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Hartford Multifactor Small Cap ETF (ROSC) Sharpe Ratio: 2.19

ETF · Currency in USD · Last updated Jul 14, 2026

ROSC is a passive ETF by Hartford tracking the investment results of the ROSC-US - Hartford Multifactor Small Cap Index. ROSC launched on Mar 24, 2015 and has a 0.34% expense ratio.

ROSC's Sharpe Ratio of 2.19 indicates that for each unit of volatility, it generates 2.19 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ROSC Sharpe Ratio Rank

ROSC Sharpe Ratio Rank: 85.986
Exceptional

ROSC ranks above 85.9% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

ROSC Sharpe Ratio Market Positioning

The chart shows ROSC's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.73 or lower
  • Yellow zone (middle 50%): 0.73 to 1.90
  • Green zone (top 25%): 1.90 or higher
  • Top 1%: 6.50+
  • Median: 1.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares Hartford Multifactor Small Cap ETF's Sharpe Ratio with other ETFs in the Small Cap Blend Equities category across multiple time periods, showing how ROSC's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RBProShares Russell 2000 Dynamic Daily Buffer ETF2.82
FESMFidelity Enhanced Small Cap Core ETF2.37
FYXFirst Trust Small Cap Core AlphaDEX Fund2.36
QQQSInvesco NASDAQ Future Gen 200 ETF2.26
ROSCHartford Multifactor Small Cap ETF2.19
AVSCAvantis US Small Cap Equity ETF2.04
SCDSJPMorgan Fundamental Data Science Small Core ETF2.03
IWCiShares Micro-Cap ETF2.01
SFLOVictoryshares Small Cap Free Cash Flow ETF1.94
RUSCU.S. Small Cap Equity Active ETF1.90

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ROSC's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ROSC consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ROSC fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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