ROSC vs. FAAR
ROSC (Hartford Multifactor Small Cap ETF) and FAAR (First Trust Alternative Absolute Return 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 FAAR is a Commodities fund actively managed by First Trust. ROSC is passively managed, while FAAR is actively managed. Over the past 10 years, ROSC returned 11.36%/yr vs 4.69%/yr for FAAR. At a 0.09 correlation, their price movements are largely independent. ROSC charges 0.34%/yr vs 0.95%/yr for FAAR.
Performance
ROSC vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, ROSC achieves a 16.64% return, which is significantly lower than FAAR's 19.14% return. Over the past 10 years, ROSC has outperformed FAAR with an annualized return of 11.36%, while FAAR has yielded a comparatively lower 4.69% annualized return.
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%
FAAR
- 1D
- -0.91%
- 1M
- -5.21%
- YTD
- 19.14%
- 6M
- 18.06%
- 1Y
- 28.33%
- 3Y*
- 10.57%
- 5Y*
- 7.72%
- 10Y*
- 4.69%
ROSC vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 16.64% | 10.18% | 7.28% | 18.88% | -10.58% | 31.37% | 5.27% | 17.09% | -12.38% | 24.49% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 19.14% | 8.07% | 5.97% | -5.63% | 10.15% | 12.34% | 8.60% | -1.28% | -9.17% | 5.00% |
Correlation
The correlation between ROSC and FAAR is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 23, 2016 | 0.09 |
The correlation between ROSC and FAAR shifts across timeframes, from -0.07 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ROSC vs. FAAR — Risk / Return Rank
ROSC
FAAR
ROSC vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 4.52 | 0.00 |
| Martin ratioReturn relative to average drawdown | 14.75 | 15.18 | -0.43 |
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Drawdowns
ROSC vs. FAAR - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for ROSC and FAAR.
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Drawdown Indicators
| ROSC | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -18.03% | -25.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -6.29% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -23.74% | -11.54% | -12.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | -18.03% | -5.71% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -18.03% | -25.10% |
Current DrawdownCurrent decline from peak | -0.33% | -6.29% | +5.96% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -7.82% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.87% | +0.50% |
Volatility
ROSC vs. FAAR - Volatility Comparison
Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 3.54% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.55%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROSC | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 2.55% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 9.68% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.53% | 13.38% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.29% | 12.96% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 11.54% | +8.70% |
ROSC vs. FAAR - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
ROSC vs. FAAR - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 1.79%, less than FAAR's 9.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.66% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% | 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
ROSC and FAAR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROSC has higher volatility (3.54%) compared to FAAR (2.55%). In terms of maximum drawdown, ROSC dropped -43.13% vs FAAR's -18.03%.
On 10-year performance, ROSC leads with 11.36% vs 4.69% for FAAR. On fees, ROSC is cheaper at 0.34% per year. On volatility, FAAR has been the lower-risk option at 2.55%. 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 11.36% return vs 4.69%. 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 0.95% for FAAR.
FAAR has the higher dividend yield at 9.66%, compared with 1.79% for ROSC.
ROSC is categorized as Small Cap Blend Equities, while FAAR is Commodities. They also come from different issuers: Hartford and First Trust. Their fees differ too: 0.34% for ROSC and 0.95% for FAAR.
ROSC currently has the higher Sharpe Ratio (2.27 vs 2.15), 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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