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IJR vs. ROSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJR vs. ROSC

Last updated Jun 24, 2026

IJR (iShares Core S&P Small-Cap ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - IJR tracks the S&P SmallCap 600 Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, IJR returned 11.30%/yr vs 11.36%/yr for ROSC. Their correlation of 0.85 suggests significant overlap in exposure. IJR charges 0.06%/yr vs 0.34%/yr for ROSC.

Performance

IJR vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Small-Cap ETF (IJR) and Hartford Multifactor Small Cap ETF (ROSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJR achieves a 19.34% return, which is significantly higher than ROSC's 16.64% return. Both investments have delivered pretty close results over the past 10 years, with IJR having a 11.30% annualized return and ROSC not far ahead at 11.36%.

IJR

1D
-0.34%
1M
4.22%
YTD
19.34%
6M
16.86%
1Y
34.47%
3Y*
16.15%
5Y*
6.29%
10Y*
11.30%

ROSC

1D
0.51%
1M
3.56%
YTD
16.64%
6M
14.85%
1Y
34.90%
3Y*
17.42%
5Y*
8.95%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJR vs. ROSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJR
iShares Core S&P Small-Cap ETF		19.34%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%
ROSC
Hartford Multifactor Small Cap ETF		16.64%10.18%7.28%18.88%-10.58%31.37%5.27%17.09%-12.38%24.49%

Correlation

The correlation between IJR and ROSC is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2015

0.85

The correlation between IJR and ROSC shifts across timeframes, from 0.85 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

IJR vs. ROSC - Sectors Allocation Comparison

Sectors
IJR
ROSC

Financial Services

16.0%
18.4%

Industrials

16.0%
11.0%

Technology

15.9%
13.0%

Consumer Cyclical

12.5%
14.6%

Healthcare

11.0%
20.0%

Real Estate

7.5%
5.6%

Energy

6.8%
3.2%

Basic Materials

4.7%
2.6%

Communication Services

3.2%
3.5%

Consumer Defensive

3.2%
6.4%

Utilities

1.9%
1.9%

Financial Services

IJR
16.0%
ROSC
18.4%

Industrials

IJR
16.0%
ROSC
11.0%

Technology

IJR
15.9%
ROSC
13.0%

Consumer Cyclical

IJR
12.5%
ROSC
14.6%

Healthcare

IJR
11.0%
ROSC
20.0%

Real Estate

IJR
7.5%
ROSC
5.6%

Energy

IJR
6.8%
ROSC
3.2%

Basic Materials

IJR
4.7%
ROSC
2.6%

Communication Services

IJR
3.2%
ROSC
3.5%

Consumer Defensive

IJR
3.2%
ROSC
6.4%

Utilities

IJR
1.9%
ROSC
1.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P Small-Cap ETF

Hartford Multifactor Small Cap ETF

Often compared with IJR:
IJR vs. IWMIJR vs. VBIJR vs. AVUVIJR vs. IJHIJR vs. IJSIJR vs. SCHAIJR vs. VBR
Often compared with ROSC:
ROSC vs. JEPIROSC vs. SPMOROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. CALFROSC vs. SMLV

Return for Risk

IJR vs. ROSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJR
IJR Risk / Return Rank: 6767
Overall Rank
IJR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 6363
Sortino Ratio Rank
IJR Omega Ratio Rank: 5656
Omega Ratio Rank
IJR Calmar Ratio Rank: 7979
Calmar Ratio Rank
IJR Martin Ratio Rank: 7474
Martin Ratio Rank
ROSC
ROSC Risk / Return Rank: 7979
Overall Rank
ROSC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROSC Omega Ratio Rank: 7373
Omega Ratio Rank
ROSC Calmar Ratio Rank: 8686
Calmar Ratio Rank
ROSC Martin Ratio Rank: 8080
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.

IJR vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) 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.

IJRROSCDifference
Sharpe ratioReturn per unit of total volatility
1.96
2.27

-0.31

Sortino ratioReturn per unit of downside risk
2.84
3.30

-0.46

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

3.99

4.52

-0.54

Martin ratioReturn relative to average drawdown

13.39

14.75

-1.36

IJR vs. ROSC - Sharpe Ratio Comparison

The current IJR Sharpe Ratio is 1.96, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of IJR 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.

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Drawdowns

IJR vs. ROSC - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, which is greater than ROSC's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for IJR and ROSC.

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Drawdown Indicators

IJRROSCDifference

Max Drawdown

Largest peak-to-trough decline

-58.15%

-43.13%

-15.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-7.75%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-28.02%

-23.74%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-23.74%

-4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

-43.13%

-1.23%

Current Drawdown

Current decline from peak

-0.43%

-0.33%

-0.10%

Average Drawdown

Average peak-to-trough decline

-9.26%

-7.18%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.37%

+0.21%

Volatility

IJR vs. ROSC - Volatility Comparison

iShares Core S&P Small-Cap ETF (IJR) has a higher volatility of 4.96% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that IJR'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

IJRROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

3.54%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

10.40%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.73%

15.53%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

19.29%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

20.24%

+2.66%

IJR vs. ROSC - Expense Ratio Comparison

IJR has a 0.06% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

IJR vs. ROSC - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 1.15%, less than ROSC's 1.79% yield.

PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF		1.15%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
ROSC
Hartford Multifactor Small Cap ETF		1.79%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

With a correlation of 0.93, IJR and ROSC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IJR has higher volatility (4.96%) compared to ROSC (3.54%). In terms of maximum drawdown, IJR dropped -58.15% vs ROSC's -43.13%.

On 10-year performance, ROSC leads with 11.36% vs 11.30% for IJR. On fees, IJR is cheaper at 0.06% per year. On volatility, ROSC has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ROSC has performed better with a 11.36% return vs 11.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJR is cheaper with a 0.06% expense ratio, compared with 0.34% for ROSC.

ROSC has the higher dividend yield at 1.79%, compared with 1.15% for IJR.

IJR tracks S&P SmallCap 600 Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: iShares and Hartford. Their fees differ too: 0.06% for IJR and 0.34% for ROSC.

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.96), 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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