Correlation
The correlation between ROUS and VFMFX is 0.85, 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.
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 The 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROUS or VFMFX.
Performance
ROUS vs. VFMFX - Performance Comparison
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Key characteristics
ROUS:
0.74
VFMFX:
0.34
ROUS:
1.09
VFMFX:
0.58
ROUS:
1.15
VFMFX:
1.08
ROUS:
0.73
VFMFX:
0.31
ROUS:
2.76
VFMFX:
0.97
ROUS:
4.15%
VFMFX:
6.55%
ROUS:
16.53%
VFMFX:
20.73%
ROUS:
-35.51%
VFMFX:
-41.18%
ROUS:
-3.23%
VFMFX:
-7.43%
Returns By Period
In the year-to-date period, ROUS achieves a 2.83% return, which is significantly higher than VFMFX's -0.27% return.
ROUS
2.83%
4.03%
-3.05%
12.21%
11.05%
13.65%
9.67%
VFMFX
-0.27%
5.79%
-7.11%
6.94%
10.92%
16.44%
N/A
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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%.
Risk-Adjusted Performance
ROUS vs. VFMFX — Risk-Adjusted Performance Rank
ROUS
VFMFX
ROUS vs. VFMFX - Risk-Adjusted Performance 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.
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Dividends
ROUS vs. VFMFX - Dividend Comparison
ROUS's dividend yield for the trailing twelve months is around 1.65%, less than VFMFX's 3.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 1.65% | 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 | 3.46% | 3.29% | 1.67% | 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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Volatility
ROUS vs. VFMFX - Volatility Comparison
The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 4.18%, while Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) has a volatility of 5.09%. 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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