BUYO vs. ROSC
BUYO (KraneShares Man Buyout Beta Index ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - BUYO tracks the Man Buyout Beta Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past year, BUYO returned 28.83% vs 32.04% for ROSC. Their correlation of 0.86 suggests significant overlap in exposure. BUYO charges 0.89%/yr vs 0.34%/yr for ROSC.
Performance
BUYO vs. ROSC - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BUYO having a 19.18% return and ROSC slightly higher at 19.64%.
BUYO
- 1D
- -1.23%
- 1M
- 4.80%
- 6M
- 18.58%
- YTD
- 19.18%
- 1Y
- 28.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROSC
- 1D
- -0.43%
- 1M
- 7.10%
- 6M
- 19.71%
- YTD
- 19.64%
- 1Y
- 32.04%
- 3Y*
- 16.84%
- 5Y*
- 9.52%
- 10Y*
- 11.32%
BUYO vs. ROSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BUYO KraneShares Man Buyout Beta Index ETF | 19.18% | 10.94% | 0.16% |
ROSC Hartford Multifactor Small Cap ETF | 19.64% | 10.18% | 2.83% |
Correlation
The correlation between BUYO and ROSC is 0.83, 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 | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2024 | 0.86 |
The correlation between BUYO and ROSC has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
BUYO vs. ROSC — Risk / Return Rank
BUYO
ROSC
BUYO vs. ROSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares Man Buyout Beta Index ETF (BUYO) 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.
| BUYO | ROSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.38 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 4.26 | -1.27 |
| Martin ratioReturn relative to average drawdown | 10.91 | 13.90 | -2.99 |
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Drawdowns
BUYO vs. ROSC - Drawdown Comparison
The maximum BUYO drawdown since its inception was -28.01%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for BUYO and ROSC.
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Drawdown Indicators
| BUYO | ROSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.01% | -43.13% | +15.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -7.75% | -2.32% |
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 DrawdownCurrent decline from peak | -1.73% | -0.43% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -7.16% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.37% | +0.39% |
Volatility
BUYO vs. ROSC - Volatility Comparison
KraneShares Man Buyout Beta Index ETF (BUYO) has a higher volatility of 5.22% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.71%. This indicates that BUYO'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.
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Volatility by Period
| BUYO | ROSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.71% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.77% | 10.51% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 15.41% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 19.30% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.49% | 20.24% | +1.25% |
BUYO vs. ROSC - Expense Ratio Comparison
BUYO has a 0.89% expense ratio, which is higher than ROSC's 0.34% expense ratio.
Dividends
BUYO vs. ROSC - Dividend Comparison
BUYO's dividend yield for the trailing twelve months is around 0.01%, less than ROSC's 1.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUYO KraneShares Man Buyout Beta Index ETF | 0.01% | 0.01% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROSC Hartford Multifactor Small Cap ETF | 1.80% | 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
BUYO and ROSC have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUYO has higher volatility (5.22%) compared to ROSC (3.71%). In terms of maximum drawdown, BUYO dropped -28.01% vs ROSC's -43.13%.
On 1-year performance, ROSC leads with 32.04% vs 28.83% for BUYO. On fees, ROSC is cheaper at 0.34% per year. On volatility, ROSC has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ROSC has performed better with a 32.04% return vs 28.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ROSC is cheaper with a 0.34% expense ratio, compared with 0.89% for BUYO.
ROSC has the higher dividend yield at 1.80%, compared with 0.01% for BUYO.
BUYO tracks Man Buyout Beta Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: KraneShares and Hartford. Their fees differ too: 0.89% for BUYO and 0.34% for ROSC.
ROSC currently has the higher Sharpe Ratio (2.15 vs 1.67), 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.
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