SCHA vs. ROSC

Last updated Jun 24, 2026

SCHA (Schwab U.S. Small-Cap ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - SCHA tracks the Dow Jones U.S. Small-Cap Total Stock Market Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, SCHA returned 11.72%/yr vs 11.36%/yr for ROSC. Their correlation of 0.83 suggests significant overlap in exposure. SCHA charges 0.04%/yr vs 0.34%/yr for ROSC.

Performance

SCHA vs. ROSC - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHA achieves a 22.53% return, which is significantly higher than ROSC's 16.64% return. Both investments have delivered pretty close results over the past 10 years, with SCHA having a 11.72% annualized return and ROSC not far behind at 11.36%.

SCHA

• 1D: -1.72%
• 1M: 4.56%
• YTD: 22.53%
• 6M: 20.00%
• 1Y: 41.81%
• 3Y*: 19.85%
• 5Y*: 7.30%
• 10Y*: 11.72%

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)

SCHA vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHA Schwab U.S. Small-Cap ETF	22.53%	11.60%	11.16%	18.46%	-19.81%	16.45%	19.34%	26.50%	-11.79%	14.94%
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 SCHA and ROSC is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Mar 24, 2015	0.83

The correlation between SCHA and ROSC has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

SCHA vs. ROSC - Sectors Allocation Comparison

Sectors	SCHA	ROSC
Technology	24.3%	13.0%
Financial Services	15.4%	18.4%
Industrials	15.4%	11.0%
Healthcare	13.8%	20.0%
Consumer Cyclical	9.2%	14.6%
Real Estate	5.8%	5.6%
Energy	4.8%	3.2%
Basic Materials	4.1%	2.6%
Consumer Defensive	2.5%	6.4%
Communication Services	2.3%	3.5%
Utilities	2.1%	1.9%

Return for Risk

SCHA vs. ROSC — Risk / Return Rank

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

SCHA

SCHA Risk / Return Rank: 75
SCHA Sharpe Ratio Rank: 73
SCHA Sortino Ratio Rank: 72
SCHA Omega Ratio Rank: 64
SCHA Calmar Ratio Rank: 84
SCHA Martin Ratio Rank: 83

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.

SCHA vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) 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.

	SCHA	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	2.24	2.27	-0.03
Sortino ratio: Return per unit of downside risk	3.11	3.30	-0.19
Omega ratio: Gain probability vs. loss probability	1.37	1.40	-0.03
Calmar ratio: Return relative to maximum drawdown	4.42	4.52	-0.10
Martin ratio: Return relative to average drawdown	16.18	14.75	+1.42

SCHA vs. ROSC - Sharpe Ratio Comparison

The current SCHA Sharpe Ratio is 2.24, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SCHA 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

SCHA vs. ROSC - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, roughly equal to the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for SCHA and ROSC.

Drawdown Indicators

	SCHA	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-42.41%	-43.13%	+0.72%
Max Drawdown (1Y) Largest decline over 1 year	-9.50%	-7.75%	-1.75%
Max Drawdown (3Y) Largest decline over 3 years	-27.29%	-23.74%	-3.55%
Max Drawdown (5Y) Largest decline over 5 years	-30.79%	-23.74%	-7.05%
Max Drawdown (10Y) Largest decline over 10 years	-42.41%	-43.13%	+0.72%
Current Drawdown Current decline from peak	-1.72%	-0.33%	-1.39%
Average Drawdown Average peak-to-trough decline	-7.56%	-7.18%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	2.37%	+0.22%

Volatility

SCHA vs. ROSC - Volatility Comparison

Schwab U.S. Small-Cap ETF (SCHA) has a higher volatility of 6.71% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that SCHA'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

	SCHA	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.71%	3.54%	+3.17%
Volatility (6M) Calculated over the trailing 6-month period	13.92%	10.40%	+3.52%
Volatility (1Y) Calculated over the trailing 1-year period	18.77%	15.53%	+3.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.05%	19.29%	+2.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.75%	20.24%	+2.51%

SCHA vs. ROSC - Expense Ratio Comparison

SCHA has a 0.04% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

SCHA vs. ROSC - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 0.98%, less than ROSC's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHA Schwab U.S. Small-Cap ETF	0.98%	1.26%	1.51%	1.42%	1.37%	1.19%	1.05%	1.39%	1.58%	1.24%	1.50%	1.48%

Frequently Asked Questions

Can I hold both SCHA and ROSC in my portfolio?

SCHA and ROSC have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHA or ROSC?

SCHA has higher volatility (6.71%) compared to ROSC (3.54%). In terms of maximum drawdown, SCHA dropped -42.41% vs ROSC's -43.13%.

Which ETF is better, SCHA or ROSC?

On 10-year performance, SCHA leads with 11.72% vs 11.36% for ROSC. On fees, SCHA is cheaper at 0.04% 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, SCHA or ROSC?

Over the 10-year period, SCHA has performed better with a 11.72% return vs 11.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHA or ROSC?

SCHA is cheaper with a 0.04% expense ratio, compared with 0.34% for ROSC.

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

ROSC has the higher dividend yield at 1.79%, compared with 0.98% for SCHA.

What is the main difference between SCHA and ROSC?

SCHA tracks Dow Jones U.S. Small-Cap Total Stock Market Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: Charles Schwab and Hartford. Their fees differ too: 0.04% for SCHA and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.27 vs 2.24), 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.