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ROSC vs. IJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ROSC vs. IJR

Last updated Aug 2, 2026
Documentation

ROSC (Hartford Multifactor Small Cap ETF) and IJR (iShares Core S&P Small-Cap ETF) are both Small Cap Blend Equities funds - ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index while IJR tracks the S&P SmallCap 600 Index. Both are passively managed. Over the past 10 years, ROSC returned 10.89%/yr vs 10.86%/yr for IJR. Their correlation of 0.85 means they have usually moved in the same direction. ROSC charges 0.34%/yr vs 0.06%/yr for IJR.

Performance

ROSC vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ROSC achieves a 19.82% return, which is significantly lower than IJR's 21.59% return. Both investments have delivered pretty close results over the past 10 years, with ROSC having a 10.89% annualized return and IJR not far behind at 10.86%.

ROSC

1D
-0.46%
1M
0.15%
6M
14.78%
YTD
19.82%
1Y
38.72%
3Y*
15.41%
5Y*
9.77%
10Y*
10.89%
ALL TIME*
9.73%

IJR

1D
-0.03%
1M
-0.70%
6M
15.04%
YTD
21.59%
1Y
35.87%
3Y*
13.39%
5Y*
7.39%
10Y*
10.86%
ALL TIME*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IJR

iShares Core S&P Small-Cap ETF
$499.82M$465.35M$539.29M

ROSC

Hartford Multifactor Small Cap ETF
$129.89K$138.46K$121.53K

ROSC vs. IJR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ROSC
Hartford Multifactor Small Cap ETF		19.82%10.18%7.28%18.88%-10.58%31.37%5.27%17.09%-12.38%24.49%
IJR
iShares Core S&P Small-Cap ETF		21.59%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%

Correlation

The correlation between ROSC and IJR is 0.91, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.96

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2015

0.85

The correlation between ROSC and IJR shifts across timeframes, from 0.85 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

ROSC vs. IJR - Sectors Allocation Comparison

Sectors
ROSC
IJR

Financial Services

19.3%
17.0%

Healthcare

19.0%
12.4%

Consumer Cyclical

14.8%
13.2%

Technology

12.3%
15.5%

Industrials

11.5%
15.6%

Consumer Defensive

6.3%
4.2%

Real Estate

5.7%
7.6%

Communication Services

3.6%
3.2%

Basic Materials

2.7%
4.7%

Energy

2.3%
4.9%

Utilities

1.8%
1.8%

Financial Services

ROSC
19.3%
IJR
17.0%

Healthcare

ROSC
19.0%
IJR
12.4%

Consumer Cyclical

ROSC
14.8%
IJR
13.2%

Technology

ROSC
12.3%
IJR
15.5%

Industrials

ROSC
11.5%
IJR
15.6%

Consumer Defensive

ROSC
6.3%
IJR
4.2%

Real Estate

ROSC
5.7%
IJR
7.6%

Communication Services

ROSC
3.6%
IJR
3.2%

Basic Materials

ROSC
2.7%
IJR
4.7%

Energy

ROSC
2.3%
IJR
4.9%

Utilities

ROSC
1.8%
IJR
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Hartford Multifactor Small Cap ETF

iShares Core S&P Small-Cap ETF

Often compared with ROSC:
ROSC vs. SPMOROSC vs. JEPIROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. CALFROSC vs. SMLV
Often compared with IJR:
IJR vs. IWMIJR vs. VBIJR vs. AVUVIJR vs. IJHIJR vs. IJSIJR vs. SCHAIJR vs. VBR

Return for Risk

ROSC vs. IJR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ROSC
ROSC Risk / Return Rank: 9292
Overall Rank
ROSC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 9393
Sortino Ratio Rank
ROSC Omega Ratio Rank: 9191
Omega Ratio Rank
ROSC Calmar Ratio Rank: 9494
Calmar Ratio Rank
ROSC Martin Ratio Rank: 9292
Martin Ratio Rank
IJR
IJR Risk / Return Rank: 8686
Overall Rank
IJR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 8686
Sortino Ratio Rank
IJR Omega Ratio Rank: 8181
Omega Ratio Rank
IJR Calmar Ratio Rank: 9191
Calmar Ratio Rank
IJR Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ROSC vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and iShares Core S&P Small-Cap ETF (IJR). 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.

ROSCIJRDifference
Sharpe ratioReturn per unit of total volatility
2.42
1.95

+0.47

Sortino ratioReturn per unit of downside risk
3.57
2.87

+0.71

Omega ratioGain probability vs. loss probability

1.43

1.34

+0.09

Calmar ratioReturn relative to maximum drawdown

4.72

3.89

+0.83

Martin ratioReturn relative to average drawdown

15.90

13.29

+2.62

ROSC vs. IJR - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 2.42, which is comparable to the IJR Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ROSC and IJR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ROSC vs. IJR - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for ROSC and IJR.

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Drawdown Indicators

ROSCIJRDifference

Max Drawdown

Largest peak-to-trough decline

-43.13%

-58.15%

+15.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-8.68%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-28.02%

+4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-23.74%

-28.02%

+4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-43.13%

-44.36%

+1.23%

Current Drawdown

Current decline from peak

-1.74%

-1.92%

+0.18%

Average Drawdown

Average peak-to-trough decline

-7.12%

-9.23%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.54%

-0.24%

Volatility

ROSC vs. IJR - Volatility Comparison

Hartford Multifactor Small Cap ETF (ROSC) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 3.31% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ROSCIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.40%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

11.62%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

17.33%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

21.25%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

22.85%

-2.61%

ROSC vs. IJR - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is higher than IJR's 0.06% expense ratio.

Dividends

ROSC vs. IJR - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.80%, more than IJR's 1.13% yield.

PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF		1.13%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
ROSC
Hartford Multifactor Small Cap ETF		1.80%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

With a correlation of 0.91, ROSC and IJR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IJR has higher volatility (3.40%) compared to ROSC (3.31%). In terms of maximum drawdown, ROSC dropped -43.13% vs IJR's -58.15%.

On 10-year performance, ROSC leads with 10.89% vs 10.86% for IJR. On fees, IJR is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ROSC has performed better with a 10.89% return vs 10.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJR is cheaper with a 0.06% expense ratio, compared with 0.34% for ROSC.

ROSC has the higher dividend yield at 1.80%, compared with 1.13% for IJR.

ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while IJR tracks S&P SmallCap 600 Index. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.34% for ROSC and 0.06% for IJR.

ROSC currently has the higher Sharpe Ratio (2.42 vs 1.95), 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.

Portfolio Optimizer

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