PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ROUS vs. TTAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ROUS vs. TTAC

Last updated Aug 4, 2026
Documentation

ROUS (Hartford Multifactor US Equity ETF) and TTAC (TrimTabs US Free Cash Flow Quality ETF) are both exchange-traded funds - ROUS is a Large Cap Growth Equities fund tracking the Hartford Multi-factor Large Cap Index, while TTAC is a Quality Factor fund actively managed by TrimTabs. ROUS is passively managed, while TTAC is actively managed. Over the past 5 years, ROUS returned 12.22%/yr vs 11.12%/yr for TTAC. Their correlation of 0.89 means they have usually moved in the same direction. ROUS charges 0.19%/yr vs 0.59%/yr for TTAC.

Performance

ROUS vs. TTAC - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ROUS achieves a 17.13% return, which is significantly higher than TTAC's 15.31% return.

ROUS

1D
0.57%
1M
0.96%
6M
11.60%
YTD
17.13%
1Y
27.87%
3Y*
19.09%
5Y*
12.22%
10Y*
12.68%
ALL TIME*
11.05%

TTAC

1D
0.84%
1M
-1.36%
6M
12.42%
YTD
15.31%
1Y
20.70%
3Y*
16.79%
5Y*
11.12%
10Y*
—
ALL TIME*
14.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ROUS

Hartford Multifactor US Equity ETF
$3.40M$3.69M$3.28M

TTAC

TrimTabs US Free Cash Flow Quality ETF
$1.01M$1.13M$1.15M

ROUS vs. TTAC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ROUS
Hartford Multifactor US Equity ETF		17.13%15.21%17.61%15.05%-9.65%27.33%6.61%23.94%-9.59%14.50%
TTAC
TrimTabs US Free Cash Flow Quality ETF		15.31%8.07%18.26%22.97%-14.60%30.66%18.30%26.03%-6.26%15.11%

Correlation

The correlation between ROUS and TTAC is 0.85, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.91

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.89

The correlation between ROUS and TTAC has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

ROUS vs. TTAC - Sectors Allocation Comparison

Sectors
ROUS
TTAC

Technology

35.2%
31.4%

Healthcare

11.1%
11.6%

Financial Services

11.1%
14.5%

Industrials

10.4%
9.3%

Consumer Cyclical

9.1%
11.8%

Communication Services

6.3%
5.0%

Consumer Defensive

5.4%
8.0%

Utilities

3.7%

-

Energy

2.7%
2.6%

Real Estate

2.2%
2.0%

Basic Materials

2.1%
2.3%

Technology

ROUS
35.2%
TTAC
31.4%

Healthcare

ROUS
11.1%
TTAC
11.6%

Financial Services

ROUS
11.1%
TTAC
14.5%

Industrials

ROUS
10.4%
TTAC
9.3%

Consumer Cyclical

ROUS
9.1%
TTAC
11.8%

Communication Services

ROUS
6.3%
TTAC
5.0%

Consumer Defensive

ROUS
5.4%
TTAC
8.0%

Utilities

ROUS
3.7%
TTAC

-

Energy

ROUS
2.7%
TTAC
2.6%

Real Estate

ROUS
2.2%
TTAC
2.0%

Basic Materials

ROUS
2.1%
TTAC
2.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Hartford Multifactor US Equity ETF

TrimTabs US Free Cash Flow Quality ETF

Often compared with ROUS:
ROUS vs. PALCROUS vs. VFMFXROUS vs. VSMVROUS vs. DYNFROUS vs. OMFLROUS vs. QQQROUS vs. SPMO
Often compared with TTAC:
TTAC vs. COWGTTAC vs. SPYTTAC vs. DSTLTTAC vs. COWZTTAC vs. VFLOTTAC vs. VIGTTAC vs. BDGS

Return for Risk

ROUS vs. TTAC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ROUS
ROUS Risk / Return Rank: 9292
Overall Rank
ROUS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 9292
Sortino Ratio Rank
ROUS Omega Ratio Rank: 9090
Omega Ratio Rank
ROUS Calmar Ratio Rank: 9393
Calmar Ratio Rank
ROUS Martin Ratio Rank: 9494
Martin Ratio Rank
TTAC
TTAC Risk / Return Rank: 5656
Overall Rank
TTAC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TTAC Sortino Ratio Rank: 4646
Sortino Ratio Rank
TTAC Omega Ratio Rank: 4444
Omega Ratio Rank
TTAC Calmar Ratio Rank: 7777
Calmar Ratio Rank
TTAC Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ROUS vs. TTAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and TrimTabs US Free Cash Flow Quality ETF (TTAC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ROUSTTACDifference
Sharpe ratioReturn per unit of total volatility
2.42
1.24

+1.18

Sortino ratioReturn per unit of downside risk
3.43
1.76

+1.66

Omega ratioGain probability vs. loss probability

1.43

1.22

+0.21

Calmar ratioReturn relative to maximum drawdown

4.69

2.90

+1.79

Martin ratioReturn relative to average drawdown

18.56

8.91

+9.65

ROUS vs. TTAC - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 2.42, which is higher than the TTAC Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of ROUS and TTAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

ROUS vs. TTAC - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, roughly equal to the maximum TTAC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for ROUS and TTAC.

Loading charts...

Drawdown Indicators

ROUSTTACDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-34.95%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-7.17%

+1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-19.92%

+4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-21.88%

+2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

—

—

Current Drawdown

Current decline from peak

-0.38%

-4.50%

+4.12%

Average Drawdown

Average peak-to-trough decline

-4.19%

-4.95%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

2.33%

-0.82%

Volatility

ROUS vs. TTAC - Volatility Comparison

The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 2.46%, while TrimTabs US Free Cash Flow Quality ETF (TTAC) has a volatility of 4.80%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than TTAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

ROUSTTACDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

4.80%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

13.60%

-4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

16.82%

-5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

17.42%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

18.75%

-1.83%

ROUS vs. TTAC - Expense Ratio Comparison

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

Dividends

ROUS vs. TTAC - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.32%, more than TTAC's 0.54% 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%
TTAC
TrimTabs US Free Cash Flow Quality ETF		0.54%0.62%0.70%0.94%1.36%9.63%0.41%0.72%0.62%0.40%0.00%0.00%

Frequently Asked Questions

ROUS and TTAC have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTAC has higher volatility (4.80%) compared to ROUS (2.46%). In terms of maximum drawdown, ROUS dropped -35.51% vs TTAC's -34.95%.

On 5-year performance, ROUS leads with 12.22% vs 11.12% for TTAC. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 2.46%. 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 12.22% return vs 11.12%. 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 0.59% for TTAC.

ROUS has the higher dividend yield at 1.32%, compared with 0.54% for TTAC.

ROUS is categorized as Large Cap Growth Equities, while TTAC is Quality Factor. They also come from different issuers: Hartford and TrimTabs. Their fees differ too: 0.19% for ROUS and 0.59% for TTAC.

ROUS currently has the higher Sharpe Ratio (2.42 vs 1.24), 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

Find the right allocation for ROUS and TTAC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer