ROSC vs. COMT
ROSC (Hartford Multifactor Small Cap ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 10 years, ROSC returned 11.12%/yr vs 8.33%/yr for COMT. At a 0.25 correlation, their price movements are largely independent. ROSC charges 0.34%/yr vs 0.48%/yr for COMT.
Performance
ROSC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, ROSC achieves a 20.75% return, which is significantly lower than COMT's 30.19% return. Over the past 10 years, ROSC has outperformed COMT with an annualized return of 11.12%, while COMT has yielded a comparatively lower 8.33% annualized return.
ROSC
- 1D
- 1.25%
- 1M
- 4.64%
- 6M
- 14.23%
- YTD
- 20.75%
- 1Y
- 36.37%
- 3Y*
- 16.64%
- 5Y*
- 10.66%
- 10Y*
- 11.12%
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
ROSC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 20.75% | 10.18% | 7.28% | 18.88% | -10.58% | 31.37% | 5.27% | 17.09% | -12.38% | 24.49% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between ROSC and COMT is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2015 | 0.25 |
The correlation between ROSC and COMT shifts across timeframes, from -0.22 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ROSC vs. COMT — Risk / Return Rank
ROSC
COMT
ROSC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
| ROSC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.27 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 1.90 | +2.82 |
| Martin ratioReturn relative to average drawdown | 15.51 | 6.35 | +9.17 |
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Drawdowns
ROSC vs. COMT - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for ROSC and COMT.
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Drawdown Indicators
| ROSC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -51.89% | +8.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -17.57% | +9.82% |
Max Drawdown (3Y)Largest decline over 3 years | -23.74% | -17.57% | -6.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | -29.00% | +5.26% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -39.22% | -3.91% |
Current DrawdownCurrent decline from peak | 0.00% | -11.28% | +11.28% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -23.95% | +16.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 5.24% | -2.89% |
Volatility
ROSC vs. COMT - Volatility Comparison
The current volatility for Hartford Multifactor Small Cap ETF (ROSC) is 3.21%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that ROSC experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROSC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 5.91% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 19.67% | -9.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.20% | 21.54% | -6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.24% | 21.20% | -1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 18.85% | +1.38% |
ROSC vs. COMT - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
ROSC vs. COMT - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 1.78%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
ROSC Hartford Multifactor Small Cap ETF | 1.78% | 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
ROSC and COMT have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to ROSC (3.21%). In terms of maximum drawdown, ROSC dropped -43.13% vs COMT's -51.89%.
On 10-year performance, ROSC leads with 11.12% vs 8.33% for COMT. On fees, ROSC is cheaper at 0.34% per year. On volatility, ROSC has been the lower-risk option at 3.21%. 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 11.12% return vs 8.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ROSC is cheaper with a 0.34% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 1.78% for ROSC.
ROSC is categorized as Small Cap Blend Equities, while COMT is Commodities. ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.34% for ROSC and 0.48% for COMT.
ROSC currently has the higher Sharpe Ratio (2.41 vs 1.55), 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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