HQGO vs. ROSC

Last updated Jun 4, 2026

HQGO (Hartford US Quality Growth ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both exchange-traded funds - HQGO is a Large Cap Growth Equities fund tracking the Hartford US Quality Growth Index - Benchmark TR Gross, while ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past year, HQGO returned 25.94% vs 30.49% for ROSC. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.34% expense ratio.

Performance

HQGO vs. ROSC - Performance Comparison

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

Returns By Period

In the year-to-date period, HQGO achieves a 10.17% return, which is significantly lower than ROSC's 11.71% return.

HQGO

• 1D: -0.57%
• 1M: 5.79%
• YTD: 10.17%
• 6M: 9.44%
• 1Y: 25.94%
• 3Y*: —
• 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)

HQGO vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
HQGO Hartford US Quality Growth ETF	10.17%	15.15%	25.09%	6.12%
ROSC Hartford Multifactor Small Cap ETF	11.71%	10.18%	7.28%	8.91%

Correlation

The correlation between HQGO and ROSC is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023	0.65

The correlation between HQGO and ROSC has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

HQGO vs. ROSC - Sectors Allocation Comparison

Sectors	HQGO	ROSC
Technology	39.1%	12.1%
Consumer Cyclical	14.1%	14.1%
Communication Services	13.4%	3.6%
Healthcare	9.0%	20.1%
Industrials	6.7%	11.2%
Financial Services	6.6%	18.7%
Consumer Defensive	4.4%	6.6%
Energy	4.2%	3.8%
Basic Materials	1.9%	2.5%
Real Estate	0.6%	5.5%
Utilities	0.1%	1.9%

Return for Risk

HQGO vs. ROSC — Risk / Return Rank

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

HQGO

HQGO Risk / Return Rank: 56
HQGO Sharpe Ratio Rank: 58
HQGO Sortino Ratio Rank: 57
HQGO Omega Ratio Rank: 56
HQGO Calmar Ratio Rank: 51
HQGO Martin Ratio Rank: 59

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.

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 ratio: Return per unit of total volatility	1.95	1.97	-0.02
Sortino ratio: Return per unit of downside risk	2.69	2.90	-0.21
Omega ratio: Gain probability vs. loss probability	1.34	1.35	-0.01
Calmar ratio: Return relative to maximum drawdown	2.51	3.95	-1.45
Martin ratio: Return relative to average drawdown	10.34	12.81	-2.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HQGO vs. ROSC - Sharpe Ratio Comparison

The current HQGO Sharpe Ratio is 1.95, which is comparable to the ROSC Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of HQGO 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

	HQGO	ROSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	1.97	-0.02
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	1.38	0.46	+0.92

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.

Drawdown Indicators

	HQGO	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-20.85%	-43.13%	+22.28%
Max Drawdown (1Y) Largest decline over 1 year	-10.40%	-7.75%	-2.65%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.74%	—
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	-0.85%	-1.76%	+0.91%
Average Drawdown Average peak-to-trough decline	-2.52%	-7.21%	+4.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	2.39%	+0.12%

Volatility

HQGO vs. ROSC - Volatility Comparison

The current volatility for Hartford US Quality Growth ETF (HQGO) is 2.66%, while Hartford Multifactor Small Cap ETF (ROSC) has a volatility of 3.54%. This indicates that HQGO 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.

Volatility by Period

	HQGO	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	3.54%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	9.95%	10.30%	-0.35%
Volatility (1Y) Calculated over the trailing 1-year period	13.37%	15.56%	-2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.99%	19.32%	-2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.99%	20.28%	-3.29%

HQGO vs. ROSC - Expense Ratio Comparison

Both HQGO and ROSC have an expense ratio of 0.34%.

Dividends

HQGO vs. ROSC - Dividend Comparison

HQGO's dividend yield for the trailing twelve months is around 0.46%, less than ROSC's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HQGO Hartford US Quality Growth ETF	0.46%	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	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 HQGO and ROSC in my portfolio?

HQGO and ROSC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HQGO or ROSC?

ROSC has higher volatility (3.54%) compared to HQGO (2.66%). In terms of maximum drawdown, HQGO dropped -20.85% vs ROSC's -43.13%.

Which ETF is better, HQGO or ROSC?

On 1-year performance, ROSC leads with 30.49% vs 25.94% for HQGO. Both ETFs have the same 0.34% expense ratio. On volatility, HQGO has been the lower-risk option at 2.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HQGO or ROSC?

Over the 1-year period, ROSC has performed better with a 30.49% return vs 25.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HQGO or ROSC?

HQGO and ROSC have the same expense ratio: 0.34% per year.

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

ROSC has the higher dividend yield at 1.87%, compared with 0.46% for HQGO.

What is the main difference between HQGO and ROSC?

HQGO is categorized as Large Cap Growth Equities, while ROSC is Small Cap Blend Equities. HQGO tracks Hartford US Quality Growth Index - Benchmark TR Gross, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (1.97 vs 1.95), 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.