ROSC vs. HSMV
Compare and contrast key facts about Hartford Multifactor Small Cap ETF (ROSC) and First Trust Horizon Managed Volatility Small/Mid ETF (HSMV).
ROSC and HSMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROSC is a passively managed fund by Hartford that tracks the performance of the ROSC-US - Hartford Multifactor Small Cap Index. It was launched on Mar 24, 2015. HSMV is an actively managed fund by First Trust. It was launched on Apr 6, 2020.
Performance
ROSC vs. HSMV - Performance Comparison
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ROSC vs. HSMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 3.15% | 10.18% | 7.28% | 18.88% | -10.58% | 31.37% | 56.61% |
HSMV First Trust Horizon Managed Volatility Small/Mid ETF | 1.79% | 1.57% | 13.17% | 5.01% | -9.44% | 23.72% | 34.70% |
Returns By Period
In the year-to-date period, ROSC achieves a 3.15% return, which is significantly higher than HSMV's 1.79% return.
ROSC
- 1D
- 1.33%
- 1M
- -3.65%
- YTD
- 3.15%
- 6M
- 7.48%
- 1Y
- 22.55%
- 3Y*
- 12.82%
- 5Y*
- 6.99%
- 10Y*
- 9.94%
HSMV
- 1D
- 0.83%
- 1M
- -5.20%
- YTD
- 1.79%
- 6M
- 0.63%
- 1Y
- 2.50%
- 3Y*
- 7.20%
- 5Y*
- 4.19%
- 10Y*
- —
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ROSC vs. HSMV - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is lower than HSMV's 0.80% expense ratio.
Return for Risk
ROSC vs. HSMV — Risk / Return Rank
ROSC
HSMV
ROSC vs. HSMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and First Trust Horizon Managed Volatility Small/Mid ETF (HSMV). 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 | HSMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.18 | +0.99 |
Sortino ratioReturn per unit of downside risk | 1.77 | 0.36 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.05 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.30 | +1.60 |
Martin ratioReturn relative to average drawdown | 7.26 | 1.11 | +6.15 |
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 | HSMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.18 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.28 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.67 | -0.25 |
Correlation
The correlation between ROSC and HSMV is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ROSC vs. HSMV - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 2.03%, which matches HSMV's 2.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 2.03% | 2.08% | 2.00% | 2.01% | 1.51% | 2.13% | 1.75% | 3.05% | 2.86% | 2.13% | 2.20% | 2.48% |
HSMV First Trust Horizon Managed Volatility Small/Mid ETF | 2.03% | 2.01% | 1.43% | 1.43% | 1.26% | 0.76% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ROSC vs. HSMV - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, which is greater than HSMV's maximum drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for ROSC and HSMV.
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Drawdown Indicators
| ROSC | HSMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -19.16% | -23.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -10.57% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | -19.16% | -4.58% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | — | — |
Current DrawdownCurrent decline from peak | -5.31% | -5.59% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -5.71% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.89% | +0.24% |
Volatility
ROSC vs. HSMV - Volatility Comparison
Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 5.24% compared to First Trust Horizon Managed Volatility Small/Mid ETF (HSMV) at 3.53%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than HSMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROSC | HSMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 3.53% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 7.15% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.29% | 13.63% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 15.02% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 16.19% | +4.07% |