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HMOP vs. ROSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMOP vs. ROSC - Performance Comparison

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

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HMOP vs. ROSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMOP
Hartford Municipal Opportunities ETF
-0.10%4.70%2.52%6.83%-8.37%1.80%5.52%7.77%1.59%0.05%
ROSC
Hartford Multifactor Small Cap ETF
3.15%10.18%7.28%18.88%-10.58%31.37%5.27%17.09%-12.38%3.13%

Returns By Period

In the year-to-date period, HMOP achieves a -0.10% return, which is significantly lower than ROSC's 3.15% return.


HMOP

1D
0.18%
1M
-2.38%
YTD
-0.10%
6M
1.17%
1Y
4.35%
3Y*
3.81%
5Y*
1.32%
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)

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HMOP vs. ROSC - Expense Ratio Comparison

HMOP has a 0.29% expense ratio, which is lower than ROSC's 0.34% expense ratio.


Return for Risk

HMOP vs. ROSC — Risk / Return Rank

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

HMOP
HMOP Risk / Return Rank: 6060
Overall Rank
HMOP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HMOP Sortino Ratio Rank: 5959
Sortino Ratio Rank
HMOP Omega Ratio Rank: 6868
Omega Ratio Rank
HMOP Calmar Ratio Rank: 5858
Calmar Ratio Rank
HMOP Martin Ratio Rank: 5151
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.

HMOP vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Municipal Opportunities ETF (HMOP) 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.


HMOPROSCDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.17

0.00

Sortino ratio

Return per unit of downside risk

1.53

1.77

-0.24

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.47

1.91

-0.44

Martin ratio

Return relative to average drawdown

4.83

7.26

-2.43

HMOP vs. ROSC - Sharpe Ratio Comparison

The current HMOP Sharpe Ratio is 1.17, which is comparable to the ROSC Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of HMOP 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


HMOPROSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.17

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.36

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.43

+0.18

Correlation

The correlation between HMOP and ROSC is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HMOP vs. ROSC - Dividend Comparison

HMOP's dividend yield for the trailing twelve months is around 3.51%, more than ROSC's 2.03% yield.


TTM20252024202320222021202020192018201720162015
HMOP
Hartford Municipal Opportunities ETF
3.51%3.40%3.22%2.92%2.12%1.67%5.26%2.87%2.27%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

HMOP vs. ROSC - Drawdown Comparison

The maximum HMOP drawdown since its inception was -13.12%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for HMOP and ROSC.


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Drawdown Indicators


HMOPROSCDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-43.13%

+30.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-11.91%

+8.81%

Max Drawdown (5Y)

Largest decline over 5 years

-13.12%

-23.74%

+10.62%

Max Drawdown (10Y)

Largest decline over 10 years

-43.13%

Current Drawdown

Current decline from peak

-2.38%

-5.31%

+2.93%

Average Drawdown

Average peak-to-trough decline

-2.49%

-7.31%

+4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

3.13%

-2.19%

Volatility

HMOP vs. ROSC - Volatility Comparison

The current volatility for Hartford Municipal Opportunities ETF (HMOP) is 1.08%, while Hartford Multifactor Small Cap ETF (ROSC) has a volatility of 5.24%. This indicates that HMOP 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


HMOPROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

5.24%

-4.16%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

11.14%

-9.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

19.29%

-15.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.85%

19.41%

-15.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.29%

20.26%

-15.97%