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QUVU vs. ROSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUVU vs. ROSC - Performance Comparison

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

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QUVU vs. ROSC - Yearly Performance Comparison


2026 (YTD)202520242023
QUVU
Hartford Quality Value ETF
-0.02%14.54%9.83%8.32%
ROSC
Hartford Multifactor Small Cap ETF
3.97%10.18%7.28%16.92%

Returns By Period

In the year-to-date period, QUVU achieves a -0.02% return, which is significantly lower than ROSC's 3.97% return.


QUVU

1D
0.80%
1M
-5.19%
YTD
-0.02%
6M
4.73%
1Y
11.14%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QUVU vs. ROSC - Expense Ratio Comparison

QUVU has a 0.45% expense ratio, which is higher than ROSC's 0.34% expense ratio.


Return for Risk

QUVU vs. ROSC — Risk / Return Rank

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

QUVU
QUVU Risk / Return Rank: 3636
Overall Rank
QUVU Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QUVU Sortino Ratio Rank: 3636
Sortino Ratio Rank
QUVU Omega Ratio Rank: 3636
Omega Ratio Rank
QUVU Calmar Ratio Rank: 3434
Calmar Ratio Rank
QUVU Martin Ratio Rank: 3737
Martin Ratio Rank

ROSC
ROSC Risk / Return Rank: 6666
Overall Rank
ROSC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 6868
Sortino Ratio Rank
ROSC Omega Ratio Rank: 6060
Omega Ratio Rank
ROSC Calmar Ratio Rank: 7171
Calmar Ratio Rank
ROSC Martin Ratio Rank: 6868
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.

QUVU vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Quality Value ETF (QUVU) 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.


QUVUROSCDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.19

-0.43

Sortino ratio

Return per unit of downside risk

1.14

1.79

-0.65

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.05

1.97

-0.92

Martin ratio

Return relative to average drawdown

4.15

7.49

-3.34

QUVU vs. ROSC - Sharpe Ratio Comparison

The current QUVU Sharpe Ratio is 0.77, which is lower than the ROSC Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of QUVU and ROSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QUVUROSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.19

-0.43

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

1.10

0.43

+0.66

Correlation

The correlation between QUVU and ROSC is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QUVU vs. ROSC - Dividend Comparison

QUVU's dividend yield for the trailing twelve months is around 1.97%, less than ROSC's 2.01% yield.


TTM20252024202320222021202020192018201720162015
QUVU
Hartford Quality Value ETF
1.97%1.97%3.91%2.87%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

QUVU vs. ROSC - Drawdown Comparison

The maximum QUVU drawdown since its inception was -13.11%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for QUVU and ROSC.


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Drawdown Indicators


QUVUROSCDifference

Max Drawdown

Largest peak-to-trough decline

-13.11%

-43.13%

+30.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-11.91%

+1.57%

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

-5.19%

-4.56%

-0.63%

Average Drawdown

Average peak-to-trough decline

-2.04%

-7.31%

+5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.14%

-0.51%

Volatility

QUVU vs. ROSC - Volatility Comparison

The current volatility for Hartford Quality Value ETF (QUVU) is 4.09%, while Hartford Multifactor Small Cap ETF (ROSC) has a volatility of 5.23%. This indicates that QUVU 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.


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Volatility by Period


QUVUROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

5.23%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

11.16%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

19.30%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.33%

19.41%

-7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.33%

20.26%

-7.93%