ROSC vs. JEPI

Last updated Jun 4, 2026

ROSC (Hartford Multifactor Small Cap ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while JEPI is a Dividend fund actively managed by JPMorgan. ROSC is passively managed, while JEPI is actively managed. Over the past 5 years, ROSC returned 8.05%/yr vs 7.26%/yr for JEPI. A 0.66 correlation means they provide meaningful diversification when combined. ROSC charges 0.34%/yr vs 0.35%/yr for JEPI.

Performance

ROSC vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and JPMorgan Equity Premium Income ETF (JEPI). 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 JEPI's 0.15% 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%

JEPI

• 1D: 0.14%
• 1M: -1.54%
• YTD: 0.15%
• 6M: 0.47%
• 1Y: 7.70%
• 3Y*: 8.88%
• 5Y*: 7.26%
• 10Y*: —

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

ROSC vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ROSC Hartford Multifactor Small Cap ETF	11.71%	10.18%	7.28%	18.88%	-10.58%	31.37%	36.41%
JEPI JPMorgan Equity Premium Income ETF	0.15%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Correlation

The correlation between ROSC and JEPI is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (All Time) Calculated using the full available price history since May 22, 2020	0.66

The correlation between ROSC and JEPI has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.

ROSC vs. JEPI - Sectors Allocation Comparison

Sectors	ROSC	JEPI
Healthcare	20.1%	14.1%
Financial Services	18.7%	9.8%
Consumer Cyclical	14.1%	11.7%
Technology	12.1%	19.1%
Industrials	11.2%	13.8%
Consumer Defensive	6.6%	9.6%
Real Estate	5.5%	3.5%
Energy	3.8%	3.5%
Communication Services	3.6%	6.9%
Basic Materials	2.5%	1.9%
Utilities	1.9%	6.2%

Return for Risk

ROSC vs. JEPI — 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

JEPI

JEPI Risk / Return Rank: 26
JEPI Sharpe Ratio Rank: 27
JEPI Sortino Ratio Rank: 26
JEPI Omega Ratio Rank: 26
JEPI Calmar Ratio Rank: 24
JEPI Martin Ratio Rank: 26

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. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and JPMorgan Equity Premium Income ETF (JEPI). 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	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	1.97	0.99	+0.99
Sortino ratio: Return per unit of downside risk	2.90	1.47	+1.43
Omega ratio: Gain probability vs. loss probability	1.35	1.18	+0.17
Calmar ratio: Return relative to maximum drawdown	3.95	1.16	+2.79
Martin ratio: Return relative to average drawdown	12.81	3.73	+9.07
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. JEPI - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 1.97, which is higher than the JEPI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ROSC and JEPI, 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	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	0.99	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.66	-0.24
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	1.01	-0.55

Drawdowns

ROSC vs. JEPI - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ROSC and JEPI.

Drawdown Indicators

	ROSC	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	-13.71%	-29.42%
Max Drawdown (1Y) Largest decline over 1 year	-7.75%	-6.68%	-1.07%
Max Drawdown (3Y) Largest decline over 3 years	-23.74%	-13.26%	-10.48%
Max Drawdown (5Y) Largest decline over 5 years	-23.74%	-13.71%	-10.03%
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	—	—
Current Drawdown Current decline from peak	-1.76%	-4.83%	+3.07%
Average Drawdown Average peak-to-trough decline	-7.21%	-2.12%	-5.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.39%	2.07%	+0.32%

Volatility

ROSC vs. JEPI - Volatility Comparison

Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 3.54% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.35%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROSC	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	1.35%	+2.19%
Volatility (6M) Calculated over the trailing 6-month period	10.30%	6.07%	+4.23%
Volatility (1Y) Calculated over the trailing 1-year period	15.56%	7.85%	+7.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.32%	11.06%	+8.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.28%	10.80%	+9.48%

ROSC vs. JEPI - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is lower than JEPI's 0.35% expense ratio.

Dividends

ROSC vs. JEPI - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.87%, less than JEPI's 8.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPI JPMorgan Equity Premium Income ETF	8.27%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	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 JEPI in my portfolio?

ROSC and JEPI have a correlation of 0.69, 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 JEPI?

ROSC has higher volatility (3.54%) compared to JEPI (1.35%). In terms of maximum drawdown, ROSC dropped -43.13% vs JEPI's -13.71%.

Which ETF is better, ROSC or JEPI?

On 5-year performance, ROSC leads with 8.05% vs 7.26% for JEPI. On fees, ROSC is cheaper at 0.34% per year. On volatility, JEPI has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROSC or JEPI?

Over the 5-year period, ROSC has performed better with a 8.05% return vs 7.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROSC or JEPI?

ROSC is cheaper with a 0.34% expense ratio, compared with 0.35% for JEPI.

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

JEPI has the higher dividend yield at 8.27%, compared with 1.87% for ROSC.

What is the main difference between ROSC and JEPI?

ROSC is categorized as Small Cap Blend Equities, while JEPI is Dividend. They also come from different issuers: Hartford and JPMorgan. Their fees differ too: 0.34% for ROSC and 0.35% for JEPI.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (1.97 vs 0.99), 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.