ROSC vs. HMOP
ROSC (Hartford Multifactor Small Cap ETF) and HMOP (Hartford Municipal Opportunities ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while HMOP is a Municipal Bonds fund actively managed by Hartford. ROSC is passively managed, while HMOP is actively managed. Over the past 5 years, ROSC returned 8.05%/yr vs 1.40%/yr for HMOP. At a 0.04 correlation, their price movements are largely independent. ROSC charges 0.34%/yr vs 0.29%/yr for HMOP.
Performance
ROSC vs. HMOP - Performance Comparison
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Returns By Period
In the year-to-date period, ROSC achieves a 11.71% return, which is significantly higher than HMOP's 1.60% return.
ROSC
- 1D
- -0.88%
- 1M
- 0.50%
- YTD
- 11.71%
- 6M
- 12.39%
- 1Y
- 30.49%
- 3Y*
- 15.86%
- 5Y*
- 8.05%
- 10Y*
- 10.48%
HMOP
- 1D
- 0.08%
- 1M
- 0.76%
- YTD
- 1.60%
- 6M
- 1.88%
- 1Y
- 6.92%
- 3Y*
- 4.61%
- 5Y*
- 1.40%
- 10Y*
- —
ROSC vs. HMOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 11.71% | 10.18% | 7.28% | 18.88% | -10.58% | 31.37% | 5.27% | 17.09% | -12.38% | 3.13% |
HMOP Hartford Municipal Opportunities ETF | 1.60% | 4.70% | 2.52% | 6.83% | -8.37% | 1.80% | 5.52% | 7.77% | 1.59% | 0.05% |
Correlation
The correlation between ROSC and HMOP is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017 | 0.04 |
Over the past year, ROSC and HMOP have become more correlated (0.25) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
ROSC vs. HMOP — Risk / Return Rank
ROSC
HMOP
ROSC vs. HMOP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and Hartford Municipal Opportunities ETF (HMOP). 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.
| ROSC | HMOP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 2.56 | -0.59 |
Sortino ratioReturn per unit of downside risk | 2.90 | 3.82 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.53 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.95 | 2.57 | +1.38 |
Martin ratioReturn relative to average drawdown | 12.81 | 8.36 | +4.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROSC | HMOP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 2.56 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.36 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.64 | -0.18 |
Drawdowns
ROSC vs. HMOP - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, which is greater than HMOP's maximum drawdown of -13.12%. Use the drawdown chart below to compare losses from any high point for ROSC and HMOP.
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Drawdown Indicators
| ROSC | HMOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -13.12% | -30.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -2.70% | -5.05% |
Max Drawdown (3Y)Largest decline over 3 years | -23.74% | -4.81% | -18.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | -13.12% | -10.62% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | — | — |
Current DrawdownCurrent decline from peak | -1.76% | -0.71% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -2.47% | -4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 0.83% | +1.56% |
Volatility
ROSC vs. HMOP - Volatility Comparison
Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 3.54% compared to Hartford Municipal Opportunities ETF (HMOP) at 0.77%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than HMOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROSC | HMOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 0.77% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 1.78% | +8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 2.71% | +12.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.32% | 3.86% | +15.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 4.26% | +16.02% |
ROSC vs. HMOP - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is higher than HMOP's 0.29% expense ratio.
Dividends
ROSC vs. HMOP - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 1.87%, less than HMOP's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMOP Hartford Municipal Opportunities ETF | 3.45% | 3.40% | 3.22% | 2.92% | 2.12% | 1.67% | 5.26% | 2.87% | 2.27% | 0.00% | 0.00% | 0.00% |
ROSC Hartford Multifactor Small Cap ETF | 1.87% | 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 HMOP have a correlation of 0.25, 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 HMOP (0.77%). In terms of maximum drawdown, ROSC dropped -43.13% vs HMOP's -13.12%.
On 5-year performance, ROSC leads with 8.05% vs 1.40% for HMOP. On fees, HMOP is cheaper at 0.29% per year. On volatility, HMOP has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ROSC has performed better with a 8.05% return vs 1.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HMOP is cheaper with a 0.29% expense ratio, compared with 0.34% for ROSC.
HMOP has the higher dividend yield at 3.45%, compared with 1.87% for ROSC.
ROSC is categorized as Small Cap Blend Equities, while HMOP is Municipal Bonds. Their fees differ too: 0.34% for ROSC and 0.29% for HMOP.
HMOP currently has the higher Sharpe Ratio (2.56 vs 1.97), 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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