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 | 2.64% | 15.21% | 17.61% | 15.05% | -9.65% | 27.33% | 6.61% | 23.94% | -11.27% |
VFMFX Vanguard U.S. Multifactor Fund Admiral Shares | 0.91% | 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 2.64% return, which is significantly higher than VFMFX's 0.91% return.
ROUS
- 1D
- 1.95%
- 1M
- -4.14%
- YTD
- 2.64%
- 6M
- 3.57%
- 1Y
- 18.20%
- 3Y*
- 15.94%
- 5Y*
- 11.03%
- 10Y*
- 11.65%
VFMFX
- 1D
- -0.43%
- 1M
- -6.18%
- YTD
- 0.91%
- 6M
- 5.37%
- 1Y
- 20.19%
- 3Y*
- 16.73%
- 5Y*
- 11.14%
- 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 | 1.14 | 1.13 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.65 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.43 | +0.27 |
Martin ratioReturn relative to average drawdown | 8.56 | 6.47 | +2.09 |
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 | 1.14 | 1.13 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.62 | +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 | 0.60 | 0.47 | +0.13 |
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 1.50%, less than VFMFX's 3.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 1.50% | 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 | 3.11% | 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 | -4.14% | -7.11% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -6.00% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.89% | -0.61% |
Volatility
ROUS vs. VFMFX - Volatility Comparison
Hartford Multifactor US Equity ETF (ROUS) and Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) have volatilities of 4.16% and 4.31%, 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
| ROUS | VFMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.31% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 9.91% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 18.70% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 18.17% | -3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 21.41% | -4.47% |