ROUS vs NKX

Comparison between HARTFORD MULTIFACTOR US EQUITY ETF (ROUS, ETF) and Nuveen California AMT-Free Quality Municipal Income Fund (NKX, ETF).

5-Year PerformanceROUS has outperformed NKX, delivering a return of +12.4% compared to +0.3%

ROUS vs NKX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ROUS(ETF)	NKX(ETF)
Net Assets	$669M	$667M
Expense Ratio	0.19%	N/A
Max Drawdown	35.51%	48.99%
Sharpe Ratio	1.69	1.29
5Y Beta	0.78	0.12
P/E Ratio	20.45	N/A
Forward P/E	16.39	N/A
5Y Dividends CAGR	5.61%	8.36%
5Y EPS CAGR	18.16%	N/A
Debt to Equity	-17.56%	N/A
P/S Ratio	1.61	N/A
P/B Ratio	3.98	N/A

Net Assets

Winner

ROUS

$669M

NKX

$667M

Expense Ratio

ROUS

0.19%

NKX

N/A

Max Drawdown

Winner

ROUS

35.51%

NKX

48.99%

Sharpe Ratio

Winner

ROUS

1.69

NKX

1.29

5Y Beta

ROUS

0.78

Winner

NKX

0.12

P/E Ratio

ROUS

20.45

NKX

N/A

Forward P/E

ROUS

16.39

NKX

N/A

5Y Dividends CAGR

ROUS

5.61%

Winner

NKX

8.36%

5Y EPS CAGR

ROUS

18.16%

NKX

N/A

Debt to Equity

ROUS

-17.56%

NKX

N/A

P/S Ratio

ROUS

1.61

NKX

N/A

P/B Ratio

ROUS

3.98

NKX

N/A

ROUS vs NKX - Historical Returns

Returns include dividend reinvestment.

Period	ROUS	NKX
1 month	-0.28%	+0.68%
3 months	+6.04%	+4.12%
6 months	+12.10%	+1.03%
1 year	+25.63%	+16.34%
5 years(CAGR)	+12.37%	+0.32%
10 years(CAGR)	+12.70%	+2.06%
Max(CAGR)	+11.02%	+4.92%

ROUS

-0.28%

Winner

NKX

+0.68%

Winner

ROUS

+6.04%

NKX

+4.12%

Winner

ROUS

+12.10%

NKX

+1.03%

Winner

ROUS

+25.63%

NKX

+16.34%

5Y(CAGR)

Winner

ROUS

+12.37%

NKX

+0.32%

10Y(CAGR)

Winner

ROUS

+12.70%

NKX

+2.06%

Max(CAGR)

Winner

ROUS

+11.02%

NKX

+4.92%

ROUS vs NKX - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	ROUS	NKX
2026	+15.11%	+3.90%
2025	+15.43%	+4.64%
2024	+18.00%	+16.57%
2023	+14.99%	-3.34%
2022	-9.33%	-18.48%
2021	+29.26%	+4.57%
2020	+6.33%	+7.61%
2019	+23.32%	+23.74%
2018	-9.89%	-13.29%
2017	+22.59%	+12.78%
2016	+13.65%	-1.75%
2015	-3.15%	+11.55%
2014	N/A	+28.02%
2013	N/A	-13.32%
2012	N/A	+6.03%
2011	N/A	+28.66%
2010	N/A	+2.31%
2009	N/A	+26.36%
2008	N/A	-24.06%
2007	N/A	+0.18%
2006	N/A	+14.75%
2005	N/A	+0.57%
2004	N/A	+9.14%
2003	N/A	+0.81%

ROUS vs NKX Drawdown Comparison

The maximum drawdown for ROUS was -35.51%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The maximum drawdown for NKX was -43.86%, occurring on Oct 10, 2008. Recovery took 422 trading sessions.

The current ROUS drawdown is -1.30%. The current NKX drawdown is -2.05%.

Rank	ROUS	NKX
#1	-35.51% Feb 14, 2020 - Dec 1, 2020	-43.86% Jan 14, 2008 - Sep 16, 2009
#2	-21.19% Aug 29, 2018 - Nov 8, 2019	-35.62% Nov 12, 2021 - Feb 11, 2026
#3	-18.91% Dec 29, 2021 - Dec 1, 2023	-27.52% Feb 7, 2020 - Aug 10, 2020
#4	-16.52% Mar 24, 2015 - Nov 14, 2016	-23.95% Nov 30, 2012 - Dec 10, 2014
#5	-15.81% Nov 26, 2024 - Jun 30, 2025	-19.95% Sep 8, 2016 - Jul 19, 2019
#6	-9.82% Jan 29, 2018 - Aug 20, 2018	-19.40% Aug 16, 2010 - Oct 27, 2011
#7	-5.97% Feb 27, 2026 - Apr 9, 2026	-15.06% Jun 13, 2003 - Sep 20, 2004
#8	-5.40% Mar 28, 2024 - Jun 18, 2024	-12.43% Apr 23, 2007 - Jan 14, 2008
#9	-5.29% Jul 16, 2024 - Aug 19, 2024	-9.74% Feb 11, 2026 - Mar 30, 2026
#10	-5.21% Sep 2, 2021 - Oct 21, 2021	-9.66% Oct 8, 2009 - Jun 18, 2010
#11	-4.77% Nov 16, 2021 - Dec 15, 2021	-9.63% Jun 2, 2006 - Oct 4, 2006
#12	-4.71% Oct 27, 2025 - Nov 28, 2025	-8.70% May 31, 2005 - Jan 23, 2006
#13	-4.18% Feb 12, 2021 - Mar 11, 2021	-7.75% Feb 15, 2012 - May 1, 2012
#14	-3.83% Aug 30, 2024 - Sep 19, 2024	-7.27% Jan 30, 2015 - Oct 8, 2015
#15	-3.64% May 7, 2021 - Jun 11, 2021	-6.76% Mar 14, 2005 - May 31, 2005

Correlation

Correlation between ROUS and NKX is 0.69 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.69

-101

Dividend Comparison (2003 - 2026)

ROUS vs NKX dividend yield comparison.

Year	ROUS	NKX
2026	0.58%	4.22%
2025	1.52%	7.33%
2024	1.62%	6.14%
2023	1.91%	4.38%
2022	1.88%	5.17%
2021	1.38%	4.21%
2020	2.01%	4.05%
2019	2.12%	4.06%
2018	1.89%	5.25%
2017	1.54%	5.06%
2016	1.97%	6.18%
2015	1.62%	5.66%
2014	0.00%	5.24%
2013	0.00%	7.03%
2012	0.00%	5.64%
2011	0.00%	5.62%
2010	0.00%	6.56%
2009	0.00%	5.91%
2008	0.00%	7.35%
2007	0.00%	4.93%
2006	0.00%	4.85%
2005	0.00%	5.87%
2004	0.00%	6.27%
2003	0.00%	5.83%