HFSI vs. ROSC
HFSI (Hartford Strategic Income ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both exchange-traded funds - HFSI is a Multisector Bonds fund actively managed by Hartford, while ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index. HFSI is actively managed, while ROSC is passively managed. Over the past 3 years, HFSI returned 7.99%/yr vs 16.07%/yr for ROSC. Their 0.32 correlation means their historical movements had little consistent relationship. HFSI charges 0.49%/yr vs 0.34%/yr for ROSC.
Performance
HFSI vs. ROSC - Performance Comparison
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Returns By Period
In the year-to-date period, HFSI achieves a 1.08% return, which is significantly lower than ROSC's 21.44% return.
HFSI
- 1D
- 0.26%
- 1M
- -0.50%
- 6M
- 0.57%
- YTD
- 1.08%
- 1Y
- 4.70%
- 3Y*
- 7.99%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.61%
ROSC
- 1D
- 1.35%
- 1M
- 1.50%
- 6M
- 14.44%
- YTD
- 21.44%
- 1Y
- 40.60%
- 3Y*
- 16.07%
- 5Y*
- 10.37%
- 10Y*
- 11.09%
- ALL TIME*
- 9.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.57M | $12.84M | $8.48M | |
| $136.27K | $122.07K | $123.34K |
HFSI vs. ROSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HFSI Hartford Strategic Income ETF | 1.08% | 9.56% | 7.91% | 9.91% | -12.60% | -1.24% |
ROSC Hartford Multifactor Small Cap ETF | 21.44% | 10.18% | 7.28% | 18.88% | -10.58% | 9.74% |
Correlation
The correlation between HFSI and ROSC is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021 | 0.32 |
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Return for Risk
HFSI vs. ROSC — Risk / Return Rank
HFSI
ROSC
HFSI vs. ROSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Strategic Income ETF (HFSI) 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.
| HFSI | ROSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.48 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 5.26 | -3.72 |
| Martin ratioReturn relative to average drawdown | 5.96 | 17.73 | -11.76 |
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Drawdowns
HFSI vs. ROSC - Drawdown Comparison
The maximum HFSI drawdown since its inception was -19.34%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for HFSI and ROSC.
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Drawdown Indicators
| HFSI | ROSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.34% | -43.13% | +23.79% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | -7.75% | +4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -4.37% | -23.74% | +19.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.13% | — |
Current DrawdownCurrent decline from peak | -0.82% | -0.42% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -7.12% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 2.30% | -1.51% |
Volatility
HFSI vs. ROSC - Volatility Comparison
The current volatility for Hartford Strategic Income ETF (HFSI) is 0.91%, while Hartford Multifactor Small Cap ETF (ROSC) has a volatility of 3.55%. This indicates that HFSI 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.
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Volatility by Period
| HFSI | ROSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 3.55% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 10.12% | -7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.39% | 15.09% | -11.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.92% | 19.21% | -14.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 20.25% | -15.33% |
HFSI vs. ROSC - Expense Ratio Comparison
HFSI has a 0.49% expense ratio, which is higher than ROSC's 0.34% expense ratio.
Dividends
HFSI vs. ROSC - Dividend Comparison
HFSI's dividend yield for the trailing twelve months is around 5.61%, more than ROSC's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFSI Hartford Strategic Income ETF | 5.61% | 5.67% | 6.51% | 5.77% | 4.87% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROSC Hartford Multifactor Small Cap ETF | 1.77% | 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
HFSI and ROSC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROSC has higher volatility (3.55%) compared to HFSI (0.91%). In terms of maximum drawdown, HFSI dropped -19.34% vs ROSC's -43.13%.
On 3-year performance, ROSC leads with 16.07% vs 7.99% for HFSI. On fees, ROSC is cheaper at 0.34% per year. On volatility, HFSI has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ROSC has performed better with a 16.07% return vs 7.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ROSC is cheaper with a 0.34% expense ratio, compared with 0.49% for HFSI.
HFSI has the higher dividend yield at 5.61%, compared with 1.77% for ROSC.
HFSI is categorized as Multisector Bonds, while ROSC is Small Cap Blend Equities. Their fees differ too: 0.49% for HFSI and 0.34% for ROSC.
ROSC currently has the higher Sharpe Ratio (2.71 vs 1.39), 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.
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