PortfoliosLab logoPortfoliosLab logo
TDVG vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDVG vs. ROUS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TDVG achieves a 7.48% return, which is significantly lower than ROUS's 16.55% return.


TDVG

1D
-0.19%
1M
3.06%
YTD
7.48%
6M
7.57%
1Y
17.02%
3Y*
15.63%
5Y*
10.03%
10Y*

ROUS

1D
0.01%
1M
6.18%
YTD
16.55%
6M
16.75%
1Y
29.42%
3Y*
20.87%
5Y*
12.84%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDVG vs. ROUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TDVG
T. Rowe Price Dividend Growth ETF
7.48%14.80%13.45%13.95%-10.15%26.20%12.98%
ROUS
Hartford Multifactor US Equity ETF
16.55%15.21%17.61%15.05%-9.65%27.33%12.01%

Correlation

The correlation between TDVG and ROUS is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2020

0.93

The correlation between TDVG and ROUS has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

TDVG vs. ROUS - Sectors Allocation Comparison


Sectors
TDVG
ROUS

Technology

24.1%
33.2%

Financial Services

19.5%
10.6%

Industrials

13.6%
10.4%

Healthcare

12.9%
10.7%

Consumer Cyclical

7.7%
9.6%

Consumer Defensive

7.1%
5.8%

Energy

5.8%
3.0%

Utilities

3.9%
3.8%

Basic Materials

2.9%
2.2%

Real Estate

1.6%
2.1%

Communication Services

1.2%
8.6%

Technology

TDVG
24.1%
ROUS
33.2%

Financial Services

TDVG
19.5%
ROUS
10.6%

Industrials

TDVG
13.6%
ROUS
10.4%

Healthcare

TDVG
12.9%
ROUS
10.7%

Consumer Cyclical

TDVG
7.7%
ROUS
9.6%

Consumer Defensive

TDVG
7.1%
ROUS
5.8%

Energy

TDVG
5.8%
ROUS
3.0%

Utilities

TDVG
3.9%
ROUS
3.8%

Basic Materials

TDVG
2.9%
ROUS
2.2%

Real Estate

TDVG
1.6%
ROUS
2.1%

Communication Services

TDVG
1.2%
ROUS
8.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TDVG vs. ROUS — Risk / Return Rank

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

TDVG
TDVG Risk / Return Rank: 5151
Overall Rank
TDVG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TDVG Sortino Ratio Rank: 5252
Sortino Ratio Rank
TDVG Omega Ratio Rank: 5050
Omega Ratio Rank
TDVG Calmar Ratio Rank: 4747
Calmar Ratio Rank
TDVG Martin Ratio Rank: 5555
Martin Ratio Rank

ROUS
ROUS Risk / Return Rank: 8383
Overall Rank
ROUS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7676
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ROUS Martin Ratio Rank: 8989
Martin Ratio Rank
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.

TDVG vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth ETF (TDVG) and Hartford Multifactor US Equity ETF (ROUS). 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.


TDVGROUSDifference

Sharpe ratio

Return per unit of total volatility

1.77

2.60

-0.83

Sortino ratio

Return per unit of downside risk

2.54

3.67

-1.13

Omega ratio

Gain probability vs. loss probability

1.32

1.46

-0.14

Calmar ratio

Return relative to maximum drawdown

2.36

4.95

-2.59

Martin ratio

Return relative to average drawdown

9.68

20.38

-10.69

TDVG vs. ROUS - Sharpe Ratio Comparison

The current TDVG Sharpe Ratio is 1.77, which is lower than the ROUS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of TDVG and ROUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TDVGROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.60

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.90

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.67

+0.27

Drawdowns

TDVG vs. ROUS - Drawdown Comparison

The maximum TDVG drawdown since its inception was -19.20%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for TDVG and ROUS.


Loading charts...

Drawdown Indicators


TDVGROUSDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-35.51%

+16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-5.97%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-15.81%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-18.91%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.76%

-4.24%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.45%

+0.31%

Volatility

TDVG vs. ROUS - Volatility Comparison

The current volatility for T. Rowe Price Dividend Growth ETF (TDVG) is 2.11%, while Hartford Multifactor US Equity ETF (ROUS) has a volatility of 2.54%. This indicates that TDVG experiences smaller price fluctuations and is considered to be less risky than ROUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TDVGROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

2.54%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.45%

8.50%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

9.67%

11.37%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

14.38%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

16.96%

-3.03%

TDVG vs. ROUS - Expense Ratio Comparison

TDVG has a 0.50% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

TDVG vs. ROUS - Dividend Comparison

TDVG's dividend yield for the trailing twelve months is around 0.98%, less than ROUS's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TDVG
T. Rowe Price Dividend Growth ETF
0.98%1.00%1.06%1.31%1.15%0.80%0.40%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TDVG and ROUS have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROUS has higher volatility (2.54%) compared to TDVG (2.11%). In terms of maximum drawdown, TDVG dropped -19.20% vs ROUS's -35.51%.

On 5-year performance, ROUS leads with 12.84% vs 10.03% for TDVG. On fees, ROUS is cheaper at 0.19% per year. On volatility, TDVG has been the lower-risk option at 2.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ROUS has performed better with a 12.84% return vs 10.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.50% for TDVG.

ROUS has the higher dividend yield at 1.32%, compared with 0.98% for TDVG.

They also come from different issuers: T. Rowe Price and Hartford. Their fees differ too: 0.50% for TDVG and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.60 vs 1.77), 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.

Portfolio Optimizer

Find the right allocation for TDVG and ROUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer