROUS
9.6%
RFDA
7.0%

Communication Services

ROUS
8.6%
RFDA
8.8%

Consumer Defensive

ROUS
5.8%
RFDA
7.6%

Utilities

ROUS
3.8%
RFDA
5.0%

Energy

ROUS
3.0%
RFDA
12.5%

Basic Materials

ROUS
2.2%
RFDA
1.8%

Real Estate

ROUS
2.1%
RFDA
5.0%

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Return for Risk

ROUS vs. RFDA — 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: 7979
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7676
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ROUS Martin Ratio Rank: 8989
Martin Ratio Rank

RFDA
RFDA Risk / Return Rank: 8383
Overall Rank
RFDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RFDA Sortino Ratio Rank: 7878
Sortino Ratio Rank
RFDA Omega Ratio Rank: 7979
Omega Ratio Rank
RFDA Calmar Ratio Rank: 9090
Calmar Ratio Rank
RFDA Martin Ratio Rank: 8989
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. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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.


ROUSRFDADifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.46

1.47

-0.02

Calmar ratioReturn relative to maximum drawdown

4.95

5.44

-0.49

Martin ratioReturn relative to average drawdown

20.38

19.87

+0.51

ROUS vs. RFDA - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 2.60, which is comparable to the RFDA Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of ROUS and RFDA, 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


ROUSRFDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.55

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.84

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.79

-0.12

Drawdowns

ROUS vs. RFDA - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, roughly equal to the maximum RFDA drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for ROUS and RFDA.


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Drawdown Indicators


ROUSRFDADifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-34.60%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-5.45%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-19.35%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-19.35%

+0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

0.00%

-0.92%

+0.92%

Average Drawdown

Average peak-to-trough decline

-4.24%

-3.74%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.49%

-0.04%

Volatility

ROUS vs. RFDA - Volatility Comparison

Hartford Multifactor US Equity ETF (ROUS) and RiverFront Dynamic US Dividend Advantage ETF (RFDA) have volatilities of 2.54% and 2.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROUSRFDADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.66%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

8.47%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

11.64%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

15.73%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

16.85%

+0.11%

ROUS vs. RFDA - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than RFDA's 0.52% expense ratio.


Dividends

ROUS vs. RFDA - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.32%, less than RFDA's 1.77% yield.


PositionTTM20252024202320222021202020192018201720162015
RFDA
RiverFront Dynamic US Dividend Advantage ETF
1.77%1.89%2.23%2.68%3.57%1.44%1.62%1.87%2.44%1.90%0.98%0.00%
ROUS
Hartford Multifactor US Equity ETF
1.32%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 RFDA have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RFDA has higher volatility (2.66%) compared to ROUS (2.54%). In terms of maximum drawdown, ROUS dropped -35.51% vs RFDA's -34.60%.

On 5-year performance, RFDA leads with 13.17% vs 12.84% for ROUS. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RFDA has performed better with a 13.17% return vs 12.84%. 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 0.52% for RFDA.

RFDA has the higher dividend yield at 1.77%, compared with 1.32% for ROUS.

They also come from different issuers: Hartford and SS&C. Their fees differ too: 0.19% for ROUS and 0.52% for RFDA.

ROUS currently has the higher Sharpe Ratio (2.60 vs 2.55), 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.

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