ROSC vs. HFSI
ROSC (Hartford Multifactor Small Cap ETF) and HFSI (Hartford Strategic Income ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while HFSI is a Multisector Bonds fund actively managed by Hartford. ROSC is passively managed, while HFSI is actively managed. Over the past 3 years, ROSC returned 15.41%/yr vs 7.81%/yr for HFSI. Their 0.31 correlation means their historical movements had little consistent relationship. ROSC charges 0.34%/yr vs 0.49%/yr for HFSI.
Performance
ROSC vs. HFSI - Performance Comparison
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Returns By Period
In the year-to-date period, ROSC achieves a 19.82% return, which is significantly higher than HFSI's 0.81% return.
ROSC
- 1D
- -0.46%
- 1M
- 0.15%
- 6M
- 14.78%
- YTD
- 19.82%
- 1Y
- 38.72%
- 3Y*
- 15.41%
- 5Y*
- 9.77%
- 10Y*
- 10.89%
- ALL TIME*
- 9.73%
HFSI
- 1D
- -0.17%
- 1M
- -0.76%
- 6M
- 0.16%
- YTD
- 0.81%
- 1Y
- 4.43%
- 3Y*
- 7.81%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $14.74M | $13.01M | $8.34M | |
| $129.89K | $138.46K | $121.53K |
ROSC vs. HFSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 19.82% | 10.18% | 7.28% | 18.88% | -10.58% | 9.74% |
HFSI Hartford Strategic Income ETF | 0.81% | 9.56% | 7.91% | 9.91% | -12.60% | -1.24% |
Correlation
The correlation between ROSC and HFSI is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021 | 0.31 |
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Return for Risk
ROSC vs. HFSI — Risk / Return Rank
ROSC
HFSI
ROSC vs. HFSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and Hartford Strategic Income ETF (HFSI). 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 | HFSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.27 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.72 | 1.64 | +3.08 |
| Martin ratioReturn relative to average drawdown | 15.90 | 6.35 | +9.55 |
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Drawdowns
ROSC vs. HFSI - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, which is greater than HFSI's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for ROSC and HFSI.
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Drawdown Indicators
| ROSC | HFSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -19.34% | -23.79% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -3.06% | -4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -23.74% | -4.37% | -19.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | — | — |
Current DrawdownCurrent decline from peak | -1.74% | -1.08% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -5.55% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 0.79% | +1.51% |
Volatility
ROSC vs. HFSI - Volatility Comparison
Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 3.31% compared to Hartford Strategic Income ETF (HFSI) at 0.86%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than HFSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROSC | HFSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 0.86% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 2.72% | +7.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 3.42% | +11.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.19% | 4.92% | +14.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 4.92% | +15.32% |
ROSC vs. HFSI - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is lower than HFSI's 0.49% expense ratio.
Dividends
ROSC vs. HFSI - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 1.80%, less than HFSI's 5.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFSI Hartford Strategic Income ETF | 5.62% | 5.67% | 6.51% | 5.77% | 4.87% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROSC Hartford Multifactor Small Cap ETF | 1.80% | 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 HFSI have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROSC has higher volatility (3.31%) compared to HFSI (0.86%). In terms of maximum drawdown, ROSC dropped -43.13% vs HFSI's -19.34%.
On 3-year performance, ROSC leads with 15.41% vs 7.81% for HFSI. On fees, ROSC is cheaper at 0.34% per year. On volatility, HFSI has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ROSC has performed better with a 15.41% return vs 7.81%. 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 0.49% for HFSI.
HFSI has the higher dividend yield at 5.62%, compared with 1.80% for ROSC.
ROSC is categorized as Small Cap Blend Equities, while HFSI is Multisector Bonds. Their fees differ too: 0.34% for ROSC and 0.49% for HFSI.
ROSC currently has the higher Sharpe Ratio (2.42 vs 1.47), 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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