ROSC vs. IBID
ROSC (Hartford Multifactor Small Cap ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, ROSC returned 35.08% vs 4.00% for IBID. At a 0.04 correlation, their price movements are largely independent. ROSC charges 0.34%/yr vs 0.10%/yr for IBID.
Performance
ROSC vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, ROSC achieves a 17.76% return, which is significantly higher than IBID's 1.94% return.
ROSC
- 1D
- 0.95%
- 1M
- 4.55%
- YTD
- 17.76%
- 6M
- 15.56%
- 1Y
- 35.08%
- 3Y*
- 17.79%
- 5Y*
- 9.10%
- 10Y*
- 11.46%
IBID
- 1D
- -0.00%
- 1M
- -0.25%
- YTD
- 1.94%
- 6M
- 1.99%
- 1Y
- 4.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROSC vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 17.76% | 10.18% | 7.28% | 13.83% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.94% | 5.66% | 4.71% | 2.61% |
Correlation
The correlation between ROSC and IBID is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.04 |
The correlation between ROSC and IBID shifts across timeframes, from -0.08 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ROSC vs. IBID — Risk / Return Rank
ROSC
IBID
ROSC vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ROSC | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.74 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 4.55 | 7.30 | -2.76 |
| Martin ratioReturn relative to average drawdown | 14.84 | 28.77 | -13.94 |
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Drawdowns
ROSC vs. IBID - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for ROSC and IBID.
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Drawdown Indicators
| ROSC | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -1.28% | -41.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -0.55% | -7.20% |
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 DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -0.22% | -6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 0.14% | +2.23% |
Volatility
ROSC vs. IBID - Volatility Comparison
Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 3.60% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROSC | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 0.35% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 0.86% | +9.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 1.23% | +14.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.29% | 2.24% | +17.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 2.24% | +18.00% |
ROSC vs. IBID - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is higher than IBID's 0.10% expense ratio.
Dividends
ROSC vs. IBID - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 1.77%, less than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROSC Hartford Multifactor Small Cap ETF | 1.77% | 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 IBID have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROSC has higher volatility (3.60%) compared to IBID (0.35%). In terms of maximum drawdown, ROSC dropped -43.13% vs IBID's -1.28%.
On 1-year performance, ROSC leads with 35.08% vs 4.00% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ROSC has performed better with a 35.08% return vs 4.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 0.34% for ROSC.
IBID has the higher dividend yield at 3.68%, compared with 1.77% for ROSC.
ROSC is categorized as Small Cap Blend Equities, while IBID is Inflation-Protected Bonds. ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.34% for ROSC and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.26 vs 2.28), 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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