ROSC vs. RODM
Compare and contrast key facts about Hartford Multifactor Small Cap ETF (ROSC) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM).
ROSC and RODM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROSC is a passively managed fund by Hartford that tracks the performance of the ROSC-US - Hartford Multifactor Small Cap Index. It was launched on Mar 24, 2015. RODM is a passively managed fund by Hartford that tracks the performance of the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. It was launched on Feb 25, 2015. Both ROSC and RODM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ROSC vs. RODM - Performance Comparison
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ROSC vs. RODM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 3.15% | 10.18% | 7.28% | 18.88% | -10.58% | 31.37% | 5.27% | 17.09% | -12.38% | 24.49% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 6.61% | 34.42% | 8.02% | 15.76% | -14.54% | 11.11% | -0.62% | 17.15% | -9.97% | 25.14% |
Returns By Period
In the year-to-date period, ROSC achieves a 3.15% return, which is significantly lower than RODM's 6.61% return. Over the past 10 years, ROSC has outperformed RODM with an annualized return of 9.94%, while RODM has yielded a comparatively lower 8.73% annualized return.
ROSC
- 1D
- 1.33%
- 1M
- -3.65%
- YTD
- 3.15%
- 6M
- 7.48%
- 1Y
- 22.55%
- 3Y*
- 12.82%
- 5Y*
- 6.99%
- 10Y*
- 9.94%
RODM
- 1D
- 2.34%
- 1M
- -4.11%
- YTD
- 6.61%
- 6M
- 12.52%
- 1Y
- 31.42%
- 3Y*
- 19.05%
- 5Y*
- 9.92%
- 10Y*
- 8.73%
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ROSC vs. RODM - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is higher than RODM's 0.29% expense ratio.
Return for Risk
ROSC vs. RODM — Risk / Return Rank
ROSC
RODM
ROSC vs. RODM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). 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 | RODM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 2.36 | -1.19 |
Sortino ratioReturn per unit of downside risk | 1.77 | 3.08 | -1.32 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.48 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 3.29 | -1.38 |
Martin ratioReturn relative to average drawdown | 7.26 | 15.59 | -8.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROSC | RODM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.36 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.74 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.58 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.50 | -0.07 |
Correlation
The correlation between ROSC and RODM is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ROSC vs. RODM - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 2.03%, less than RODM's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 2.03% | 2.08% | 2.00% | 2.01% | 1.51% | 2.13% | 1.75% | 3.05% | 2.86% | 2.13% | 2.20% | 2.48% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 2.92% | 3.11% | 4.09% | 4.42% | 3.81% | 4.41% | 2.82% | 2.82% | 2.03% | 2.24% | 3.19% | 2.60% |
Drawdowns
ROSC vs. RODM - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, which is greater than RODM's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for ROSC and RODM.
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Drawdown Indicators
| ROSC | RODM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -35.98% | -7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -9.40% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | -28.85% | +5.11% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -35.98% | -7.15% |
Current DrawdownCurrent decline from peak | -5.31% | -4.11% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -6.47% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 1.98% | +1.15% |
Volatility
ROSC vs. RODM - Volatility Comparison
Hartford Multifactor Small Cap ETF (ROSC) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM) have volatilities of 5.24% and 5.36%, 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
| ROSC | RODM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 5.36% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 7.91% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.29% | 13.37% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 13.42% | +5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 15.21% | +5.05% |