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ROSC vs. SIXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROSC vs. SIXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and 6 Meridian Small Cap Equity ETF (SIXS). 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 SIXS's 5.36% 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%

SIXS

1D
-1.24%
1M
-2.88%
YTD
5.36%
6M
6.16%
1Y
16.34%
3Y*
10.42%
5Y*
3.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROSC vs. SIXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ROSC
Hartford Multifactor Small Cap ETF
11.71%10.18%7.28%18.88%-10.58%31.37%38.81%
SIXS
6 Meridian Small Cap Equity ETF
5.36%4.59%5.85%14.92%-18.52%40.74%43.41%

Correlation

The correlation between ROSC and SIXS is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since May 12, 2020

0.94

The correlation between ROSC and SIXS has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

ROSC vs. SIXS - Sectors Allocation Comparison


Sectors
ROSC
SIXS

Healthcare

20.1%
16.2%

Financial Services

18.7%
23.0%

Consumer Cyclical

14.1%
6.4%

Technology

12.1%
5.7%

Industrials

11.2%
7.3%

Consumer Defensive

6.6%
10.8%

Real Estate

5.5%
9.0%

Energy

3.8%
2.7%

Communication Services

3.6%
5.9%

Basic Materials

2.5%
1.0%

Utilities

1.9%
12.1%

Healthcare

ROSC
20.1%
SIXS
16.2%

Financial Services

ROSC
18.7%
SIXS
23.0%

Consumer Cyclical

ROSC
14.1%
SIXS
6.4%

Technology

ROSC
12.1%
SIXS
5.7%

Industrials

ROSC
11.2%
SIXS
7.3%

Consumer Defensive

ROSC
6.6%
SIXS
10.8%

Real Estate

ROSC
5.5%
SIXS
9.0%

Energy

ROSC
3.8%
SIXS
2.7%

Communication Services

ROSC
3.6%
SIXS
5.9%

Basic Materials

ROSC
2.5%
SIXS
1.0%

Utilities

ROSC
1.9%
SIXS
12.1%

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Return for Risk

ROSC vs. SIXS — 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

SIXS
SIXS Risk / Return Rank: 3838
Overall Rank
SIXS Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SIXS Sortino Ratio Rank: 3636
Sortino Ratio Rank
SIXS Omega Ratio Rank: 3232
Omega Ratio Rank
SIXS Calmar Ratio Rank: 4747
Calmar Ratio Rank
SIXS Martin Ratio Rank: 4242
Martin Ratio Rank
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. SIXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and 6 Meridian Small Cap Equity ETF (SIXS). 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.


ROSCSIXSDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.24

+0.74

Sortino ratio

Return per unit of downside risk

2.90

1.87

+1.03

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratio

Return relative to maximum drawdown

3.95

2.29

+1.66

Martin ratio

Return relative to average drawdown

12.81

6.90

+5.90

ROSC vs. SIXS - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 1.97, which is higher than the SIXS Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of ROSC and SIXS, 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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Sharpe Ratios by Period


ROSCSIXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.24

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.19

+0.23

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

0.71

-0.25

Drawdowns

ROSC vs. SIXS - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, which is greater than SIXS's maximum drawdown of -27.68%. Use the drawdown chart below to compare losses from any high point for ROSC and SIXS.


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Drawdown Indicators


ROSCSIXSDifference

Max Drawdown

Largest peak-to-trough decline

-43.13%

-27.68%

-15.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-7.16%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-19.95%

-3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.74%

-27.68%

+3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-43.13%

Current Drawdown

Current decline from peak

-1.76%

-4.19%

+2.43%

Average Drawdown

Average peak-to-trough decline

-7.21%

-8.95%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.37%

+0.02%

Volatility

ROSC vs. SIXS - Volatility Comparison

Hartford Multifactor Small Cap ETF (ROSC) and 6 Meridian Small Cap Equity ETF (SIXS) have volatilities of 3.54% and 3.53%, 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


ROSCSIXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.53%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

8.91%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

13.30%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

17.63%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.28%

19.66%

+0.62%

ROSC vs. SIXS - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is lower than SIXS's 1.00% expense ratio.


Dividends

ROSC vs. SIXS - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.87%, more than SIXS's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SIXS
6 Meridian Small Cap Equity ETF
1.81%1.62%1.09%1.60%1.37%0.94%0.45%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ROSC and SIXS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROSC has higher volatility (3.54%) compared to SIXS (3.53%). In terms of maximum drawdown, ROSC dropped -43.13% vs SIXS's -27.68%.

On 5-year performance, ROSC leads with 8.05% vs 3.28% for SIXS. On fees, ROSC is cheaper at 0.34% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ROSC has performed better with a 8.05% return vs 3.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROSC is cheaper with a 0.34% expense ratio, compared with 1.00% for SIXS.

ROSC has the higher dividend yield at 1.87%, compared with 1.81% for SIXS.

They also come from different issuers: Hartford and Exchange Traded Concepts. Their fees differ too: 0.34% for ROSC and 1.00% for SIXS.

ROSC currently has the higher Sharpe Ratio (1.97 vs 1.24), 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

Find the right allocation for ROSC and SIXS

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