ROSC vs. AFMC
Compare and contrast key facts about Hartford Multifactor Small Cap ETF (ROSC) and First Trust Active Factor Mid Cap ETF (AFMC).
ROSC and AFMC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROSC is a passively managed fund by Hartford that tracks the performance of the ROSC-US - Hartford Multifactor Small Cap Index. It was launched on Mar 24, 2015. AFMC is an actively managed fund by First Trust. It was launched on Dec 3, 2019.
Performance
ROSC vs. AFMC - Performance Comparison
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ROSC vs. AFMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 3.15% | 10.18% | 7.28% | 18.88% | -10.58% | 31.37% | 5.27% | 3.68% |
AFMC First Trust Active Factor Mid Cap ETF | 3.16% | 10.23% | 19.06% | 21.46% | -15.55% | 25.75% | 5.87% | 2.56% |
Returns By Period
The year-to-date returns for both investments are quite close, with ROSC having a 3.15% return and AFMC slightly higher at 3.16%.
ROSC
- 1D
- 1.33%
- 1M
- -3.65%
- YTD
- 3.15%
- 6M
- 7.48%
- 1Y
- 22.55%
- 3Y*
- 12.82%
- 5Y*
- 6.99%
- 10Y*
- 9.94%
AFMC
- 1D
- 2.65%
- 1M
- -4.78%
- YTD
- 3.16%
- 6M
- 4.11%
- 1Y
- 17.62%
- 3Y*
- 16.36%
- 5Y*
- 8.78%
- 10Y*
- —
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ROSC vs. AFMC - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is lower than AFMC's 0.65% expense ratio.
Return for Risk
ROSC vs. AFMC — Risk / Return Rank
ROSC
AFMC
ROSC vs. AFMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and First Trust Active Factor Mid Cap ETF (AFMC). 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.
| ROSC | AFMC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.91 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.41 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.41 | +0.50 |
Martin ratioReturn relative to average drawdown | 7.26 | 6.07 | +1.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROSC | AFMC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.91 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.47 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.46 | -0.04 |
Correlation
The correlation between ROSC and AFMC is 0.92, 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
ROSC vs. AFMC - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 2.03%, more than AFMC's 0.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 2.03% | 2.08% | 2.00% | 2.01% | 1.51% | 2.13% | 1.75% | 3.05% | 2.86% | 2.13% | 2.20% | 2.48% |
AFMC First Trust Active Factor Mid Cap ETF | 0.88% | 0.96% | 0.64% | 0.87% | 1.42% | 0.84% | 1.05% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ROSC vs. AFMC - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, roughly equal to the maximum AFMC drawdown of -42.14%. Use the drawdown chart below to compare losses from any high point for ROSC and AFMC.
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Drawdown Indicators
| ROSC | AFMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -42.14% | -0.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -13.18% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | -25.40% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | — | — |
Current DrawdownCurrent decline from peak | -5.31% | -5.77% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -7.80% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.05% | +0.08% |
Volatility
ROSC vs. AFMC - Volatility Comparison
The current volatility for Hartford Multifactor Small Cap ETF (ROSC) is 5.24%, while First Trust Active Factor Mid Cap ETF (AFMC) has a volatility of 6.01%. This indicates that ROSC experiences smaller price fluctuations and is considered to be less risky than AFMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROSC | AFMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 6.01% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 11.36% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.29% | 19.43% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 18.97% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 23.11% | -2.85% |