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ROUS vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROUS vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and SMART Earnings Growth 30 ETF (SGRT). 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 lower than SGRT's 51.46% 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%

SGRT

1D
0.03%
1M
14.68%
YTD
51.46%
6M
56.17%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROUS vs. SGRT - Yearly Performance Comparison


2026 (YTD)2025
ROUS
Hartford Multifactor US Equity ETF
16.55%5.70%
SGRT
SMART Earnings Growth 30 ETF
51.46%25.25%

Correlation

The correlation between ROUS and SGRT is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 21, 2025

0.68

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Return for Risk

ROUS vs. SGRT — 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

SGRT
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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and SMART Earnings Growth 30 ETF (SGRT). 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.


ROUSSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

4.95

Martin ratioReturn relative to average drawdown

20.38

ROUS vs. SGRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ROUSSGRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

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

3.81

-3.14

Drawdowns

ROUS vs. SGRT - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for ROUS and SGRT.


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Drawdown Indicators


ROUSSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-17.87%

-17.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

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

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.24%

-3.11%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

ROUS vs. SGRT - Volatility Comparison


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Volatility by Period


ROUSSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

33.41%

-22.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

33.41%

-19.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

33.41%

-16.45%

ROUS vs. SGRT - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than SGRT's 0.59% expense ratio.


Dividends

ROUS vs. SGRT - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.32%, more than SGRT's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SGRT
SMART Earnings Growth 30 ETF
0.11%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ROUS and SGRT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROUS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.59% for SGRT.

ROUS has the higher dividend yield at 1.32%, compared with 0.11% for SGRT.

Their fees differ too: 0.19% for ROUS and 0.59% for SGRT.

Portfolio Optimizer

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