ROUS vs. VSMV

Last updated Jun 23, 2026

ROUS (Hartford Multifactor US Equity ETF) and VSMV (VictoryShares US Multi-Factor Minimum Volatility ETF) are both exchange-traded funds - ROUS is a Large Cap Growth Equities fund tracking the Hartford Multi-factor Large Cap Index, while VSMV is a Volatility Hedged Equity fund tracking the Nasdaq Victory Multi-Factor Minimum Volatility Index. Both are passively managed. Over the past 5 years, ROUS returned 12.99%/yr vs 11.45%/yr for VSMV. Their correlation of 0.83 suggests significant overlap in exposure. ROUS charges 0.19%/yr vs 0.35%/yr for VSMV.

Performance

ROUS vs. VSMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROUS achieves a 16.38% return, which is significantly higher than VSMV's 8.20% return.

ROUS

• 1D: 0.54%
• 1M: 1.79%
• YTD: 16.38%
• 6M: 15.03%
• 1Y: 30.10%
• 3Y*: 20.23%
• 5Y*: 12.99%
• 10Y*: 13.10%

VSMV

• 1D: 0.12%
• 1M: -1.78%
• YTD: 8.20%
• 6M: 7.86%
• 1Y: 24.37%
• 3Y*: 15.97%
• 5Y*: 11.45%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROUS vs. VSMV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROUS Hartford Multifactor US Equity ETF	16.38%	15.21%	17.61%	15.05%	-9.65%	27.33%	6.61%	23.94%	-9.59%	15.19%
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF	8.20%	16.77%	15.79%	12.34%	-7.56%	25.66%	5.05%	26.79%	-1.12%	11.48%

Correlation

The correlation between ROUS and VSMV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jun 22, 2017	0.83

The correlation between ROUS and VSMV has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

ROUS vs. VSMV - Sectors Allocation Comparison

Sectors	ROUS	VSMV
Technology	37.3%	38.1%
Healthcare	10.3%	14.1%
Financial Services	9.9%	7.8%
Industrials	9.8%	8.2%
Consumer Cyclical	9.1%	4.9%
Communication Services	8.1%	5.1%
Consumer Defensive	5.5%	16.1%
Utilities	3.5%	0.0%
Energy	2.6%	4.1%
Basic Materials	2.1%	1.6%
Real Estate	2.0%	0.0%

Return for Risk

ROUS vs. VSMV — Risk / Return Rank

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

ROUS

ROUS Risk / Return Rank: 86
ROUS Sharpe Ratio Rank: 84
ROUS Sortino Ratio Rank: 84
ROUS Omega Ratio Rank: 80
ROUS Calmar Ratio Rank: 89
ROUS Martin Ratio Rank: 91

VSMV

VSMV Risk / Return Rank: 86
VSMV Sharpe Ratio Rank: 85
VSMV Sortino Ratio Rank: 88
VSMV Omega Ratio Rank: 83
VSMV Calmar Ratio Rank: 87
VSMV Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ROUS vs. VSMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV). 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.

	ROUS	VSMV	Difference
Sharpe ratio: Return per unit of total volatility	2.59	2.64	-0.05
Sortino ratio: Return per unit of downside risk	3.61	3.82	-0.21
Omega ratio: Gain probability vs. loss probability	1.46	1.48	-0.02
Calmar ratio: Return relative to maximum drawdown	5.06	4.72	+0.34
Martin ratio: Return relative to average drawdown	20.49	17.61	+2.88

ROUS vs. VSMV - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 2.59, which is comparable to the VSMV Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ROUS and VSMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ROUS vs. VSMV - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, which is greater than VSMV's maximum drawdown of -31.33%. Use the drawdown chart below to compare losses from any high point for ROUS and VSMV.

Drawdown Indicators

	ROUS	VSMV	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-31.33%	-4.18%
Max Drawdown (1Y) Largest decline over 1 year	-5.97%	-5.18%	-0.79%
Max Drawdown (3Y) Largest decline over 3 years	-15.81%	-13.22%	-2.59%
Max Drawdown (5Y) Largest decline over 5 years	-18.91%	-17.96%	-0.95%
Max Drawdown (10Y) Largest decline over 10 years	-35.51%	—	—
Current Drawdown Current decline from peak	-1.02%	-2.02%	+1.00%
Average Drawdown Average peak-to-trough decline	-4.22%	-3.40%	-0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.47%	1.39%	+0.08%

Volatility

ROUS vs. VSMV - Volatility Comparison

Hartford Multifactor US Equity ETF (ROUS) has a higher volatility of 3.89% compared to VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) at 3.35%. This indicates that ROUS's price experiences larger fluctuations and is considered to be riskier than VSMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROUS	VSMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	3.35%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	8.91%	6.68%	+2.23%
Volatility (1Y) Calculated over the trailing 1-year period	11.68%	9.29%	+2.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.43%	12.88%	+1.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.98%	15.03%	+1.95%

ROUS vs. VSMV - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than VSMV's 0.35% expense ratio.

Dividends

ROUS vs. VSMV - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.32%, less than VSMV's 1.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF	1.37%	1.35%	1.36%	1.77%	1.99%	1.36%	2.01%	2.00%	2.42%	1.11%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROUS and VSMV in my portfolio?

ROUS and VSMV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROUS or VSMV?

ROUS has higher volatility (3.89%) compared to VSMV (3.35%). In terms of maximum drawdown, ROUS dropped -35.51% vs VSMV's -31.33%.

Which ETF is better, ROUS or VSMV?

On 5-year performance, ROUS leads with 12.99% vs 11.45% for VSMV. On fees, ROUS is cheaper at 0.19% per year. On volatility, VSMV has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROUS or VSMV?

Over the 5-year period, ROUS has performed better with a 12.99% return vs 11.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROUS or VSMV?

ROUS is cheaper with a 0.19% expense ratio, compared with 0.35% for VSMV.

Which ETF pays a higher dividend yield, ROUS or VSMV?

VSMV has the higher dividend yield at 1.37%, compared with 1.32% for ROUS.

What is the main difference between ROUS and VSMV?

ROUS is categorized as Large Cap Growth Equities, while VSMV is Volatility Hedged Equity. ROUS tracks Hartford Multi-factor Large Cap Index, while VSMV tracks Nasdaq Victory Multi-Factor Minimum Volatility Index. They also come from different issuers: Hartford and Crestview. Their fees differ too: 0.19% for ROUS and 0.35% for VSMV.

Which has better risk-adjusted returns?

VSMV currently has the higher Sharpe Ratio (2.64 vs 2.59), 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.