ROSC vs. HSRT

Last updated Jun 4, 2026

ROSC (Hartford Multifactor Small Cap ETF) and HSRT (Hartford AAA CLO ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while HSRT is a CLO fund tracking the JP Morgan CLOIE AAA Index. Both are passively managed. At a 0.12 correlation, their price movements are largely independent. ROSC charges 0.34%/yr vs 0.24%/yr for HSRT.

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.

Returns By Period

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%

HSRT

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

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

ROSC vs. HSRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ROSC Hartford Multifactor Small Cap ETF	11.71%	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%

Correlation

The correlation between ROSC and HSRT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jun 1, 2018	0.12

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: 65
ROSC Sharpe Ratio Rank: 58
ROSC Sortino Ratio Rank: 62
ROSC Omega Ratio Rank: 57
ROSC Calmar Ratio Rank: 78
ROSC Martin Ratio Rank: 69

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	1.97	—	—
Sortino ratio Return per unit of downside risk	2.90	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	3.95	—	—
Martin ratio Return relative to average drawdown	12.81	—	—
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	1.97	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
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	—	—

Drawdowns

Drawdown Indicators

	ROSC	HSRT	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.75%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.74%	—	—
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	-1.76%	—	—
Average Drawdown Average peak-to-trough decline	-7.21%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.39%	—	—

Volatility

Volatility by Period

	ROSC	HSRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.30%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.56%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.32%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.28%	—	—

ROSC vs. HSRT - Expense Ratio Comparison

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

Dividends

ROSC vs. HSRT - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.87%, while HSRT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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

Can I hold both ROSC and HSRT in my portfolio?

ROSC and HSRT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ROSC or HSRT?

On fees, HSRT is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ROSC or HSRT?

HSRT is cheaper with a 0.24% expense ratio, compared with 0.34% for ROSC.

Which ETF pays a higher dividend yield, ROSC or HSRT?

ROSC has the higher dividend yield at 1.87%, compared with 0.00% for HSRT.

What is the main difference between ROSC and HSRT?

ROSC is categorized as Small Cap Blend Equities, while HSRT is CLO. ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while HSRT tracks JP Morgan CLOIE AAA Index. Their fees differ too: 0.34% for ROSC and 0.24% for HSRT.