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TGRT vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGRT vs. ROUS - Performance Comparison

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

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Returns By Period

In the year-to-date period, TGRT achieves a 0.43% return, which is significantly lower than ROUS's 15.46% return.


TGRT

1D
0.25%
1M
-3.77%
YTD
0.43%
6M
-0.83%
1Y
13.17%
3Y*
21.20%
5Y*
10Y*

ROUS

1D
0.11%
1M
0.99%
YTD
15.46%
6M
13.68%
1Y
26.57%
3Y*
19.91%
5Y*
12.53%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRT vs. ROUS - Yearly Performance Comparison


2026 (YTD)202520242023
TGRT
T. Rowe Price Growth ETF
0.43%16.94%32.85%13.15%
ROUS
Hartford Multifactor US Equity ETF
15.46%15.21%17.61%9.79%

Correlation

The correlation between TGRT and ROUS is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2023

0.69

The correlation between TGRT and ROUS has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.

TGRT vs. ROUS - Sectors Allocation Comparison


Sectors
TGRT
ROUS

Technology

53.9%
37.3%

Communication Services

14.2%
8.1%

Consumer Cyclical

11.5%
9.1%

Healthcare

8.0%
10.3%

Financial Services

5.3%
9.9%

Industrials

5.1%
9.8%

Consumer Defensive

1.5%
5.5%

Utilities

0.5%
3.5%

Basic Materials

0.3%
2.1%

Energy

0.2%
2.6%

Real Estate

-

2.0%

Technology

TGRT
53.9%
ROUS
37.3%

Communication Services

TGRT
14.2%
ROUS
8.1%

Consumer Cyclical

TGRT
11.5%
ROUS
9.1%

Healthcare

TGRT
8.0%
ROUS
10.3%

Financial Services

TGRT
5.3%
ROUS
9.9%

Industrials

TGRT
5.1%
ROUS
9.8%

Consumer Defensive

TGRT
1.5%
ROUS
5.5%

Utilities

TGRT
0.5%
ROUS
3.5%

Basic Materials

TGRT
0.3%
ROUS
2.1%

Energy

TGRT
0.2%
ROUS
2.6%

Real Estate

TGRT

-

ROUS
2.0%

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Return for Risk

TGRT vs. ROUS — Risk / Return Rank

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

TGRT
TGRT Risk / Return Rank: 2222
Overall Rank
TGRT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TGRT Sortino Ratio Rank: 2222
Sortino Ratio Rank
TGRT Omega Ratio Rank: 2222
Omega Ratio Rank
TGRT Calmar Ratio Rank: 1919
Calmar Ratio Rank
TGRT Martin Ratio Rank: 2121
Martin Ratio Rank

ROUS
ROUS Risk / Return Rank: 8383
Overall Rank
ROUS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8282
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7777
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ROUS Martin Ratio Rank: 9090
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.

TGRT vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth ETF (TGRT) 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.

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.


TGRTROUSDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.15

1.40

-0.26

Calmar ratioReturn relative to maximum drawdown

0.74

4.47

-3.73

Martin ratioReturn relative to average drawdown

2.37

17.98

-15.61

TGRT vs. ROUS - Sharpe Ratio Comparison

The current TGRT Sharpe Ratio is 0.78, which is lower than the ROUS Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TGRT 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.


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Drawdowns

TGRT vs. ROUS - Drawdown Comparison

The maximum TGRT drawdown since its inception was -22.04%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for TGRT and ROUS.


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Drawdown Indicators


TGRTROUSDifference

Max Drawdown

Largest peak-to-trough decline

-22.04%

-35.51%

+13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.89%

-5.97%

-11.92%

Max Drawdown (3Y)

Largest decline over 3 years

-22.04%

-15.81%

-6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-6.48%

-1.80%

-4.68%

Average Drawdown

Average peak-to-trough decline

-3.30%

-4.22%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

1.48%

+4.09%

Volatility

TGRT vs. ROUS - Volatility Comparison

T. Rowe Price Growth ETF (TGRT) has a higher volatility of 6.55% compared to Hartford Multifactor US Equity ETF (ROUS) at 3.85%. This indicates that TGRT's price experiences larger fluctuations and is considered to be riskier than ROUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGRTROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

3.85%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

13.54%

8.94%

+4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.00%

11.66%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

14.43%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.23%

16.98%

+2.25%

TGRT vs. ROUS - Expense Ratio Comparison

TGRT has a 0.38% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

TGRT vs. ROUS - Dividend Comparison

TGRT's dividend yield for the trailing twelve months is around 0.08%, less than ROUS's 1.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ROUS
Hartford Multifactor US Equity ETF
1.33%1.52%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%
TGRT
T. Rowe Price Growth ETF
0.08%0.08%0.09%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TGRT and ROUS have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TGRT has higher volatility (6.55%) compared to ROUS (3.85%). In terms of maximum drawdown, TGRT dropped -22.04% vs ROUS's -35.51%.

On 3-year performance, TGRT leads with 21.20% vs 19.91% for ROUS. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TGRT has performed better with a 21.20% return vs 19.91%. 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 0.38% for TGRT.

ROUS has the higher dividend yield at 1.33%, compared with 0.08% for TGRT.

They also come from different issuers: T. Rowe Price and Hartford. Their fees differ too: 0.38% for TGRT and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.29 vs 0.78), 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 TGRT 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.

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