HQGO vs. ROSC
Compare and contrast key facts about Hartford US Quality Growth ETF (HQGO) and Hartford Multifactor Small Cap ETF (ROSC).
HQGO and ROSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HQGO is a passively managed fund by Hartford that tracks the performance of the Hartford US Quality Growth Index - Benchmark TR Gross. It was launched on Dec 5, 2023. 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. Both HQGO and ROSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HQGO vs. ROSC - Performance Comparison
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HQGO vs. ROSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HQGO Hartford US Quality Growth ETF | -4.85% | 15.15% | 25.09% | 6.12% |
ROSC Hartford Multifactor Small Cap ETF | 3.97% | 10.18% | 7.28% | 8.91% |
Returns By Period
In the year-to-date period, HQGO achieves a -4.85% return, which is significantly lower than ROSC's 3.97% return.
HQGO
- 1D
- 0.76%
- 1M
- -3.93%
- YTD
- -4.85%
- 6M
- -3.46%
- 1Y
- 16.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROSC
- 1D
- 0.79%
- 1M
- -3.57%
- YTD
- 3.97%
- 6M
- 8.41%
- 1Y
- 22.91%
- 3Y*
- 13.11%
- 5Y*
- 7.16%
- 10Y*
- 10.03%
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HQGO vs. ROSC - Expense Ratio Comparison
Both HQGO and ROSC have an expense ratio of 0.34%.
Return for Risk
HQGO vs. ROSC — Risk / Return Rank
HQGO
ROSC
HQGO vs. ROSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford US Quality Growth ETF (HQGO) 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.
| HQGO | ROSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.19 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.79 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.97 | -0.53 |
Martin ratioReturn relative to average drawdown | 5.95 | 7.49 | -1.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HQGO | ROSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.19 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.43 | +0.59 |
Correlation
The correlation between HQGO and ROSC is 0.65, 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
HQGO vs. ROSC - Dividend Comparison
HQGO's dividend yield for the trailing twelve months is around 0.53%, less than ROSC's 2.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HQGO Hartford US Quality Growth ETF | 0.53% | 0.51% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROSC Hartford Multifactor Small Cap ETF | 2.01% | 2.08% | 2.00% | 2.01% | 1.51% | 2.13% | 1.75% | 3.05% | 2.86% | 2.13% | 2.20% | 2.48% |
Drawdowns
HQGO vs. ROSC - Drawdown Comparison
The maximum HQGO drawdown since its inception was -20.85%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for HQGO and ROSC.
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Drawdown Indicators
| HQGO | ROSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.85% | -43.13% | +22.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -11.91% | -0.21% |
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 | -6.95% | -4.56% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -2.63% | -7.31% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.14% | -0.19% |
Volatility
HQGO vs. ROSC - Volatility Comparison
Hartford US Quality Growth ETF (HQGO) has a higher volatility of 5.76% compared to Hartford Multifactor Small Cap ETF (ROSC) at 5.23%. This indicates that HQGO'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.
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Volatility by Period
| HQGO | ROSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 5.23% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 11.16% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.92% | 19.30% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 19.41% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 20.26% | -2.96% |