- ISIN
- US5184165083
- CUSIP
- 518416508
- Issuer
- Hartford
- Inception Date
- Mar 24, 2015
- Region
- North America (U.S.)
- Category
- Small Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- ROSC-US - Hartford Multifactor Small Cap Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $60M
Share Price Chart
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Performance
ROSC Performance Chart
Hartford Multifactor Small Cap ETF (ROSC) is up 16.1% since the beginning of the year. ROSC is currently trading at $54 per share. Investors who bought $1,000 worth of ROSC shares 5 years ago would now be looking at an investment worth $1,544.
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Returns By Period
Hartford Multifactor Small Cap ETF (ROSC) has returned 16.05% so far this year and 36.32% over the past 12 months. Over the last ten years, ROSC has returned 11.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Hartford Multifactor Small Cap ETF
- 1D
- 0.24%
- 1M
- 3.03%
- YTD
- 16.05%
- 6M
- 13.86%
- 1Y
- 36.32%
- 3Y*
- 17.22%
- 5Y*
- 9.07%
- 10Y*
- 11.30%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ROSC Monthly Returns History
Based on dividend-adjusted daily data since Mar 24, 2015, ROSC's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.7%, while the worst month was Mar 2020 at -21.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ROSC closed higher 47% of trading days. The best single day was Apr 6, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.38% | 2.56% | -3.65% | 8.11% | 0.93% | 3.09% | 16.05% | ||||||
| 2025 | 1.84% | -4.40% | -4.74% | -3.25% | 4.75% | 2.83% | 0.13% | 8.44% | 0.77% | -2.28% | 4.85% | 1.69% | 10.18% |
| 2024 | -3.36% | 1.86% | 2.33% | -5.57% | 4.49% | -2.65% | 12.71% | -2.38% | 0.28% | -2.10% | 10.67% | -7.27% | 7.28% |
| 2023 | 7.96% | -0.46% | -6.07% | -3.37% | -0.60% | 8.14% | 4.71% | -2.77% | -3.96% | -3.66% | 7.72% | 11.72% | 18.88% |
| 2022 | -6.80% | 1.35% | 0.46% | -6.71% | 2.75% | -7.81% | 10.37% | -4.64% | -8.93% | 12.97% | 4.93% | -6.15% | -10.58% |
| 2021 | 5.29% | 7.83% | 5.62% | 0.64% | 2.69% | 1.00% | -0.86% | 1.40% | -3.36% | 3.38% | 0.64% | 3.83% | 31.37% |
Benchmark Metrics
Hartford Multifactor Small Cap ETF has an annualized alpha of 0.22%, beta of 0.85, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since March 24, 2015.
- This ETF participated in 94.88% of S&P 500 Index downside but only 85.94% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.22%
- Beta
- 0.85
- R²
- 0.57
- Upside Capture
- 85.94%
- Downside Capture
- 94.88%
Expense Ratio
ROSC has an expense ratio of 0.34%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ROSC ranks 79 for risk / return — better than 79% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and compare them to S&P 500 Index.
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.
| ROSC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 2.78 | +1.92 |
| Martin ratioReturn relative to average drawdown | 15.36 | 12.44 | +2.92 |
Dividends
Dividend History
Hartford Multifactor Small Cap ETF provided a 1.80% dividend yield over the last twelve months, with an annual payout of $0.98 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.98 | $0.98 | $0.87 | $0.83 | $0.54 | $0.87 | $0.55 | $0.93 | $0.77 | $0.67 | $0.57 | $0.57 |
Dividend yield | 1.80% | 2.08% | 2.00% | 2.01% | 1.51% | 2.13% | 1.75% | 3.05% | 2.86% | 2.13% | 2.20% | 2.48% |
Monthly Dividends
The table displays the monthly dividend distributions for Hartford Multifactor Small Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.00 | $0.18 | ||||||
| 2025 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.38 | $0.98 |
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.36 | $0.87 |
| 2023 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.32 | $0.83 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.31 | $0.54 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.59 | $0.87 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Hartford Multifactor Small Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Hartford Multifactor Small Cap ETF was 43.13%, occurring on Mar 18, 2020. Recovery took 189 trading sessions.
The current Hartford Multifactor Small Cap ETF drawdown is 0.84%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -43.13%Mar 2020 | 2y 1mo | 9mo 2d | 2y 10moJan 2018 - Dec 2020 |
2025 selloff2025 | -23.74%Apr 2025 | 4mo 13d | 7mo 29d | 1y 7dNov 2024 - Dec 2025 |
Bear market2022 | -22.90%Sep 2022 | 10mo 13d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
2016 correction2016 | -19.95%Jan 2016 | 8mo 21d | 6mo 22d | 1y 3moMay 2015 - Aug 2016 |
2024 pullback2024 | -9.37%Aug 2024 | 6d | 3mo 1d | 3mo 7dAug 2024 - Nov 2024 |
Drawdown Indicators
| ROSC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -56.78% | +13.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -9.10% | +1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -23.74% | -18.90% | -4.84% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | -25.43% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -33.92% | -9.21% |
Current DrawdownCurrent decline from peak | -0.84% | -1.80% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -10.71% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.03% | +0.34% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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