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FYX vs. ROSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FYX vs. ROSC

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Small Cap Core AlphaDEX Fund (FYX) and Hartford Multifactor Small Cap ETF (ROSC).

FYX and ROSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FYX is a passively managed fund by First Trust that tracks the performance of the Nasdaq AlphaDEX Small Cap Core Index. It was launched on May 8, 2007. ROSC is a passively managed fund by Hartford that tracks the performance of the ROSC-US - Hartford Multifactor Small Cap Index. It was launched on Mar 24, 2015. Both FYX and ROSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FYX vs. ROSC - Performance Comparison

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

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FYX vs. ROSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FYX
First Trust Small Cap Core AlphaDEX Fund		5.67%12.68%12.22%18.30%-18.41%27.43%19.48%21.32%-10.64%14.34%
ROSC
Hartford Multifactor Small Cap ETF		3.15%10.18%7.28%18.88%-10.58%31.37%5.27%17.09%-12.38%24.49%

Returns By Period

In the year-to-date period, FYX achieves a 5.67% return, which is significantly higher than ROSC's 3.15% return. Over the past 10 years, FYX has outperformed ROSC with an annualized return of 11.34%, while ROSC has yielded a comparatively lower 9.94% annualized return.

FYX

1D
2.70%
1M
-2.67%
YTD
5.67%
6M
10.05%
1Y
33.57%
3Y*
15.33%
5Y*
6.59%
10Y*
11.34%

ROSC

1D
1.33%
1M
-3.65%
YTD
3.15%
6M
7.48%
1Y
22.55%
3Y*
12.82%
5Y*
6.99%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust Small Cap Core AlphaDEX Fund

Hartford Multifactor Small Cap ETF

Often compared with FYX:
FYX vs. SPMOFYX vs. FYCFYX vs. IWYFYX vs. SPSMFYX vs. FNCMXFYX vs. smhFYX vs. IJR
Often compared with ROSC:
ROSC vs. SPMOROSC vs. JEPIROSC vs. AVUVROSC vs. VBRROSC vs. CALFROSC vs. SMLVROSC vs. SPGP

FYX vs. ROSC - Expense Ratio Comparison

FYX has a 0.63% expense ratio, which is higher than ROSC's 0.34% expense ratio.

FYX
First Trust Small Cap Core AlphaDEX Fund
ROSC
Hartford Multifactor Small Cap ETF

Return for Risk

FYX vs. ROSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FYX
FYX Risk / Return Rank: 8181
Overall Rank
FYX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FYX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FYX Omega Ratio Rank: 7575
Omega Ratio Rank
FYX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FYX Martin Ratio Rank: 8484
Martin Ratio Rank
ROSC
ROSC Risk / Return Rank: 6969
Overall Rank
ROSC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 7070
Sortino Ratio Rank
ROSC Omega Ratio Rank: 6262
Omega Ratio Rank
ROSC Calmar Ratio Rank: 7474
Calmar Ratio Rank
ROSC Martin Ratio Rank: 7171
Martin Ratio Rank
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.

FYX vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Small Cap Core AlphaDEX Fund (FYX) 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.

FYXROSCDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.17

+0.31

Sortino ratio

Return per unit of downside risk

2.14

1.77

+0.37

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

2.35

1.91

+0.45

Martin ratio

Return relative to average drawdown

9.65

7.26

+2.39

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FYX vs. ROSC - Sharpe Ratio Comparison

The current FYX Sharpe Ratio is 1.48, which is comparable to the ROSC Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FYX and ROSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FYXROSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.17

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.36

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.49

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.43

-0.09

Correlation

The correlation between FYX and ROSC is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FYX vs. ROSC - Dividend Comparison

FYX's dividend yield for the trailing twelve months is around 0.78%, less than ROSC's 2.03% yield.

TTM20252024202320222021202020192018201720162015
FYX
First Trust Small Cap Core AlphaDEX Fund		0.78%0.64%1.62%1.22%0.95%0.99%0.65%1.12%1.08%0.60%0.94%0.88%
ROSC
Hartford Multifactor Small Cap ETF		2.03%2.08%2.00%2.01%1.51%2.13%1.75%3.05%2.86%2.13%2.20%2.48%

Drawdowns

FYX vs. ROSC - Drawdown Comparison

The maximum FYX drawdown since its inception was -61.80%, which is greater than ROSC's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for FYX and ROSC.

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Drawdown Indicators

FYXROSCDifference

Max Drawdown

Largest peak-to-trough decline

-61.80%

-43.13%

-18.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-11.91%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-27.91%

-23.74%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-48.82%

-43.13%

-5.69%

Current Drawdown

Current decline from peak

-4.24%

-5.31%

+1.07%

Average Drawdown

Average peak-to-trough decline

-10.98%

-7.31%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.13%

+0.25%

Volatility

FYX vs. ROSC - Volatility Comparison

First Trust Small Cap Core AlphaDEX Fund (FYX) has a higher volatility of 6.35% compared to Hartford Multifactor Small Cap ETF (ROSC) at 5.24%. This indicates that FYX'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

FYXROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

5.24%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

11.14%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

19.29%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.04%

19.41%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.21%

20.26%

+3.95%