HFGO vs. ROSC

Last updated Apr 1, 2026

Compare and contrast key facts about Hartford Large Cap Growth ETF (HFGO) and Hartford Multifactor Small Cap ETF (ROSC).

HFGO and ROSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HFGO is an actively managed fund by Hartford. It was launched on Nov 9, 2021. 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.

Performance

HFGO vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Large Cap Growth ETF (HFGO) and Hartford Multifactor Small Cap ETF (ROSC). The values are adjusted to include any dividend payments, if applicable.

HFGO vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HFGO Hartford Large Cap Growth ETF	-10.55%	15.52%	40.73%	42.45%	-36.69%	-5.15%
ROSC Hartford Multifactor Small Cap ETF	3.15%	10.18%	7.28%	18.88%	-10.58%	-1.87%

Returns By Period

In the year-to-date period, HFGO achieves a -10.55% return, which is significantly lower than ROSC's 3.15% return.

HFGO

• 1D: 4.54%
• 1M: -4.46%
• YTD: -10.55%
• 6M: -9.96%
• 1Y: 17.12%
• 3Y*: 21.20%
• 5Y*: —
• 10Y*: —

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)

HFGO vs. ROSC - Expense Ratio Comparison

HFGO has a 0.60% expense ratio, which is higher than ROSC's 0.34% expense ratio.

HFGO

Hartford Large Cap Growth ETF

ROSC

Hartford Multifactor Small Cap ETF

Return for Risk

HFGO vs. ROSC — Risk / Return Rank

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

HFGO

HFGO Risk / Return Rank: 38
HFGO Sharpe Ratio Rank: 38
HFGO Sortino Ratio Rank: 41
HFGO Omega Ratio Rank: 41
HFGO Calmar Ratio Rank: 37
HFGO Martin Ratio Rank: 34

ROSC

ROSC Risk / Return Rank: 69
ROSC Sharpe Ratio Rank: 67
ROSC Sortino Ratio Rank: 70
ROSC Omega Ratio Rank: 62
ROSC Calmar Ratio Rank: 74
ROSC Martin Ratio Rank: 71

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.

HFGO vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) 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.

	HFGO	ROSC	Difference
Sharpe ratio Return per unit of total volatility	0.70	1.17	-0.47
Sortino ratio Return per unit of downside risk	1.16	1.77	-0.61
Omega ratio Gain probability vs. loss probability	1.16	1.23	-0.07
Calmar ratio Return relative to maximum drawdown	0.93	1.91	-0.97
Martin ratio Return relative to average drawdown	3.10	7.26	-4.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HFGO vs. ROSC - Sharpe Ratio Comparison

The current HFGO Sharpe Ratio is 0.70, which is lower than the ROSC Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of HFGO 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.

Sharpe Ratios by Period

	HFGO	ROSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	1.17	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.36	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.43	-0.23

Correlation

The correlation between HFGO and ROSC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

HFGO vs. ROSC - Dividend Comparison

HFGO has not paid dividends to shareholders, while ROSC's dividend yield for the trailing twelve months is around 2.03%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HFGO Hartford Large Cap Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

HFGO vs. ROSC - Drawdown Comparison

The maximum HFGO drawdown since its inception was -44.64%, roughly equal to the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for HFGO and ROSC.

Drawdown Indicators

	HFGO	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-44.64%	-43.13%	-1.51%
Max Drawdown (1Y) Largest decline over 1 year	-18.29%	-11.91%	-6.38%
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	-14.59%	-5.31%	-9.28%
Average Drawdown Average peak-to-trough decline	-16.62%	-7.31%	-9.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.51%	3.13%	+2.38%

Volatility

HFGO vs. ROSC - Volatility Comparison

Hartford Large Cap Growth ETF (HFGO) has a higher volatility of 7.75% compared to Hartford Multifactor Small Cap ETF (ROSC) at 5.24%. This indicates that HFGO'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

	HFGO	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.75%	5.24%	+2.51%
Volatility (6M) Calculated over the trailing 6-month period	14.36%	11.14%	+3.22%
Volatility (1Y) Calculated over the trailing 1-year period	24.53%	19.29%	+5.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.16%	19.41%	+6.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.16%	20.26%	+5.90%