HFGO vs. ROSC

Last updated Jun 4, 2026

HFGO (Hartford Large Cap Growth ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both exchange-traded funds - HFGO is a Large Cap Growth Equities fund actively managed by Hartford, while ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index. HFGO is actively managed, while ROSC is passively managed. Over the past 3 years, HFGO returned 26.77%/yr vs 15.86%/yr for ROSC. A 0.61 correlation means they provide meaningful diversification when combined. HFGO charges 0.60%/yr vs 0.34%/yr for ROSC.

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.

Returns By Period

The year-to-date returns for both investments are quite close, with HFGO having a 11.58% return and ROSC slightly higher at 11.71%.

HFGO

• 1D: -1.26%
• 1M: 8.28%
• YTD: 11.58%
• 6M: 10.04%
• 1Y: 30.26%
• 3Y*: 26.77%
• 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)

HFGO vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HFGO Hartford Large Cap Growth ETF	11.58%	15.52%	40.73%	42.45%	-36.69%	-5.15%
ROSC Hartford Multifactor Small Cap ETF	11.71%	10.18%	7.28%	18.88%	-10.58%	-1.87%

Correlation

The correlation between HFGO and ROSC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (All Time) Calculated using the full available price history since Nov 11, 2021	0.61

The correlation between HFGO and ROSC shifts across timeframes, from 0.45 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

HFGO vs. ROSC - Sectors Allocation Comparison

Sectors	HFGO	ROSC
Technology	52.0%	12.1%
Communication Services	21.5%	3.6%
Consumer Cyclical	12.9%	14.1%
Healthcare	7.0%	20.1%
Industrials	3.1%	11.2%
Financial Services	2.3%	18.7%
Energy	0.6%	3.8%
Consumer Defensive	0.5%	6.6%
Basic Materials	-	2.5%
Real Estate	-	5.5%
Utilities	-	1.9%

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: 42
HFGO Sharpe Ratio Rank: 49
HFGO Sortino Ratio Rank: 46
HFGO Omega Ratio Rank: 46
HFGO Calmar Ratio Rank: 34
HFGO Martin Ratio Rank: 35

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.

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	1.69	1.97	-0.28
Sortino ratio: Return per unit of downside risk	2.30	2.90	-0.60
Omega ratio: Gain probability vs. loss probability	1.29	1.35	-0.06
Calmar ratio: Return relative to maximum drawdown	1.66	3.95	-2.29
Martin ratio: Return relative to average drawdown	5.35	12.81	-7.46
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 1.69, which is comparable to the ROSC Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of HFGO 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

	HFGO	ROSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	1.97	-0.28
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	0.39	0.46	-0.07

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%	-7.75%	-10.54%
Max Drawdown (3Y) Largest decline over 3 years	-25.19%	-23.74%	-1.45%
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	-1.36%	-1.76%	+0.40%
Average Drawdown Average peak-to-trough decline	-16.11%	-7.21%	-8.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.67%	2.39%	+3.28%

Volatility

HFGO vs. ROSC - Volatility Comparison

Hartford Large Cap Growth ETF (HFGO) has a higher volatility of 4.77% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. 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	4.77%	3.54%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	13.91%	10.30%	+3.61%
Volatility (1Y) Calculated over the trailing 1-year period	18.01%	15.56%	+2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.91%	19.32%	+6.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.91%	20.28%	+5.63%

HFGO vs. ROSC - Expense Ratio Comparison

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

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 1.87%.

Position	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	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 HFGO and ROSC in my portfolio?

HFGO and ROSC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HFGO or ROSC?

HFGO has higher volatility (4.77%) compared to ROSC (3.54%). In terms of maximum drawdown, HFGO dropped -44.64% vs ROSC's -43.13%.

Which ETF is better, HFGO or ROSC?

On 3-year performance, HFGO leads with 26.77% vs 15.86% for ROSC. On fees, ROSC is cheaper at 0.34% per year. On volatility, ROSC has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HFGO or ROSC?

Over the 3-year period, HFGO has performed better with a 26.77% return vs 15.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HFGO or ROSC?

ROSC is cheaper with a 0.34% expense ratio, compared with 0.60% for HFGO.

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

ROSC has the higher dividend yield at 1.87%, compared with 0.00% for HFGO.

What is the main difference between HFGO and ROSC?

HFGO is categorized as Large Cap Growth Equities, while ROSC is Small Cap Blend Equities. Their fees differ too: 0.60% for HFGO and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (1.97 vs 1.69), 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.