ACVU vs. ROSC

Last updated Jun 24, 2026

ACVU (Hartford Alpha Capture Value ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both exchange-traded funds - ACVU is a Large Cap Value Equities fund actively managed by Hartford, while ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index. ACVU is actively managed, while ROSC is passively managed. Over the past year, ACVU returned 24.79% vs 34.90% for ROSC. A 0.76 correlation means they provide meaningful diversification when combined. ACVU charges 0.45%/yr vs 0.34%/yr for ROSC.

Performance

ACVU vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Alpha Capture Value ETF (ACVU) 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, ACVU achieves a 12.50% return, which is significantly lower than ROSC's 16.64% return.

ACVU

• 1D: -0.95%
• 1M: 2.04%
• YTD: 12.50%
• 6M: 11.99%
• 1Y: 24.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

ACVU vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ACVU Hartford Alpha Capture Value ETF	12.50%	14.54%	9.83%	8.16%
ROSC Hartford Multifactor Small Cap ETF	16.64%	10.18%	7.28%	18.54%

Correlation

The correlation between ACVU and ROSC is 0.77, 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	0.77
Correlation (All Time) Calculated using the full available price history since Oct 16, 2023	0.76

The correlation between ACVU and ROSC has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

ACVU vs. ROSC - Sectors Allocation Comparison

Sectors	ACVU	ROSC
Financial Services	18.6%	18.4%
Technology	17.2%	13.0%
Industrials	11.5%	11.0%
Healthcare	11.4%	20.0%
Communication Services	7.6%	3.5%
Consumer Defensive	7.5%	6.4%
Energy	7.0%	3.2%
Consumer Cyclical	6.3%	14.6%
Utilities	6.0%	1.9%
Real Estate	3.9%	5.6%
Basic Materials	2.6%	2.6%

Return for Risk

ACVU vs. ROSC — Risk / Return Rank

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

ACVU

ACVU Risk / Return Rank: 75
ACVU Sharpe Ratio Rank: 77
ACVU Sortino Ratio Rank: 78
ACVU Omega Ratio Rank: 73
ACVU Calmar Ratio Rank: 72
ACVU Martin Ratio Rank: 74

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.

ACVU vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Alpha Capture Value ETF (ACVU) 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.

	ACVU	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	2.20	2.27	-0.06
Sortino ratio: Return per unit of downside risk	3.13	3.30	-0.17
Omega ratio: Gain probability vs. loss probability	1.39	1.40	-0.01
Calmar ratio: Return relative to maximum drawdown	3.29	4.52	-1.23
Martin ratio: Return relative to average drawdown	12.59	14.75	-2.17

ACVU vs. ROSC - Sharpe Ratio Comparison

The current ACVU Sharpe Ratio is 2.20, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of ACVU 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

ACVU vs. ROSC - Drawdown Comparison

The maximum ACVU drawdown since its inception was -13.11%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for ACVU and ROSC.

Drawdown Indicators

	ACVU	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-13.11%	-43.13%	+30.02%
Max Drawdown (1Y) Largest decline over 1 year	-7.56%	-7.75%	+0.19%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.13%	—
Current Drawdown Current decline from peak	-1.13%	-0.33%	-0.80%
Average Drawdown Average peak-to-trough decline	-1.94%	-7.18%	+5.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	2.37%	-0.40%

Volatility

ACVU vs. ROSC - Volatility Comparison

Hartford Alpha Capture Value ETF (ACVU) has a higher volatility of 3.94% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that ACVU'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

	ACVU	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	3.54%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	8.71%	10.40%	-1.69%
Volatility (1Y) Calculated over the trailing 1-year period	11.32%	15.53%	-4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.37%	19.29%	-6.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.37%	20.24%	-7.87%

ACVU vs. ROSC - Expense Ratio Comparison

ACVU has a 0.45% expense ratio, which is higher than ROSC's 0.34% expense ratio.

Dividends

ACVU vs. ROSC - Dividend Comparison

ACVU's dividend yield for the trailing twelve months is around 1.75%, less than ROSC's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACVU Hartford Alpha Capture Value ETF	1.75%	1.97%	3.91%	2.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Frequently Asked Questions

Can I hold both ACVU and ROSC in my portfolio?

ACVU and ROSC have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACVU or ROSC?

ACVU has higher volatility (3.94%) compared to ROSC (3.54%). In terms of maximum drawdown, ACVU dropped -13.11% vs ROSC's -43.13%.

Which ETF is better, ACVU or ROSC?

On 1-year performance, ROSC leads with 34.90% vs 24.79% for ACVU. On fees, ROSC is cheaper at 0.34% 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, ACVU or ROSC?

Over the 1-year period, ROSC has performed better with a 34.90% return vs 24.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACVU or ROSC?

ROSC is cheaper with a 0.34% expense ratio, compared with 0.45% for ACVU.

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

ROSC has the higher dividend yield at 1.79%, compared with 1.75% for ACVU.

What is the main difference between ACVU and ROSC?

ACVU is categorized as Large Cap Value Equities, while ROSC is Small Cap Blend Equities. Their fees differ too: 0.45% for ACVU and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.27 vs 2.20), 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.