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SPIT vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIT vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Special Situations ETF (SPIT) and Hartford Multifactor US Equity ETF (ROUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPIT achieves a 25.30% return, which is significantly higher than ROUS's 16.55% return.


SPIT

1D
-1.85%
1M
3.31%
YTD
25.30%
6M
23.29%
1Y
3Y*
5Y*
10Y*

ROUS

1D
0.01%
1M
6.18%
YTD
16.55%
6M
16.75%
1Y
29.42%
3Y*
20.87%
5Y*
12.84%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPIT vs. ROUS - Yearly Performance Comparison


Correlation

The correlation between SPIT and ROUS is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 7, 2025

0.70

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Return for Risk

SPIT vs. ROUS — Risk / Return Rank

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

SPIT

ROUS
ROUS Risk / Return Rank: 8383
Overall Rank
ROUS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7676
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ROUS Martin Ratio Rank: 8989
Martin Ratio Rank
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.

SPIT vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Special Situations ETF (SPIT) and Hartford Multifactor US Equity ETF (ROUS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SPIT vs. ROUS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPITROUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

2.00

0.67

+1.33

Drawdowns

SPIT vs. ROUS - Drawdown Comparison

The maximum SPIT drawdown since its inception was -12.49%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for SPIT and ROUS.


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Drawdown Indicators


SPITROUSDifference

Max Drawdown

Largest peak-to-trough decline

-12.49%

-35.51%

+23.02%

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

-1.85%

0.00%

-1.85%

Average Drawdown

Average peak-to-trough decline

-2.62%

-4.24%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

SPIT vs. ROUS - Volatility Comparison


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Volatility by Period


SPITROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

26.35%

11.37%

+14.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.35%

14.38%

+11.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.35%

16.96%

+9.39%

SPIT vs. ROUS - Expense Ratio Comparison

SPIT has a 0.89% expense ratio, which is higher than ROUS's 0.19% expense ratio.


Dividends

SPIT vs. ROUS - Dividend Comparison

SPIT's dividend yield for the trailing twelve months is around 5.73%, more than ROUS's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
ROUS
Hartford Multifactor US Equity ETF
1.32%1.52%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%
SPIT
F/m Emerald Special Situations ETF
5.73%7.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPIT and ROUS have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROUS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.89% for SPIT.

SPIT has the higher dividend yield at 5.73%, compared with 1.32% for ROUS.

They also come from different issuers: F/m Investments and Hartford. Their fees differ too: 0.89% for SPIT and 0.19% for ROUS.

Portfolio Optimizer

Find the right allocation for SPIT and ROUS

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