ROSC vs. ESIX

Last updated Jun 24, 2026

ROSC (Hartford Multifactor Small Cap ETF) and ESIX (SPDR S&P SmallCap 600 ESG ETF) are both Small Cap Blend Equities funds - ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index while ESIX tracks the S&P SmallCap 600 ESG Index. Both are passively managed. With a 0.95 correlation, they move nearly in lockstep. ROSC charges 0.34%/yr vs 0.12%/yr for ESIX.

Performance

ROSC vs. ESIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and SPDR S&P SmallCap 600 ESG ETF (ESIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

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%

ESIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROSC vs. ESIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ROSC Hartford Multifactor Small Cap ETF	16.64%	10.18%	7.28%	18.88%	-9.42%
ESIX SPDR S&P SmallCap 600 ESG ETF	10.83%	1.83%	9.66%	17.51%	-13.44%

Correlation

The correlation between ROSC and ESIX is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 11, 2022	0.95

The correlation between ROSC and ESIX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

ROSC vs. ESIX - Sectors Allocation Comparison

Sectors	ROSC	ESIX
Healthcare	20.0%	10.8%
Financial Services	18.4%	17.0%
Consumer Cyclical	14.6%	12.4%
Technology	13.0%	16.6%
Industrials	11.0%	17.2%
Consumer Defensive	6.4%	3.0%
Real Estate	5.6%	6.9%
Communication Services	3.5%	2.9%
Energy	3.2%	6.7%
Basic Materials	2.6%	4.4%
Utilities	1.9%	2.0%

Return for Risk

ROSC vs. ESIX — Risk / Return Rank

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

ROSC

ROSC Risk / Return Rank: 79
ROSC Sharpe Ratio Rank: 77
ROSC Sortino Ratio Rank: 81
ROSC Omega Ratio Rank: 73
ROSC Calmar Ratio Rank: 86
ROSC Martin Ratio Rank: 80

ESIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ROSC vs. ESIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and SPDR S&P SmallCap 600 ESG ETF (ESIX). 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	ESIX	Difference
Sharpe ratio: Return per unit of total volatility	2.27	—	—
Sortino ratio: Return per unit of downside risk	3.30	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	4.52	—	—
Martin ratio: Return relative to average drawdown	14.75	—	—

Drawdowns

Drawdown Indicators

	ROSC	ESIX	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.75%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.74%	—	—
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	-0.33%	—	—
Average Drawdown Average peak-to-trough decline	-7.18%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	—	—

Volatility

Volatility by Period

	ROSC	ESIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.53%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.29%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.24%	—	—

ROSC vs. ESIX - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is higher than ESIX's 0.12% expense ratio.

Dividends

ROSC vs. ESIX - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.79%, more than ESIX's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESIX SPDR S&P SmallCap 600 ESG ETF	1.05%	1.64%	1.65%	1.69%	1.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both ROSC and ESIX in my portfolio?

ROSC and ESIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ROSC or ESIX?

On fees, ESIX is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ROSC or ESIX?

ESIX is cheaper with a 0.12% expense ratio, compared with 0.34% for ROSC.

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

ROSC has the higher dividend yield at 1.79%, compared with 1.05% for ESIX.

What is the main difference between ROSC and ESIX?

ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while ESIX tracks S&P SmallCap 600 ESG Index. They also come from different issuers: Hartford and State Street. Their fees differ too: 0.34% for ROSC and 0.12% for ESIX.