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ROUS vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROUS and VIG is 0.82, 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.


Performance

ROUS vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ROUS:

0.56

VIG:

0.54

Sortino Ratio

ROUS:

0.96

VIG:

0.95

Omega Ratio

ROUS:

1.13

VIG:

1.14

Calmar Ratio

ROUS:

0.62

VIG:

0.64

Martin Ratio

ROUS:

2.39

VIG:

2.62

Ulcer Index

ROUS:

4.10%

VIG:

3.62%

Daily Std Dev

ROUS:

16.22%

VIG:

15.77%

Max Drawdown

ROUS:

-35.51%

VIG:

-46.81%

Current Drawdown

ROUS:

-5.75%

VIG:

-5.88%

Returns By Period

In the year-to-date period, ROUS achieves a 0.15% return, which is significantly higher than VIG's -1.37% return. Over the past 10 years, ROUS has underperformed VIG with an annualized return of 10.57%, while VIG has yielded a comparatively higher 11.20% annualized return.


ROUS

YTD

0.15%

1M

4.25%

6M

-4.61%

1Y

9.03%

5Y*

13.97%

10Y*

10.57%

VIG

YTD

-1.37%

1M

3.05%

6M

-4.46%

1Y

8.49%

5Y*

13.19%

10Y*

11.20%

*Annualized

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ROUS vs. VIG - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is higher than VIG's 0.06% 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. VIG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROUS
The Risk-Adjusted Performance Rank of ROUS is 6666
Overall Rank
The Sharpe Ratio Rank of ROUS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ROUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ROUS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ROUS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ROUS is 6868
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 6666
Overall Rank
The Sharpe Ratio Rank of VIG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ROUS vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Vanguard Dividend Appreciation ETF (VIG). 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.


The current ROUS Sharpe Ratio is 0.56, which is comparable to the VIG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ROUS and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ROUS vs. VIG - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.69%, less than VIG's 1.85% yield.


TTM20242023202220212020201920182017201620152014
ROUS
Hartford Multifactor US Equity ETF
1.69%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

ROUS vs. VIG - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for ROUS and VIG. For additional features, visit the drawdowns tool.


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Volatility

ROUS vs. VIG - Volatility Comparison


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