AFMC vs. ROSC

Last updated Jun 24, 2026

AFMC (First Trust Active Factor Mid Cap ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both exchange-traded funds - AFMC is a Mid Cap Blend Equities fund actively managed by First Trust, while ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index. AFMC is actively managed, while ROSC is passively managed. Over the past 5 years, AFMC returned 10.79%/yr vs 8.95%/yr for ROSC. Their correlation of 0.91 suggests significant overlap in exposure. AFMC charges 0.65%/yr vs 0.34%/yr for ROSC.

Performance

AFMC vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Active Factor Mid Cap ETF (AFMC) and Hartford Multifactor Small Cap ETF (ROSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AFMC having a 16.92% return and ROSC slightly lower at 16.64%.

AFMC

• 1D: -0.98%
• 1M: 2.29%
• YTD: 16.92%
• 6M: 14.64%
• 1Y: 27.95%
• 3Y*: 20.04%
• 5Y*: 10.79%
• 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)

AFMC vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AFMC First Trust Active Factor Mid Cap ETF	16.92%	10.23%	19.06%	21.46%	-15.55%	25.75%	5.87%	1.97%
ROSC Hartford Multifactor Small Cap ETF	16.64%	10.18%	7.28%	18.88%	-10.58%	31.37%	5.27%	4.06%

Correlation

The correlation between AFMC and ROSC is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019	0.91

The correlation between AFMC and ROSC has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

AFMC vs. ROSC - Sectors Allocation Comparison

Sectors	AFMC	ROSC
Technology	20.9%	13.0%
Industrials	20.7%	11.0%
Consumer Cyclical	13.4%	14.6%
Financial Services	12.8%	18.4%
Healthcare	9.3%	20.0%
Real Estate	6.7%	5.6%
Energy	5.4%	3.2%
Basic Materials	5.3%	2.6%
Consumer Defensive	2.8%	6.4%
Communication Services	1.6%	3.5%
Utilities	1.1%	1.9%

Return for Risk

AFMC vs. ROSC — Risk / Return Rank

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

AFMC

AFMC Risk / Return Rank: 64
AFMC Sharpe Ratio Rank: 60
AFMC Sortino Ratio Rank: 62
AFMC Omega Ratio Rank: 56
AFMC Calmar Ratio Rank: 72
AFMC Martin Ratio Rank: 71

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.

AFMC vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Mid Cap ETF (AFMC) 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.

	AFMC	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	1.85	2.27	-0.42
Sortino ratio: Return per unit of downside risk	2.67	3.30	-0.62
Omega ratio: Gain probability vs. loss probability	1.32	1.40	-0.08
Calmar ratio: Return relative to maximum drawdown	3.42	4.52	-1.10
Martin ratio: Return relative to average drawdown	12.33	14.75	-2.42

AFMC vs. ROSC - Sharpe Ratio Comparison

The current AFMC Sharpe Ratio is 1.85, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AFMC 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

AFMC vs. ROSC - Drawdown Comparison

The maximum AFMC drawdown since its inception was -42.14%, roughly equal to the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for AFMC and ROSC.

Drawdown Indicators

	AFMC	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-42.14%	-43.13%	+0.99%
Max Drawdown (1Y) Largest decline over 1 year	-8.20%	-7.75%	-0.45%
Max Drawdown (3Y) Largest decline over 3 years	-21.99%	-23.74%	+1.75%
Max Drawdown (5Y) Largest decline over 5 years	-25.40%	-23.74%	-1.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.13%	—
Current Drawdown Current decline from peak	-1.20%	-0.33%	-0.87%
Average Drawdown Average peak-to-trough decline	-7.56%	-7.18%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	2.37%	-0.10%

Volatility

AFMC vs. ROSC - Volatility Comparison

First Trust Active Factor Mid Cap ETF (AFMC) has a higher volatility of 4.69% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that AFMC'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

	AFMC	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	3.54%	+1.15%
Volatility (6M) Calculated over the trailing 6-month period	11.34%	10.40%	+0.94%
Volatility (1Y) Calculated over the trailing 1-year period	15.23%	15.53%	-0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.96%	19.29%	-0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.89%	20.24%	+2.65%

AFMC vs. ROSC - Expense Ratio Comparison

AFMC has a 0.65% expense ratio, which is higher than ROSC's 0.34% expense ratio.

Dividends

AFMC vs. ROSC - Dividend Comparison

AFMC's dividend yield for the trailing twelve months is around 0.77%, less than ROSC's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFMC First Trust Active Factor Mid Cap ETF	0.77%	0.96%	0.64%	0.87%	1.42%	0.84%	1.05%	0.29%	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 AFMC and ROSC in my portfolio?

AFMC and ROSC have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AFMC or ROSC?

AFMC has higher volatility (4.69%) compared to ROSC (3.54%). In terms of maximum drawdown, AFMC dropped -42.14% vs ROSC's -43.13%.

Which ETF is better, AFMC or ROSC?

On 5-year performance, AFMC leads with 10.79% vs 8.95% for ROSC. 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, AFMC or ROSC?

Over the 5-year period, AFMC has performed better with a 10.79% return vs 8.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AFMC or ROSC?

ROSC is cheaper with a 0.34% expense ratio, compared with 0.65% for AFMC.

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

ROSC has the higher dividend yield at 1.79%, compared with 0.77% for AFMC.

What is the main difference between AFMC and ROSC?

AFMC is categorized as Mid Cap Blend Equities, while ROSC is Small Cap Blend Equities. They also come from different issuers: First Trust and Hartford. Their fees differ too: 0.65% for AFMC and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.85), 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.