EWMC vs. ROSC

Last updated Aug 2, 2026

EWMC (Invesco S&P MidCap 400 GARP ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - EWMC tracks the S&P MidCap 400 GARP Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, EWMC returned 11.33%/yr vs 10.89%/yr for ROSC. Their correlation of 0.81 means they have usually moved in the same direction. EWMC charges 0.35%/yr vs 0.34%/yr for ROSC.

Performance

EWMC vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400 GARP ETF (EWMC) 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, EWMC achieves a 13.17% return, which is significantly lower than ROSC's 19.82% return. Both investments have delivered pretty close results over the past 10 years, with EWMC having a 11.33% annualized return and ROSC not far behind at 10.89%.

EWMC

• 1D: -0.35%
• 1M: 2.06%
• 6M: 11.71%
• YTD: 13.17%
• 1Y: 21.04%
• 3Y*: 13.73%
• 5Y*: 9.29%
• 10Y*: 11.33%
• ALL TIME*: 11.48%

ROSC

• 1D: -0.46%
• 1M: 0.15%
• 6M: 14.78%
• YTD: 19.82%
• 1Y: 38.72%
• 3Y*: 15.41%
• 5Y*: 9.77%
• 10Y*: 10.89%
• ALL TIME*: 9.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EWMC Invesco S&P MidCap 400 GARP ETF	$1.43M	$1.18M	$1.33M
ROSC Hartford Multifactor Small Cap ETF	$129.89K	$138.46K	$121.53K

EWMC vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EWMC Invesco S&P MidCap 400 GARP ETF	13.17%	7.81%	15.67%	18.79%	-11.63%	26.35%	15.60%	23.05%	-12.45%	13.05%
ROSC Hartford Multifactor Small Cap ETF	19.82%	10.18%	7.28%	18.88%	-10.58%	31.37%	5.27%	17.09%	-12.38%	24.49%

Correlation

The correlation between EWMC and ROSC is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.79
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (5Y) Shows whether the relationship held over a longer period.	0.90
Correlation (10Y) Provides a long-term view across more market conditions.	0.86
Correlation (All Time) Calculated using the full available price history since Mar 24, 2015	0.81

The correlation between EWMC and ROSC shifts across timeframes, from 0.79 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

EWMC vs. ROSC - Sectors Allocation Comparison

Sectors	EWMC	ROSC
Industrials	17.9%	11.5%
Consumer Cyclical	16.0%	14.8%
Financial Services	13.8%	19.3%
Technology	13.3%	12.3%
Healthcare	9.8%	19.0%
Real Estate	7.8%	5.7%
Basic Materials	5.9%	2.7%
Energy	5.1%	2.3%
Consumer Defensive	5.0%	6.3%
Utilities	3.4%	1.8%
Communication Services	2.0%	3.6%

Return for Risk

EWMC vs. ROSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EWMC

EWMC Risk / Return Rank: 58
EWMC Sharpe Ratio Rank: 52
EWMC Sortino Ratio Rank: 53
EWMC Omega Ratio Rank: 48
EWMC Calmar Ratio Rank: 73
EWMC Martin Ratio Rank: 63

ROSC

ROSC Risk / Return Rank: 92
ROSC Sharpe Ratio Rank: 92
ROSC Sortino Ratio Rank: 93
ROSC Omega Ratio Rank: 91
ROSC Calmar Ratio Rank: 94
ROSC Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EWMC vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 GARP ETF (EWMC) 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.

	EWMC	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	1.26	2.42	-1.16
Sortino ratio: Return per unit of downside risk	1.88	3.57	-1.70
Omega ratio: Gain probability vs. loss probability	1.22	1.43	-0.21
Calmar ratio: Return relative to maximum drawdown	2.58	4.72	-2.14
Martin ratio: Return relative to average drawdown	7.67	15.90	-8.23

EWMC vs. ROSC - Sharpe Ratio Comparison

The current EWMC Sharpe Ratio is 1.26, which is lower than the ROSC Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of EWMC 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

EWMC vs. ROSC - Drawdown Comparison

The maximum EWMC drawdown since its inception was -43.12%, roughly equal to the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for EWMC and ROSC.

Drawdown Indicators

	EWMC	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-43.12%	-43.13%	+0.01%
Max Drawdown (1Y) Largest decline over 1 year	-7.62%	-7.75%	+0.13%
Max Drawdown (3Y) Largest decline over 3 years	-28.09%	-23.74%	-4.35%
Max Drawdown (5Y) Largest decline over 5 years	-28.09%	-23.74%	-4.35%
Max Drawdown (10Y) Largest decline over 10 years	-43.12%	-43.13%	+0.01%
Current Drawdown Current decline from peak	-1.19%	-1.74%	+0.55%
Average Drawdown Average peak-to-trough decline	-5.66%	-7.12%	+1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	2.30%	+0.26%

Volatility

EWMC vs. ROSC - Volatility Comparison

Invesco S&P MidCap 400 GARP ETF (EWMC) has a higher volatility of 4.04% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.31%. This indicates that EWMC'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

	EWMC	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	3.31%	+0.73%
Volatility (6M) Calculated over the trailing 6-month period	10.51%	10.05%	+0.46%
Volatility (1Y) Calculated over the trailing 1-year period	15.65%	15.14%	+0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.80%	19.19%	+1.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.19%	20.24%	+1.95%

EWMC vs. ROSC - Expense Ratio Comparison

EWMC has a 0.35% expense ratio, which is higher than ROSC's 0.34% expense ratio.

Dividends

EWMC vs. ROSC - Dividend Comparison

EWMC's dividend yield for the trailing twelve months is around 0.70%, less than ROSC's 1.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EWMC Invesco S&P MidCap 400 GARP ETF	0.70%	1.19%	0.95%	0.96%	1.28%	0.92%	1.16%	1.25%	1.50%	1.14%	1.00%	1.43%
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

Can I hold both EWMC and ROSC in my portfolio?

EWMC and ROSC have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EWMC or ROSC?

EWMC has higher volatility (4.04%) compared to ROSC (3.31%). In terms of maximum drawdown, EWMC dropped -43.12% vs ROSC's -43.13%.

Which ETF is better, EWMC or ROSC?

On 10-year performance, EWMC leads with 11.33% vs 10.89% for ROSC. On fees, ROSC is cheaper at 0.34% per year. On volatility, ROSC has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EWMC or ROSC?

Over the 10-year period, EWMC has performed better with a 11.33% return vs 10.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EWMC or ROSC?

ROSC is cheaper with a 0.34% expense ratio, compared with 0.35% for EWMC.

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

ROSC has the higher dividend yield at 1.80%, compared with 0.70% for EWMC.

What is the main difference between EWMC and ROSC?

EWMC tracks S&P MidCap 400 GARP Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: Invesco and Hartford. Their fees differ too: 0.35% for EWMC and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.42 vs 1.26), 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.