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ROSC vs. RB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROSC vs. RB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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 11.71% return, which is significantly higher than RB's 6.76% 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%

RB

1D
-0.17%
1M
1.63%
YTD
6.76%
6M
8.48%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROSC vs. RB - Yearly Performance Comparison


Correlation

The correlation between ROSC and RB 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 (All Time)
Calculated using the full available price history since Jun 27, 2025

0.69

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Return for Risk

ROSC vs. RB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROSC
ROSC Risk / Return Rank: 6565
Overall Rank
ROSC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 6262
Sortino Ratio Rank
ROSC Omega Ratio Rank: 5757
Omega Ratio Rank
ROSC Calmar Ratio Rank: 7878
Calmar Ratio Rank
ROSC Martin Ratio Rank: 6969
Martin Ratio Rank

RB
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. RB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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.


ROSCRBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.95

Martin ratioReturn relative to average drawdown

12.81

ROSC vs. RB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ROSCRBDifference

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

3.15

-2.69

Drawdowns

ROSC vs. RB - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, which is greater than RB's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for ROSC and RB.


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Drawdown Indicators


ROSCRBDifference

Max Drawdown

Largest peak-to-trough decline

-43.13%

-1.70%

-41.43%

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%

-0.47%

-1.29%

Average Drawdown

Average peak-to-trough decline

-7.21%

-0.41%

-6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

Volatility

ROSC vs. RB - Volatility Comparison


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Volatility by Period


ROSCRBDifference

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%

6.21%

+9.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

6.21%

+13.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.28%

6.21%

+14.07%

ROSC vs. RB - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is lower than RB's 0.58% expense ratio.


Dividends

ROSC vs. RB - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.87%, less than RB's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
RB
ProShares Russell 2000 Dynamic Daily Buffer ETF
2.00%1.78%0.00%0.00%0.00%0.00%0.00%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


ROSC and RB 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.

On fees, ROSC is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROSC is cheaper with a 0.34% expense ratio, compared with 0.58% for RB.

RB has the higher dividend yield at 2.00%, compared with 1.87% for ROSC.

ROSC is categorized as Small Cap Blend Equities, while RB is Defined Outcome. ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while RB tracks Russell 2000. They also come from different issuers: Hartford and ProShares. Their fees differ too: 0.34% for ROSC and 0.58% for RB.

Portfolio Optimizer

Find the right allocation for ROSC and RB

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