ROUS vs. VFMFX
Compare and contrast key facts about Hartford Multifactor US Equity ETF (ROUS) and Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX).
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. VFMFX is managed by Vanguard. It was launched on Feb 15, 2018.
Performance
ROUS vs. VFMFX - Performance Comparison
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ROUS vs. VFMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 3.48% | 15.21% | 17.61% | 15.05% | -9.65% | 27.33% | 6.61% | 23.94% | -11.27% |
VFMFX Vanguard U.S. Multifactor Fund Admiral Shares | 3.18% | 14.50% | 17.21% | 17.89% | -5.78% | 30.78% | 3.58% | 21.81% | -14.83% |
Returns By Period
In the year-to-date period, ROUS achieves a 3.48% return, which is significantly higher than VFMFX's 3.18% return.
ROUS
- 1D
- 0.81%
- 1M
- -3.23%
- YTD
- 3.48%
- 6M
- 4.19%
- 1Y
- 19.00%
- 3Y*
- 16.25%
- 5Y*
- 11.21%
- 10Y*
- 11.74%
VFMFX
- 1D
- 2.26%
- 1M
- -4.20%
- YTD
- 3.18%
- 6M
- 7.82%
- 1Y
- 22.29%
- 3Y*
- 17.60%
- 5Y*
- 11.31%
- 10Y*
- —
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ROUS vs. VFMFX - Expense Ratio Comparison
ROUS has a 0.19% expense ratio, which is higher than VFMFX'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%.
Return for Risk
ROUS vs. VFMFX — Risk / Return Rank
ROUS
VFMFX
ROUS vs. VFMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX). 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 | VFMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.22 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.78 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.81 | -0.14 |
Martin ratioReturn relative to average drawdown | 8.37 | 8.15 | +0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROUS | VFMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.22 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.63 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.49 | +0.12 |
Correlation
The correlation between ROUS and VFMFX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ROUS vs. VFMFX - Dividend Comparison
ROUS's dividend yield for the trailing twelve months is around 1.49%, less than VFMFX's 3.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 1.49% | 1.52% | 1.62% | 1.91% | 1.88% | 1.38% | 2.01% | 2.12% | 1.89% | 1.54% | 1.97% | 1.62% |
VFMFX Vanguard U.S. Multifactor Fund Admiral Shares | 3.04% | 2.69% | 3.29% | 1.66% | 2.09% | 1.37% | 1.48% | 1.63% | 1.45% | 0.00% | 0.00% | 0.00% |
Drawdowns
ROUS vs. VFMFX - Drawdown Comparison
The maximum ROUS drawdown since its inception was -35.51%, smaller than the maximum VFMFX drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for ROUS and VFMFX.
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Drawdown Indicators
| ROUS | VFMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -41.18% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -13.05% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -18.91% | -21.18% | +2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | — | — |
Current DrawdownCurrent decline from peak | -3.36% | -5.02% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -6.00% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.90% | -0.61% |
Volatility
ROUS vs. VFMFX - Volatility Comparison
The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 4.07%, while Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) has a volatility of 4.99%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than VFMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROUS | VFMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 4.99% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 10.15% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 18.79% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 18.20% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 21.42% | -4.48% |