ROUS vs. SWISX

Last updated Jun 9, 2026

ROUS (Hartford Multifactor US Equity ETF) and SWISX (Schwab International Index Fund) are both funds - ROUS is a Large Cap Growth Equities fund tracking the Hartford Multi-factor Large Cap Index, while SWISX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Both are passively managed. Over the past 10 years, ROUS returned 12.77%/yr vs 8.88%/yr for SWISX. A 0.68 correlation means they provide meaningful diversification when combined. ROUS charges 0.19%/yr vs 0.06%/yr for SWISX.

Performance

ROUS vs. SWISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor US Equity ETF (ROUS) and Schwab International Index Fund (SWISX). 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 higher than SWISX's 6.62% return. Over the past 10 years, ROUS has outperformed SWISX with an annualized return of 12.77%, while SWISX has yielded a comparatively lower 8.88% annualized return.

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%

SWISX

• 1D: -2.52%
• 1M: -1.61%
• YTD: 6.62%
• 6M: 9.04%
• 1Y: 18.18%
• 3Y*: 15.81%
• 5Y*: 7.96%
• 10Y*: 8.88%

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

ROUS vs. SWISX - 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%
SWISX Schwab International Index Fund	6.62%	31.59%	3.54%	18.13%	-14.30%	11.25%	8.14%	21.87%	-13.38%	25.32%

Correlation

The correlation between ROUS and SWISX is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015	0.68

The correlation between ROUS and SWISX has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

ROUS vs. SWISX - Sectors Allocation Comparison

Sectors	ROUS	SWISX
Technology	33.2%	10.7%
Healthcare	10.7%	9.2%
Financial Services	10.6%	24.4%
Industrials	10.4%	20.3%
Consumer Cyclical	9.6%	7.7%
Communication Services	8.6%	4.6%
Consumer Defensive	5.8%	7.0%
Utilities	3.8%	4.0%
Energy	3.0%	4.1%
Basic Materials	2.2%	6.1%
Real Estate	2.1%	2.0%

Return for Risk

ROUS vs. SWISX — 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

SWISX

SWISX Risk / Return Rank: 22
SWISX Sharpe Ratio Rank: 20
SWISX Sortino Ratio Rank: 20
SWISX Omega Ratio Rank: 20
SWISX Calmar Ratio Rank: 23
SWISX Martin Ratio Rank: 27

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. SWISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Schwab International Index Fund (SWISX). 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	SWISX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	1.22	+1.10
Sortino ratio: Return per unit of downside risk	3.24	1.76	+1.48
Omega ratio: Gain probability vs. loss probability	1.41	1.22	+0.19
Calmar ratio: Return relative to maximum drawdown	4.45	1.64	+2.81
Martin ratio: Return relative to average drawdown	18.21	6.15	+12.06
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. SWISX - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 2.31, which is higher than the SWISX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ROUS and SWISX, 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	SWISX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	1.22	+1.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.49	+0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.53	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.30	+0.36

Drawdowns

ROUS vs. SWISX - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for ROUS and SWISX.

Drawdown Indicators

	ROUS	SWISX	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-60.65%	+25.14%
Max Drawdown (1Y) Largest decline over 1 year	-5.97%	-11.39%	+5.42%
Max Drawdown (3Y) Largest decline over 3 years	-15.81%	-13.68%	-2.13%
Max Drawdown (5Y) Largest decline over 5 years	-18.91%	-29.42%	+10.51%
Max Drawdown (10Y) Largest decline over 10 years	-35.51%	-33.83%	-1.68%
Current Drawdown Current decline from peak	-1.86%	-3.13%	+1.27%
Average Drawdown Average peak-to-trough decline	-4.24%	-14.81%	+10.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.46%	3.04%	-1.58%

Volatility

ROUS vs. SWISX - Volatility Comparison

The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 3.19%, while Schwab International Index Fund (SWISX) has a volatility of 4.52%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROUS	SWISX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	4.52%	-1.33%
Volatility (6M) Calculated over the trailing 6-month period	8.76%	12.65%	-3.89%
Volatility (1Y) Calculated over the trailing 1-year period	11.52%	15.38%	-3.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.40%	16.32%	-1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	16.89%	+0.08%

ROUS vs. SWISX - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is higher than SWISX'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. SWISX - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.35%, less than SWISX's 3.33% 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%
SWISX Schwab International Index Fund	3.33%	3.55%	3.29%	3.31%	2.73%	3.34%	1.88%	3.09%	3.15%	2.71%	3.19%	2.71%

Frequently Asked Questions

Can I hold both ROUS and SWISX in my portfolio?

ROUS and SWISX have a correlation of 0.75, 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 SWISX?

SWISX has higher volatility (4.52%) compared to ROUS (3.19%). In terms of maximum drawdown, ROUS dropped -35.51% vs SWISX's -60.65%.

Which has better risk-adjusted returns?

ROUS currently has the higher Sharpe Ratio (2.31 vs 1.22), 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.