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TSEL vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) 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, TSEL achieves a 3.62% return, which is significantly lower than ROUS's 16.55% return.


TSEL

1D
-1.53%
1M
4.36%
YTD
3.62%
6M
2.58%
1Y
9.55%
3Y*
5Y*
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)

TSEL vs. ROUS - Yearly Performance Comparison


Correlation

The correlation between TSEL and ROUS is 0.54, 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

0.54

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2025

0.57

The correlation between TSEL and ROUS has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.

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Return for Risk

TSEL vs. ROUS — Risk / Return Rank

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

TSEL
TSEL Risk / Return Rank: 1616
Overall Rank
TSEL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSEL Omega Ratio Rank: 1717
Omega Ratio Rank
TSEL Calmar Ratio Rank: 1414
Calmar Ratio Rank
TSEL Martin Ratio Rank: 1414
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.

TSEL vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) 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.


TSELROUSDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

1.09

1.46

-0.36

Calmar ratioReturn relative to maximum drawdown

0.41

4.95

-4.54

Martin ratioReturn relative to average drawdown

1.01

20.38

-19.36

TSEL vs. ROUS - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is 0.47, which is lower than the ROUS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of TSEL 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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Sharpe Ratios by Period


TSELROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

2.60

-2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.67

-0.27

Drawdowns

TSEL vs. ROUS - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for TSEL and ROUS.


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Drawdown Indicators


TSELROUSDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-35.51%

+6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-5.97%

-17.50%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

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

-5.07%

0.00%

-5.07%

Average Drawdown

Average peak-to-trough decline

-8.25%

-4.24%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

1.45%

+7.99%

Volatility

TSEL vs. ROUS - Volatility Comparison

Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 4.90% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.54%. This indicates that TSEL'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


TSELROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

2.54%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

8.50%

+7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

11.37%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.78%

14.38%

+12.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.78%

16.96%

+9.82%

TSEL vs. ROUS - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

TSEL vs. ROUS - Dividend Comparison

TSEL has not paid dividends to shareholders, while ROUS's dividend yield for the trailing twelve months is around 1.32%.


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%
TSEL
Touchstone Sands Capital US Select Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSEL and ROUS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEL has higher volatility (4.90%) compared to ROUS (2.54%). In terms of maximum drawdown, TSEL dropped -28.95% vs ROUS's -35.51%.

On 1-year performance, ROUS leads with 29.42% vs 9.55% for TSEL. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ROUS has performed better with a 29.42% return vs 9.55%. 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 0.67% for TSEL.

ROUS has the higher dividend yield at 1.32%, compared with 0.00% for TSEL.

They also come from different issuers: Touchstone and Hartford. Their fees differ too: 0.67% for TSEL and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.60 vs 0.47), 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.

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