PortfoliosLab logoPortfoliosLab logo
ROSC vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROSC vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

ROSC vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ROSC vs. FAAR — Risk / Return Rank

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

ROSC
ROSC Risk / Return Rank: 7979
Overall Rank
ROSC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROSC Omega Ratio Rank: 7373
Omega Ratio Rank
ROSC Calmar Ratio Rank: 8686
Calmar Ratio Rank
ROSC Martin Ratio Rank: 8080
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7575
Overall Rank
FAAR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 7474
Sortino Ratio Rank
FAAR Omega Ratio Rank: 6565
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8686
Calmar Ratio Rank
FAAR Martin Ratio Rank: 8181
Martin Ratio Rank
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. 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.


ROSCFAARDifference
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

ROSC vs. FAAR - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 2.27, which is comparable to the FAAR Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of ROSC and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


ROSCFAARDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.33%

-6.29%

+5.96%

Average Drawdown

Average peak-to-trough decline

-7.18%

-7.82%

+0.64%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


ROSCFAARDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for ROSC and FAAR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer