ROAM vs. ROSC

Last updated Jun 4, 2026

ROAM (Hartford Multifactor Emerging Markets ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both exchange-traded funds - ROAM is a Emerging Markets Equities fund tracking the Hartford Multifactor Emerging Markets Equity Index, 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 10 years, ROAM returned 9.87%/yr vs 10.48%/yr for ROSC. A 0.55 correlation means they provide meaningful diversification when combined. ROAM charges 0.44%/yr vs 0.34%/yr for ROSC.

Performance

ROAM vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Emerging Markets ETF (ROAM) 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, ROAM achieves a 26.83% return, which is significantly higher than ROSC's 11.71% return. Over the past 10 years, ROAM has underperformed ROSC with an annualized return of 9.87%, while ROSC has yielded a comparatively higher 10.48% annualized return.

ROAM

• 1D: -1.60%
• 1M: 8.68%
• YTD: 26.83%
• 6M: 28.99%
• 1Y: 51.96%
• 3Y*: 26.00%
• 5Y*: 12.31%
• 10Y*: 9.87%

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)

ROAM vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROAM Hartford Multifactor Emerging Markets ETF	26.83%	32.08%	6.21%	21.28%	-14.78%	9.32%	2.24%	8.89%	-12.24%	27.69%
ROSC Hartford Multifactor Small Cap ETF	11.71%	10.18%	7.28%	18.88%	-10.58%	31.37%	5.27%	17.09%	-12.38%	24.49%

Correlation

The correlation between ROAM and ROSC is 0.53, 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	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Mar 25, 2015	0.55

The correlation between ROAM and ROSC has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

ROAM vs. ROSC - Sectors Allocation Comparison

Sectors	ROAM	ROSC
Technology	39.4%	12.1%
Financial Services	19.3%	18.7%
Consumer Cyclical	7.6%	14.1%
Communication Services	6.0%	3.6%
Industrials	5.6%	11.2%
Energy	5.3%	3.8%
Consumer Defensive	4.8%	6.6%
Basic Materials	4.1%	2.5%
Healthcare	3.3%	20.1%
Utilities	2.3%	1.9%
Real Estate	1.3%	5.5%

Return for Risk

ROAM vs. ROSC — Risk / Return Rank

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

ROAM

ROAM Risk / Return Rank: 91
ROAM Sharpe Ratio Rank: 93
ROAM Sortino Ratio Rank: 92
ROAM Omega Ratio Rank: 92
ROAM Calmar Ratio Rank: 89
ROAM Martin Ratio Rank: 89

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.

ROAM vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Emerging Markets ETF (ROAM) 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.

	ROAM	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	3.50	1.97	+1.52
Sortino ratio: Return per unit of downside risk	4.48	2.90	+1.58
Omega ratio: Gain probability vs. loss probability	1.63	1.35	+0.28
Calmar ratio: Return relative to maximum drawdown	5.27	3.95	+1.31
Martin ratio: Return relative to average drawdown	19.91	12.81	+7.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROAM vs. ROSC - Sharpe Ratio Comparison

The current ROAM Sharpe Ratio is 3.50, which is higher than the ROSC Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of ROAM 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

	ROAM	ROSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.50	1.97	+1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.42	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.52	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.46	-0.08

Drawdowns

ROAM vs. ROSC - Drawdown Comparison

The maximum ROAM drawdown since its inception was -45.47%, which is greater than ROSC's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for ROAM and ROSC.

Drawdown Indicators

	ROAM	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-45.47%	-43.13%	-2.34%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-7.75%	-2.17%
Max Drawdown (3Y) Largest decline over 3 years	-16.79%	-23.74%	+6.95%
Max Drawdown (5Y) Largest decline over 5 years	-27.07%	-23.74%	-3.33%
Max Drawdown (10Y) Largest decline over 10 years	-45.47%	-43.13%	-2.34%
Current Drawdown Current decline from peak	-1.60%	-1.76%	+0.16%
Average Drawdown Average peak-to-trough decline	-11.13%	-7.21%	-3.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	2.39%	+0.23%

Volatility

ROAM vs. ROSC - Volatility Comparison

Hartford Multifactor Emerging Markets ETF (ROAM) has a higher volatility of 6.41% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that ROAM'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.

Volatility by Period

	ROAM	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	3.54%	+2.87%
Volatility (6M) Calculated over the trailing 6-month period	12.76%	10.30%	+2.46%
Volatility (1Y) Calculated over the trailing 1-year period	14.93%	15.56%	-0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.23%	19.32%	-4.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	20.28%	-2.41%

ROAM vs. ROSC - Expense Ratio Comparison

ROAM has a 0.44% expense ratio, which is higher than ROSC's 0.34% expense ratio.

Dividends

ROAM vs. ROSC - Dividend Comparison

ROAM's dividend yield for the trailing twelve months is around 2.50%, more than ROSC's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ROAM Hartford Multifactor Emerging Markets ETF	2.50%	3.17%	4.15%	5.40%	5.23%	4.22%	3.04%	3.55%	2.54%	1.84%	1.89%	2.25%
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 ROAM and ROSC in my portfolio?

ROAM and ROSC have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROAM or ROSC?

ROAM has higher volatility (6.41%) compared to ROSC (3.54%). In terms of maximum drawdown, ROAM dropped -45.47% vs ROSC's -43.13%.

Which ETF is better, ROAM or ROSC?

On 10-year performance, ROSC leads with 10.48% vs 9.87% for ROAM. On fees, ROSC is cheaper at 0.34% 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.

Which ETF has performed better, ROAM or ROSC?

Over the 10-year period, ROSC has performed better with a 10.48% return vs 9.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROAM or ROSC?

ROSC is cheaper with a 0.34% expense ratio, compared with 0.44% for ROAM.

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

ROAM has the higher dividend yield at 2.50%, compared with 1.87% for ROSC.

What is the main difference between ROAM and ROSC?

ROAM is categorized as Emerging Markets Equities, while ROSC is Small Cap Blend Equities. ROAM tracks Hartford Multifactor Emerging Markets Equity Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. Their fees differ too: 0.44% for ROAM and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROAM currently has the higher Sharpe Ratio (3.50 vs 1.97), 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.