HTRB vs. ROSC

Last updated Jun 4, 2026

HTRB (Hartford Total Return Bond ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both exchange-traded funds - HTRB is a Intermediate Core-Plus Bond fund actively managed by Hartford, while ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index. HTRB is actively managed, while ROSC is passively managed. Over the past 5 years, HTRB returned 0.40%/yr vs 8.05%/yr for ROSC. At a 0.08 correlation, their price movements are largely independent. HTRB charges 0.29%/yr vs 0.34%/yr for ROSC.

Performance

HTRB vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Total Return Bond ETF (HTRB) 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, HTRB achieves a 0.26% return, which is significantly lower than ROSC's 11.71% return.

HTRB

• 1D: -0.24%
• 1M: 0.29%
• YTD: 0.26%
• 6M: 0.10%
• 1Y: 5.77%
• 3Y*: 4.63%
• 5Y*: 0.40%
• 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)

HTRB vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HTRB Hartford Total Return Bond ETF	0.26%	7.38%	2.35%	7.15%	-14.36%	-0.80%	8.87%	10.39%	-0.88%	1.02%
ROSC Hartford Multifactor Small Cap ETF	11.71%	10.18%	7.28%	18.88%	-10.58%	31.37%	5.27%	17.09%	-12.38%	6.06%

Correlation

The correlation between HTRB and ROSC is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Sep 29, 2017	0.08

Over the past year, HTRB and ROSC have become more correlated (0.28) than their long-term average of 0.08, meaning their price movements have been converging.

HTRB vs. ROSC - Sectors Allocation Comparison

Sectors	HTRB	ROSC
Energy	100.0%	3.8%
Basic Materials	-	2.5%
Communication Services	-	3.6%
Consumer Cyclical	-	14.1%
Consumer Defensive	-	6.6%
Financial Services	-	18.7%
Healthcare	-	20.1%
Industrials	-	11.2%
Real Estate	-	5.5%
Technology	-	12.1%
Utilities	-	1.9%

Return for Risk

HTRB vs. ROSC — Risk / Return Rank

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

HTRB

HTRB Risk / Return Rank: 42
HTRB Sharpe Ratio Rank: 43
HTRB Sortino Ratio Rank: 45
HTRB Omega Ratio Rank: 42
HTRB Calmar Ratio Rank: 41
HTRB Martin Ratio Rank: 39

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.

HTRB vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Total Return Bond ETF (HTRB) 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.

	HTRB	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	1.51	1.97	-0.47
Sortino ratio: Return per unit of downside risk	2.26	2.90	-0.64
Omega ratio: Gain probability vs. loss probability	1.27	1.35	-0.08
Calmar ratio: Return relative to maximum drawdown	2.06	3.95	-1.90
Martin ratio: Return relative to average drawdown	6.09	12.81	-6.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HTRB vs. ROSC - Sharpe Ratio Comparison

The current HTRB Sharpe Ratio is 1.51, which is comparable to the ROSC Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of HTRB 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

	HTRB	ROSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	1.97	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.42	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.46	-0.07

Drawdowns

HTRB vs. ROSC - Drawdown Comparison

The maximum HTRB drawdown since its inception was -19.48%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for HTRB and ROSC.

Drawdown Indicators

	HTRB	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-19.48%	-43.13%	+23.65%
Max Drawdown (1Y) Largest decline over 1 year	-2.82%	-7.75%	+4.93%
Max Drawdown (3Y) Largest decline over 3 years	-6.52%	-23.74%	+17.22%
Max Drawdown (5Y) Largest decline over 5 years	-19.48%	-23.74%	+4.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.13%	—
Current Drawdown Current decline from peak	-1.55%	-1.76%	+0.21%
Average Drawdown Average peak-to-trough decline	-4.81%	-7.21%	+2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	2.39%	-1.44%

Volatility

HTRB vs. ROSC - Volatility Comparison

The current volatility for Hartford Total Return Bond ETF (HTRB) is 1.28%, while Hartford Multifactor Small Cap ETF (ROSC) has a volatility of 3.54%. This indicates that HTRB 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

	HTRB	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.28%	3.54%	-2.26%
Volatility (6M) Calculated over the trailing 6-month period	2.73%	10.30%	-7.57%
Volatility (1Y) Calculated over the trailing 1-year period	3.85%	15.56%	-11.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.12%	19.32%	-13.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.57%	20.28%	-14.71%

HTRB vs. ROSC - Expense Ratio Comparison

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

Dividends

HTRB vs. ROSC - Dividend Comparison

HTRB's dividend yield for the trailing twelve months is around 4.63%, more than ROSC's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HTRB Hartford Total Return Bond ETF	4.63%	4.66%	4.45%	3.87%	3.08%	4.22%	4.79%	6.30%	2.37%	0.96%	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 HTRB and ROSC in my portfolio?

HTRB and ROSC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HTRB or ROSC?

ROSC has higher volatility (3.54%) compared to HTRB (1.28%). In terms of maximum drawdown, HTRB dropped -19.48% vs ROSC's -43.13%.

Which ETF is better, HTRB or ROSC?

On 5-year performance, ROSC leads with 8.05% vs 0.40% for HTRB. On fees, HTRB is cheaper at 0.29% per year. On volatility, HTRB has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HTRB or ROSC?

Over the 5-year period, ROSC has performed better with a 8.05% return vs 0.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HTRB or ROSC?

HTRB is cheaper with a 0.29% expense ratio, compared with 0.34% for ROSC.

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

HTRB has the higher dividend yield at 4.63%, compared with 1.87% for ROSC.

What is the main difference between HTRB and ROSC?

HTRB is categorized as Intermediate Core-Plus Bond, while ROSC is Small Cap Blend Equities. Their fees differ too: 0.29% for HTRB and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (1.97 vs 1.51), 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.