ROUS vs. FIVFX

Last updated Jun 9, 2026

ROUS (Hartford Multifactor US Equity ETF) and FIVFX (Fidelity International Capital Appreciation Fund) are both funds - ROUS is a Large Cap Growth Equities fund tracking the Hartford Multi-factor Large Cap Index, while FIVFX is a Foreign Large Cap Equities fund managed by Fidelity. A 0.64 correlation means they provide meaningful diversification when combined. ROUS charges 0.19%/yr vs 1.00%/yr for FIVFX.

Performance

ROUS vs. FIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and Fidelity International Capital Appreciation Fund (FIVFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ROUS

• 1D: 0.12%
• 1M: 2.22%
• YTD: 14.41%
• 6M: 14.17%
• 1Y: 26.47%
• 3Y*: 19.89%
• 5Y*: 12.40%
• 10Y*: 12.77%

FIVFX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ROUS vs. FIVFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROUS Hartford Multifactor US Equity ETF	14.41%	15.21%	17.61%	15.05%	-9.65%	27.33%	6.61%	23.94%	-9.59%	22.88%
FIVFX Fidelity International Capital Appreciation Fund	0.00%	19.54%	8.05%	27.58%	-26.48%	12.14%	22.32%	33.05%	-12.87%	35.81%

Correlation

The correlation between ROUS and FIVFX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015	0.64

Over the past year, the correlation between ROUS and FIVFX has dropped to 0.23 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Return for Risk

ROUS vs. FIVFX — Risk / Return Rank

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

ROUS

ROUS Risk / Return Rank: 83
ROUS Sharpe Ratio Rank: 80
ROUS Sortino Ratio Rank: 81
ROUS Omega Ratio Rank: 77
ROUS Calmar Ratio Rank: 87
ROUS Martin Ratio Rank: 89

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.

ROUS vs. FIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Fidelity International Capital Appreciation Fund (FIVFX). 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.

	ROUS	FIVFX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	—	—
Sortino ratio: Return per unit of downside risk	3.24	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	4.45	—	—
Martin ratio: Return relative to average drawdown	18.21	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ROUS	FIVFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	—	—

Drawdowns

Drawdown Indicators

	ROUS	FIVFX	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-5.97%	—	—
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	-1.86%	—	—
Average Drawdown Average peak-to-trough decline	-4.24%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.46%	—	—

Volatility

Volatility by Period

	ROUS	FIVFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.52%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.40%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	—	—

ROUS vs. FIVFX - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than FIVFX's 1.00% expense ratio.

Dividends

ROUS vs. FIVFX - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.35%, while FIVFX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIVFX Fidelity International Capital Appreciation Fund	10.67%	10.67%	4.19%	0.38%	0.05%	9.08%	1.28%	3.29%	3.00%	2.99%	0.68%	1.57%
ROUS Hartford Multifactor US Equity ETF	1.35%	1.52%	1.62%	1.91%	1.88%	1.38%	2.01%	2.12%	1.89%	1.54%	1.97%	1.62%

Frequently Asked Questions

Can I hold both ROUS and FIVFX in my portfolio?

ROUS and FIVFX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.