ROUS vs. SCHD

Last updated Jun 9, 2026

ROUS (Hartford Multifactor US Equity ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - ROUS is a Large Cap Growth Equities fund tracking the Hartford Multi-factor Large Cap Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, ROUS returned 12.77%/yr vs 12.65%/yr for SCHD. A 0.77 correlation means they provide meaningful diversification when combined. ROUS charges 0.19%/yr vs 0.06%/yr for SCHD.

Performance

ROUS vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROUS achieves a 14.41% return, which is significantly lower than SCHD's 18.71% return. Both investments have delivered pretty close results over the past 10 years, with ROUS having a 12.77% annualized return and SCHD not far behind at 12.65%.

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%

SCHD

• 1D: -0.03%
• 1M: 2.12%
• YTD: 18.71%
• 6M: 19.28%
• 1Y: 26.37%
• 3Y*: 14.73%
• 5Y*: 8.49%
• 10Y*: 12.65%

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

ROUS vs. SCHD - 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%
SCHD Schwab U.S. Dividend Equity ETF	18.71%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between ROUS and SCHD is 0.56, 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	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015	0.77

Over the past year, the correlation between ROUS and SCHD has dropped to 0.56 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

ROUS vs. SCHD - Sectors Allocation Comparison

Sectors	ROUS	SCHD
Technology	33.2%	16.4%
Healthcare	10.7%	18.8%
Financial Services	10.6%	9.3%
Industrials	10.4%	7.5%
Consumer Cyclical	9.6%	6.3%
Communication Services	8.6%	6.3%
Consumer Defensive	5.8%	19.2%
Utilities	3.8%	0.0%
Energy	3.0%	16.2%
Basic Materials	2.2%	1.2%
Real Estate	2.1%	-

Return for Risk

ROUS vs. SCHD — 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

SCHD

SCHD Risk / Return Rank: 85
SCHD Sharpe Ratio Rank: 83
SCHD Sortino Ratio Rank: 89
SCHD Omega Ratio Rank: 81
SCHD Calmar Ratio Rank: 92
SCHD 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.

ROUS vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Schwab U.S. Dividend Equity ETF (SCHD). 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	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.43	-0.11
Sortino ratio: Return per unit of downside risk	3.24	3.75	-0.51
Omega ratio: Gain probability vs. loss probability	1.41	1.43	-0.03
Calmar ratio: Return relative to maximum drawdown	4.45	5.74	-1.29
Martin ratio: Return relative to average drawdown	18.21	14.06	+4.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROUS vs. SCHD - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 2.31, which is comparable to the SCHD Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of ROUS and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ROUS	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	2.43	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.59	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.76	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.86	-0.20

Drawdowns

ROUS vs. SCHD - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ROUS and SCHD.

Drawdown Indicators

	ROUS	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-33.37%	-2.14%
Max Drawdown (1Y) Largest decline over 1 year	-5.97%	-4.61%	-1.36%
Max Drawdown (3Y) Largest decline over 3 years	-15.81%	-16.13%	+0.32%
Max Drawdown (5Y) Largest decline over 5 years	-18.91%	-16.85%	-2.06%
Max Drawdown (10Y) Largest decline over 10 years	-35.51%	-33.37%	-2.14%
Current Drawdown Current decline from peak	-1.86%	-1.64%	-0.22%
Average Drawdown Average peak-to-trough decline	-4.24%	-3.32%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.46%	1.88%	-0.42%

Volatility

ROUS vs. SCHD - Volatility Comparison

Hartford Multifactor US Equity ETF (ROUS) has a higher volatility of 3.19% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.83%. This indicates that ROUS's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROUS	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	2.83%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	8.76%	7.60%	+1.16%
Volatility (1Y) Calculated over the trailing 1-year period	11.52%	10.94%	+0.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.40%	14.38%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	16.72%	+0.25%

ROUS vs. SCHD - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ROUS vs. SCHD - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.35%, less than SCHD's 3.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both ROUS and SCHD in my portfolio?

ROUS and SCHD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROUS or SCHD?

ROUS has higher volatility (3.19%) compared to SCHD (2.83%). In terms of maximum drawdown, ROUS dropped -35.51% vs SCHD's -33.37%.

Which ETF is better, ROUS or SCHD?

On 10-year performance, ROUS leads with 12.77% vs 12.65% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROUS or SCHD?

Over the 10-year period, ROUS has performed better with a 12.77% return vs 12.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROUS or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.19% for ROUS.

Which ETF pays a higher dividend yield, ROUS or SCHD?

SCHD has the higher dividend yield at 3.27%, compared with 1.35% for ROUS.

What is the main difference between ROUS and SCHD?

ROUS is categorized as Large Cap Growth Equities, while SCHD is Dividend. ROUS tracks Hartford Multi-factor Large Cap Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Hartford and Charles Schwab. Their fees differ too: 0.19% for ROUS and 0.06% for SCHD.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.43 vs 2.31), 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.