ROSC vs. HSRT

Last updated Apr 1, 2026

Compare and contrast key facts about Hartford Multifactor Small Cap ETF (ROSC) and Hartford AAA CLO ETF (HSRT).

ROSC and HSRT 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. HSRT is a passively managed fund by Hartford that tracks the performance of the JP Morgan CLOIE AAA Index. It was launched on May 30, 2018. Both ROSC and HSRT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ROSC vs. HSRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and Hartford AAA CLO ETF (HSRT). The values are adjusted to include any dividend payments, if applicable.

ROSC vs. HSRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ROSC Hartford Multifactor Small Cap ETF	3.15%	10.18%	7.28%	18.88%	-10.58%	31.37%	5.27%	17.09%	-14.33%
HSRT Hartford AAA CLO ETF	0.00%	0.60%	6.44%	7.52%	-4.40%	0.58%	3.77%	6.95%	0.40%

Returns By Period

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%

HSRT

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ROSC vs. HSRT - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is higher than HSRT's 0.24% expense ratio.

ROSC

Hartford Multifactor Small Cap ETF

HSRT

Hartford AAA CLO ETF

Return for Risk

ROSC vs. HSRT — Risk / Return Rank

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

ROSC

ROSC Risk / Return Rank: 69
ROSC Sharpe Ratio Rank: 67
ROSC Sortino Ratio Rank: 70
ROSC Omega Ratio Rank: 62
ROSC Calmar Ratio Rank: 74
ROSC Martin Ratio Rank: 71

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. HSRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and Hartford AAA CLO ETF (HSRT). 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	HSRT	Difference
Sharpe ratio Return per unit of total volatility	1.17	—	—
Sortino ratio Return per unit of downside risk	1.77	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.91	—	—
Martin ratio Return relative to average drawdown	7.26	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ROSC	HSRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
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	—	—

Correlation

The correlation between ROSC and HSRT is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ROSC vs. HSRT - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 2.03%, while HSRT has not paid dividends to shareholders.

	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%
HSRT Hartford AAA CLO ETF	0.00%	1.29%	6.37%	3.98%	2.67%	2.23%	2.88%	3.50%	1.62%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	ROSC	HSRT	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.91%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.74%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	—	—
Current Drawdown Current decline from peak	-5.31%	—	—
Average Drawdown Average peak-to-trough decline	-7.31%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	—	—

Volatility

Volatility by Period

	ROSC	HSRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.24%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.29%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.26%	—	—