HDUS vs. ROSC

Last updated Jun 4, 2026

HDUS (Hartford Disciplined US Equity ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both exchange-traded funds - HDUS is a Large Cap Blend Equities fund tracking the Hartford Disciplined US Equity Index, while ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 3 years, HDUS returned 21.13%/yr vs 15.86%/yr for ROSC. A 0.74 correlation means they provide meaningful diversification when combined. HDUS charges 0.19%/yr vs 0.34%/yr for ROSC.

Performance

HDUS vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Disciplined US Equity ETF (HDUS) 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, HDUS achieves a 10.84% return, which is significantly lower than ROSC's 11.71% return.

HDUS

• 1D: -0.74%
• 1M: 4.44%
• YTD: 10.84%
• 6M: 10.51%
• 1Y: 26.49%
• 3Y*: 21.13%
• 5Y*: —
• 10Y*: —

ROSC

• 1D: -0.88%
• 1M: 0.50%
• YTD: 11.71%
• 6M: 12.39%
• 1Y: 30.49%
• 3Y*: 15.86%
• 5Y*: 8.05%
• 10Y*: 10.48%

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

HDUS vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HDUS Hartford Disciplined US Equity ETF	10.84%	17.17%	23.57%	21.17%	-2.14%
ROSC Hartford Multifactor Small Cap ETF	11.71%	10.18%	7.28%	18.88%	-3.61%

Correlation

The correlation between HDUS and ROSC is 0.71, 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	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (All Time) Calculated using the full available price history since Nov 18, 2022	0.74

The correlation between HDUS and ROSC has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

HDUS vs. ROSC - Sectors Allocation Comparison

Sectors	HDUS	ROSC
Technology	35.1%	12.1%
Financial Services	12.2%	18.7%
Communication Services	11.4%	3.6%
Consumer Cyclical	10.2%	14.1%
Industrials	7.0%	11.2%
Healthcare	6.5%	20.1%
Consumer Defensive	5.6%	6.6%
Real Estate	5.0%	5.5%
Energy	3.2%	3.8%
Utilities	2.3%	1.9%
Basic Materials	1.3%	2.5%

Return for Risk

HDUS vs. ROSC — Risk / Return Rank

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

HDUS

HDUS Risk / Return Rank: 76
HDUS Sharpe Ratio Rank: 76
HDUS Sortino Ratio Rank: 76
HDUS Omega Ratio Rank: 75
HDUS Calmar Ratio Rank: 72
HDUS Martin Ratio Rank: 84

ROSC

ROSC Risk / Return Rank: 65
ROSC Sharpe Ratio Rank: 58
ROSC Sortino Ratio Rank: 62
ROSC Omega Ratio Rank: 57
ROSC Calmar Ratio Rank: 78
ROSC Martin Ratio Rank: 69

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.

HDUS vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Disciplined US Equity ETF (HDUS) 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.

	HDUS	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	2.43	1.97	+0.46
Sortino ratio: Return per unit of downside risk	3.36	2.90	+0.46
Omega ratio: Gain probability vs. loss probability	1.44	1.35	+0.09
Calmar ratio: Return relative to maximum drawdown	3.56	3.95	-0.40
Martin ratio: Return relative to average drawdown	17.05	12.81	+4.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HDUS vs. ROSC - Sharpe Ratio Comparison

The current HDUS Sharpe Ratio is 2.43, which is comparable to the ROSC Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of HDUS 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.

Sharpe Ratios by Period

	HDUS	ROSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	1.97	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.42	0.46	+0.96

Drawdowns

HDUS vs. ROSC - Drawdown Comparison

The maximum HDUS drawdown since its inception was -17.94%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for HDUS and ROSC.

Drawdown Indicators

	HDUS	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-17.94%	-43.13%	+25.19%
Max Drawdown (1Y) Largest decline over 1 year	-7.48%	-7.75%	+0.27%
Max Drawdown (3Y) Largest decline over 3 years	-17.94%	-23.74%	+5.80%
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	-0.83%	-1.76%	+0.93%
Average Drawdown Average peak-to-trough decline	-2.03%	-7.21%	+5.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	2.39%	-0.83%

Volatility

HDUS vs. ROSC - Volatility Comparison

The current volatility for Hartford Disciplined US Equity ETF (HDUS) is 2.48%, while Hartford Multifactor Small Cap ETF (ROSC) has a volatility of 3.54%. This indicates that HDUS experiences smaller price fluctuations and is considered to be less risky than ROSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HDUS	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.48%	3.54%	-1.06%
Volatility (6M) Calculated over the trailing 6-month period	8.13%	10.30%	-2.17%
Volatility (1Y) Calculated over the trailing 1-year period	10.96%	15.56%	-4.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.15%	19.32%	-5.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.15%	20.28%	-6.13%

HDUS vs. ROSC - Expense Ratio Comparison

HDUS has a 0.19% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

HDUS vs. ROSC - Dividend Comparison

HDUS's dividend yield for the trailing twelve months is around 1.32%, less than ROSC's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HDUS Hartford Disciplined US Equity ETF	1.32%	1.45%	1.58%	1.36%	0.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROSC Hartford Multifactor Small Cap ETF	1.87%	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 HDUS and ROSC in my portfolio?

HDUS and ROSC have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HDUS or ROSC?

ROSC has higher volatility (3.54%) compared to HDUS (2.48%). In terms of maximum drawdown, HDUS dropped -17.94% vs ROSC's -43.13%.

Which ETF is better, HDUS or ROSC?

On 3-year performance, HDUS leads with 21.13% vs 15.86% for ROSC. On fees, HDUS is cheaper at 0.19% per year. On volatility, HDUS has been the lower-risk option at 2.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HDUS or ROSC?

Over the 3-year period, HDUS has performed better with a 21.13% return vs 15.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HDUS or ROSC?

HDUS is cheaper with a 0.19% expense ratio, compared with 0.34% for ROSC.

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

ROSC has the higher dividend yield at 1.87%, compared with 1.32% for HDUS.

What is the main difference between HDUS and ROSC?

HDUS is categorized as Large Cap Blend Equities, while ROSC is Small Cap Blend Equities. HDUS tracks Hartford Disciplined US Equity Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. Their fees differ too: 0.19% for HDUS and 0.34% for ROSC.

Which has better risk-adjusted returns?

HDUS currently has the higher Sharpe Ratio (2.43 vs 1.97), 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.