FNDA vs. ROSC

Last updated Jun 24, 2026

FNDA (Schwab Fundamental US Small Co. Index ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - FNDA tracks the Russell RAFI Small Company US while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, FNDA returned 11.40%/yr vs 11.36%/yr for ROSC. Their correlation of 0.85 suggests significant overlap in exposure. FNDA charges 0.25%/yr vs 0.34%/yr for ROSC.

Performance

FNDA vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Co. Index ETF (FNDA) and Hartford Multifactor Small Cap ETF (ROSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FNDA having a 17.04% return and ROSC slightly lower at 16.64%. Both investments have delivered pretty close results over the past 10 years, with FNDA having a 11.40% annualized return and ROSC not far behind at 11.36%.

FNDA

• 1D: -0.46%
• 1M: 3.11%
• YTD: 17.04%
• 6M: 15.17%
• 1Y: 31.82%
• 3Y*: 16.60%
• 5Y*: 7.48%
• 10Y*: 11.40%

ROSC

• 1D: 0.51%
• 1M: 3.56%
• YTD: 16.64%
• 6M: 14.85%
• 1Y: 34.90%
• 3Y*: 17.42%
• 5Y*: 8.95%
• 10Y*: 11.36%

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

FNDA vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FNDA Schwab Fundamental US Small Co. Index ETF	17.04%	7.44%	9.00%	20.29%	-14.83%	31.12%	8.44%	24.34%	-12.12%	12.68%
ROSC Hartford Multifactor Small Cap ETF	16.64%	10.18%	7.28%	18.88%	-10.58%	31.37%	5.27%	17.09%	-12.38%	24.49%

Correlation

The correlation between FNDA and ROSC is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Mar 24, 2015	0.85

The correlation between FNDA and ROSC has been stable across timeframes, ranging from 0.85 to 0.95 - a consistent structural relationship.

FNDA vs. ROSC - Sectors Allocation Comparison

Sectors	FNDA	ROSC
Industrials	19.3%	11.0%
Technology	16.2%	13.0%
Financial Services	14.1%	18.4%
Consumer Cyclical	12.2%	14.6%
Real Estate	9.8%	5.6%
Healthcare	7.1%	20.0%
Energy	5.5%	3.2%
Basic Materials	5.2%	2.6%
Communication Services	4.0%	3.5%
Consumer Defensive	3.9%	6.4%
Utilities	2.7%	1.9%

Return for Risk

FNDA vs. ROSC — Risk / Return Rank

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

FNDA

FNDA Risk / Return Rank: 60
FNDA Sharpe Ratio Rank: 57
FNDA Sortino Ratio Rank: 59
FNDA Omega Ratio Rank: 52
FNDA Calmar Ratio Rank: 71
FNDA Martin Ratio Rank: 64

ROSC

ROSC Risk / Return Rank: 79
ROSC Sharpe Ratio Rank: 77
ROSC Sortino Ratio Rank: 81
ROSC Omega Ratio Rank: 73
ROSC Calmar Ratio Rank: 86
ROSC Martin Ratio Rank: 80

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.

FNDA vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Co. Index ETF (FNDA) and Hartford Multifactor Small Cap ETF (ROSC). 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.

	FNDA	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	1.84	2.27	-0.43
Sortino ratio: Return per unit of downside risk	2.66	3.30	-0.63
Omega ratio: Gain probability vs. loss probability	1.32	1.40	-0.08
Calmar ratio: Return relative to maximum drawdown	3.41	4.52	-1.11
Martin ratio: Return relative to average drawdown	11.04	14.75	-3.71

FNDA vs. ROSC - Sharpe Ratio Comparison

The current FNDA Sharpe Ratio is 1.84, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of FNDA and ROSC, 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

FNDA vs. ROSC - Drawdown Comparison

The maximum FNDA drawdown since its inception was -44.64%, roughly equal to the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for FNDA and ROSC.

Drawdown Indicators

	FNDA	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-44.64%	-43.13%	-1.51%
Max Drawdown (1Y) Largest decline over 1 year	-9.36%	-7.75%	-1.61%
Max Drawdown (3Y) Largest decline over 3 years	-25.92%	-23.74%	-2.18%
Max Drawdown (5Y) Largest decline over 5 years	-25.92%	-23.74%	-2.18%
Max Drawdown (10Y) Largest decline over 10 years	-44.64%	-43.13%	-1.51%
Current Drawdown Current decline from peak	-1.13%	-0.33%	-0.80%
Average Drawdown Average peak-to-trough decline	-6.67%	-7.18%	+0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.37%	+0.52%

Volatility

FNDA vs. ROSC - Volatility Comparison

Schwab Fundamental US Small Co. Index ETF (FNDA) has a higher volatility of 4.97% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that FNDA's price experiences larger fluctuations and is considered to be riskier than ROSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FNDA	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	3.54%	+1.43%
Volatility (6M) Calculated over the trailing 6-month period	12.21%	10.40%	+1.81%
Volatility (1Y) Calculated over the trailing 1-year period	17.38%	15.53%	+1.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.89%	19.29%	+1.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.36%	20.24%	+2.12%

FNDA vs. ROSC - Expense Ratio Comparison

FNDA has a 0.25% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

FNDA vs. ROSC - Dividend Comparison

FNDA's dividend yield for the trailing twelve months is around 1.07%, less than ROSC's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FNDA Schwab Fundamental US Small Co. Index ETF	1.07%	1.22%	1.53%	1.37%	1.38%	1.15%	1.31%	1.38%	1.64%	1.30%	1.18%	1.33%
ROSC Hartford Multifactor Small Cap ETF	1.79%	2.08%	2.00%	2.01%	1.51%	2.13%	1.75%	3.05%	2.86%	2.13%	2.20%	2.48%

Frequently Asked Questions

Can I hold both FNDA and ROSC in my portfolio?

With a correlation of 0.92, FNDA and ROSC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FNDA or ROSC?

FNDA has higher volatility (4.97%) compared to ROSC (3.54%). In terms of maximum drawdown, FNDA dropped -44.64% vs ROSC's -43.13%.

Which ETF is better, FNDA or ROSC?

On 10-year performance, FNDA leads with 11.40% vs 11.36% for ROSC. On fees, FNDA is cheaper at 0.25% per year. On volatility, ROSC has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FNDA or ROSC?

Over the 10-year period, FNDA has performed better with a 11.40% return vs 11.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FNDA or ROSC?

FNDA is cheaper with a 0.25% expense ratio, compared with 0.34% for ROSC.

Which ETF pays a higher dividend yield, FNDA or ROSC?

ROSC has the higher dividend yield at 1.79%, compared with 1.07% for FNDA.

What is the main difference between FNDA and ROSC?

FNDA tracks Russell RAFI Small Company US, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: Charles Schwab and Hartford. Their fees differ too: 0.25% for FNDA and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.84), 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.