PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ISCB vs. ROSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISCB vs. ROSC

Last updated Jun 24, 2026

ISCB (iShares Morningstar Small-Cap ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - ISCB tracks the Morningstar US Small Cap Extended Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, ISCB returned 9.82%/yr vs 11.36%/yr for ROSC. Their correlation of 0.83 suggests significant overlap in exposure. ISCB charges 0.04%/yr vs 0.34%/yr for ROSC.

Performance

ISCB vs. ROSC - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ISCB achieves a 13.15% return, which is significantly lower than ROSC's 16.64% return. Over the past 10 years, ISCB has underperformed ROSC with an annualized return of 9.82%, while ROSC has yielded a comparatively higher 11.36% annualized return.

ISCB

1D
-0.39%
1M
2.62%
YTD
13.15%
6M
11.14%
1Y
29.94%
3Y*
17.02%
5Y*
5.91%
10Y*
9.82%

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)

ISCB vs. ROSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISCB
iShares Morningstar Small-Cap ETF		13.15%12.46%10.90%19.51%-19.04%17.46%6.29%29.42%-13.92%12.95%
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 ISCB and ROSC is 0.87, 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

0.87

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

0.91

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

0.93

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

0.88

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

0.83

The correlation between ISCB and ROSC has been stable across timeframes, ranging from 0.83 to 0.93 - a consistent structural relationship.

ISCB vs. ROSC - Sectors Allocation Comparison

Sectors
ISCB
ROSC

Industrials

18.5%
11.0%

Technology

16.0%
13.0%

Financial Services

15.6%
18.4%

Healthcare

13.5%
20.0%

Consumer Cyclical

11.4%
14.6%

Real Estate

8.1%
5.6%

Basic Materials

4.6%
2.6%

Energy

4.5%
3.2%

Consumer Defensive

3.2%
6.4%

Communication Services

2.6%
3.5%

Utilities

2.2%
1.9%

Industrials

ISCB
18.5%
ROSC
11.0%

Technology

ISCB
16.0%
ROSC
13.0%

Financial Services

ISCB
15.6%
ROSC
18.4%

Healthcare

ISCB
13.5%
ROSC
20.0%

Consumer Cyclical

ISCB
11.4%
ROSC
14.6%

Real Estate

ISCB
8.1%
ROSC
5.6%

Basic Materials

ISCB
4.6%
ROSC
2.6%

Energy

ISCB
4.5%
ROSC
3.2%

Consumer Defensive

ISCB
3.2%
ROSC
6.4%

Communication Services

ISCB
2.6%
ROSC
3.5%

Utilities

ISCB
2.2%
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 Morningstar Small-Cap ETF

Hartford Multifactor Small Cap ETF

Often compared with ISCB:
ISCB vs. VBISCB vs. ISCGISCB vs. IJRISCB vs. SPSMISCB vs. IMCBISCB vs. IWMISCB vs. SCHA
Often compared with ROSC:
ROSC vs. JEPIROSC vs. SPMOROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. CALFROSC vs. SMLV

Return for Risk

ISCB vs. ROSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISCB
ISCB Risk / Return Rank: 6060
Overall Rank
ISCB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ISCB Sortino Ratio Rank: 5858
Sortino Ratio Rank
ISCB Omega Ratio Rank: 5252
Omega Ratio Rank
ISCB Calmar Ratio Rank: 6868
Calmar Ratio Rank
ISCB Martin Ratio Rank: 6767
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.

ISCB vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap ETF (ISCB) 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.

ISCBROSCDifference
Sharpe ratioReturn per unit of total volatility
1.80
2.27

-0.47

Sortino ratioReturn per unit of downside risk
2.59
3.30

-0.70

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

3.20

4.52

-1.32

Martin ratioReturn relative to average drawdown

11.44

14.75

-3.32

ISCB vs. ROSC - Sharpe Ratio Comparison

The current ISCB Sharpe Ratio is 1.80, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of ISCB 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.

Loading charts...

Drawdowns

ISCB vs. ROSC - Drawdown Comparison

The maximum ISCB drawdown since its inception was -61.25%, which is greater than ROSC's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for ISCB and ROSC.

Loading charts...

Drawdown Indicators

ISCBROSCDifference

Max Drawdown

Largest peak-to-trough decline

-61.25%

-43.13%

-18.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-7.75%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-26.22%

-23.74%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-23.74%

-6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-44.18%

-43.13%

-1.05%

Current Drawdown

Current decline from peak

-0.71%

-0.33%

-0.38%

Average Drawdown

Average peak-to-trough decline

-9.78%

-7.18%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.37%

+0.25%

Volatility

ISCB vs. ROSC - Volatility Comparison

iShares Morningstar Small-Cap ETF (ISCB) has a higher volatility of 4.52% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that ISCB'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.

Loading charts...

Volatility by Period

ISCBROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

3.54%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

10.40%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

15.53%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

19.29%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

20.24%

+2.43%

ISCB vs. ROSC - Expense Ratio Comparison

ISCB has a 0.04% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

ISCB vs. ROSC - Dividend Comparison

ISCB's dividend yield for the trailing twelve months is around 1.30%, less than ROSC's 1.79% yield.

PositionTTM20252024202320222021202020192018201720162015
ISCB
iShares Morningstar Small-Cap ETF		1.30%1.38%1.31%1.49%1.63%1.26%1.26%1.25%1.60%1.24%1.58%1.40%
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

ISCB and ROSC have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCB has higher volatility (4.52%) compared to ROSC (3.54%). In terms of maximum drawdown, ISCB dropped -61.25% vs ROSC's -43.13%.

On 10-year performance, ROSC leads with 11.36% vs 9.82% for ISCB. On fees, ISCB is cheaper at 0.04% 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 9.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCB is cheaper with a 0.04% expense ratio, compared with 0.34% for ROSC.

ROSC has the higher dividend yield at 1.79%, compared with 1.30% for ISCB.

ISCB tracks Morningstar US Small Cap Extended Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: iShares and Hartford. Their fees differ too: 0.04% for ISCB and 0.34% for ROSC.

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.80), 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.

Portfolio Optimizer

Find the right allocation for ISCB and ROSC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer