ROSC vs. HTRB

Last updated Jun 4, 2026

ROSC (Hartford Multifactor Small Cap ETF) and HTRB (Hartford Total Return Bond ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while HTRB is a Intermediate Core-Plus Bond fund actively managed by Hartford. ROSC is passively managed, while HTRB is actively managed. Over the past 5 years, ROSC returned 8.05%/yr vs 0.40%/yr for HTRB. At a 0.08 correlation, their price movements are largely independent. ROSC charges 0.34%/yr vs 0.29%/yr for HTRB.

Performance

ROSC vs. HTRB - Performance Comparison

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

Returns By Period

In the year-to-date period, ROSC achieves a 11.71% return, which is significantly higher than HTRB's 0.26% 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%

HTRB

• 1D: -0.24%
• 1M: 0.29%
• YTD: 0.26%
• 6M: 0.10%
• 1Y: 5.77%
• 3Y*: 4.63%
• 5Y*: 0.40%
• 10Y*: —

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

ROSC vs. HTRB - 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%	6.06%
HTRB Hartford Total Return Bond ETF	0.26%	7.38%	2.35%	7.15%	-14.36%	-0.80%	8.87%	10.39%	-0.88%	1.02%

Correlation

The correlation between ROSC and HTRB is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Sep 29, 2017	0.08

Over the past year, ROSC and HTRB have become more correlated (0.28) than their long-term average of 0.08, meaning their price movements have been converging.

ROSC vs. HTRB - Sectors Allocation Comparison

Sectors	ROSC	HTRB
Healthcare	20.1%	-
Financial Services	18.7%	-
Consumer Cyclical	14.1%	-
Technology	12.1%	-
Industrials	11.2%	-
Consumer Defensive	6.6%	-
Real Estate	5.5%	-
Energy	3.8%	100.0%
Communication Services	3.6%	-
Basic Materials	2.5%	-
Utilities	1.9%	-

Return for Risk

ROSC vs. HTRB — 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

HTRB

HTRB Risk / Return Rank: 42
HTRB Sharpe Ratio Rank: 43
HTRB Sortino Ratio Rank: 45
HTRB Omega Ratio Rank: 42
HTRB Calmar Ratio Rank: 41
HTRB Martin Ratio Rank: 39

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. HTRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and Hartford Total Return Bond ETF (HTRB). 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	HTRB	Difference
Sharpe ratio Return per unit of total volatility	1.97	1.51	+0.47
Sortino ratio Return per unit of downside risk	2.90	2.26	+0.64
Omega ratio Gain probability vs. loss probability	1.35	1.27	+0.08
Calmar ratio Return relative to maximum drawdown	3.95	2.06	+1.90
Martin ratio Return relative to average drawdown	12.81	6.09	+6.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROSC vs. HTRB - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 1.97, which is higher than the HTRB Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of ROSC and HTRB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ROSC	HTRB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	1.51	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.07	+0.35
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	0.40	+0.07

Drawdowns

ROSC vs. HTRB - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, which is greater than HTRB's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for ROSC and HTRB.

Drawdown Indicators

	ROSC	HTRB	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	-19.48%	-23.65%
Max Drawdown (1Y) Largest decline over 1 year	-7.75%	-2.82%	-4.93%
Max Drawdown (3Y) Largest decline over 3 years	-23.74%	-6.52%	-17.22%
Max Drawdown (5Y) Largest decline over 5 years	-23.74%	-19.48%	-4.26%
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	—	—
Current Drawdown Current decline from peak	-1.76%	-1.55%	-0.21%
Average Drawdown Average peak-to-trough decline	-7.21%	-4.81%	-2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.39%	0.95%	+1.44%

Volatility

ROSC vs. HTRB - Volatility Comparison

Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 3.54% compared to Hartford Total Return Bond ETF (HTRB) at 1.28%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than HTRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROSC	HTRB	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	1.28%	+2.26%
Volatility (6M) Calculated over the trailing 6-month period	10.30%	2.73%	+7.57%
Volatility (1Y) Calculated over the trailing 1-year period	15.56%	3.85%	+11.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.32%	6.12%	+13.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.28%	5.57%	+14.71%

ROSC vs. HTRB - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is higher than HTRB's 0.29% expense ratio.

Dividends

ROSC vs. HTRB - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.87%, less than HTRB's 4.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HTRB Hartford Total Return Bond ETF	4.63%	4.66%	4.45%	3.87%	3.08%	4.22%	4.79%	6.30%	2.37%	0.96%	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 HTRB in my portfolio?

ROSC and HTRB have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROSC or HTRB?

ROSC has higher volatility (3.54%) compared to HTRB (1.28%). In terms of maximum drawdown, ROSC dropped -43.13% vs HTRB's -19.48%.

Which ETF is better, ROSC or HTRB?

On 5-year performance, ROSC leads with 8.05% vs 0.40% for HTRB. On fees, HTRB is cheaper at 0.29% per year. On volatility, HTRB has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROSC or HTRB?

Over the 5-year period, ROSC has performed better with a 8.05% return vs 0.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROSC or HTRB?

HTRB is cheaper with a 0.29% expense ratio, compared with 0.34% for ROSC.

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

HTRB has the higher dividend yield at 4.63%, compared with 1.87% for ROSC.

What is the main difference between ROSC and HTRB?

ROSC is categorized as Small Cap Blend Equities, while HTRB is Intermediate Core-Plus Bond. Their fees differ too: 0.34% for ROSC and 0.29% for HTRB.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (1.97 vs 1.51), 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.