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ROSC vs. SMMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ROSC vs. SMMV

Last updated Aug 2, 2026
Documentation

ROSC (Hartford Multifactor Small Cap ETF) and SMMV (iShares MSCI USA Small-Cap Min Vol Factor ETF) are both Small Cap Blend Equities funds - ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index while SMMV tracks the MSCI USA Small Cap Minimum Volatility (USD) Index. Both are passively managed. Over the past 5 years, ROSC returned 9.77%/yr vs 6.29%/yr for SMMV. Their correlation of 0.82 means they have usually moved in the same direction. ROSC charges 0.34%/yr vs 0.20%/yr for SMMV.

Performance

ROSC vs. SMMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV). 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 higher than SMMV's 9.33% return.

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%

SMMV

1D
-0.06%
1M
0.56%
6M
7.36%
YTD
9.33%
1Y
16.10%
3Y*
12.24%
5Y*
6.29%
10Y*
—
ALL TIME*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

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

ROSC

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

SMMV

iShares MSCI USA Small-Cap Min Vol Factor ETF
$337.38K$347.17K$431.55K

ROSC vs. SMMV - 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%
SMMV
iShares MSCI USA Small-Cap Min Vol Factor ETF		9.33%6.42%18.29%5.63%-10.00%16.64%-2.88%24.21%1.15%14.31%

Correlation

The correlation between ROSC and SMMV is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

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

0.76

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

0.86

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

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2016

0.82

The correlation between ROSC and SMMV shifts across timeframes, from 0.76 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.

ROSC vs. SMMV - Sectors Allocation Comparison

Sectors
ROSC
SMMV

Financial Services

19.3%
9.2%

Healthcare

19.0%
18.7%

Consumer Cyclical

14.8%
5.3%

Technology

12.3%
13.7%

Industrials

11.5%
13.6%

Consumer Defensive

6.3%
7.6%

Real Estate

5.7%
12.5%

Communication Services

3.6%
5.1%

Basic Materials

2.7%
1.6%

Energy

2.3%
5.2%

Utilities

1.8%
7.5%

Financial Services

ROSC
19.3%
SMMV
9.2%

Healthcare

ROSC
19.0%
SMMV
18.7%

Consumer Cyclical

ROSC
14.8%
SMMV
5.3%

Technology

ROSC
12.3%
SMMV
13.7%

Industrials

ROSC
11.5%
SMMV
13.6%

Consumer Defensive

ROSC
6.3%
SMMV
7.6%

Real Estate

ROSC
5.7%
SMMV
12.5%

Communication Services

ROSC
3.6%
SMMV
5.1%

Basic Materials

ROSC
2.7%
SMMV
1.6%

Energy

ROSC
2.3%
SMMV
5.2%

Utilities

ROSC
1.8%
SMMV
7.5%

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 MSCI USA Small-Cap Min Vol Factor ETF

Often compared with ROSC:
ROSC vs. SPMOROSC vs. JEPIROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. CALFROSC vs. SMLV
Often compared with SMMV:
SMMV vs. SMLFSMMV vs. SMLVSMMV vs. USMVSMMV vs. XMU.TOSMMV vs. VBSMMV vs. IWMSMMV vs. IVV

Return for Risk

ROSC vs. SMMV — 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
SMMV
SMMV Risk / Return Rank: 6666
Overall Rank
SMMV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SMMV Sortino Ratio Rank: 7575
Sortino Ratio Rank
SMMV Omega Ratio Rank: 6868
Omega Ratio Rank
SMMV Calmar Ratio Rank: 6363
Calmar Ratio Rank
SMMV Martin Ratio Rank: 5656
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. SMMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV). 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.

ROSCSMMVDifference
Sharpe ratioReturn per unit of total volatility
2.42
1.58

+0.84

Sortino ratioReturn per unit of downside risk
3.57
2.42

+1.15

Omega ratioGain probability vs. loss probability

1.43

1.28

+0.15

Calmar ratioReturn relative to maximum drawdown

4.72

2.19

+2.53

Martin ratioReturn relative to average drawdown

15.90

6.75

+9.15

ROSC vs. SMMV - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 2.42, which is higher than the SMMV Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ROSC and SMMV, 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. SMMV - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, which is greater than SMMV's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for ROSC and SMMV.

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Drawdown Indicators

ROSCSMMVDifference

Max Drawdown

Largest peak-to-trough decline

-43.13%

-38.77%

-4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-7.02%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-13.68%

-10.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.74%

-18.00%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-43.13%

—

—

Current Drawdown

Current decline from peak

-1.74%

-1.07%

-0.67%

Average Drawdown

Average peak-to-trough decline

-7.12%

-5.04%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.28%

+0.02%

Volatility

ROSC vs. SMMV - Volatility Comparison

Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 3.31% compared to iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV) at 2.85%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than SMMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ROSCSMMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.85%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

6.98%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

9.75%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

13.44%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

15.62%

+4.62%

ROSC vs. SMMV - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is higher than SMMV's 0.20% expense ratio.

Dividends

ROSC vs. SMMV - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.80%, more than SMMV's 1.66% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SMMV
iShares MSCI USA Small-Cap Min Vol Factor ETF		1.66%1.77%1.76%2.30%1.67%1.08%1.39%1.64%1.72%1.63%0.79%0.00%

Frequently Asked Questions

ROSC and SMMV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROSC has higher volatility (3.31%) compared to SMMV (2.85%). In terms of maximum drawdown, ROSC dropped -43.13% vs SMMV's -38.77%.

On 5-year performance, ROSC leads with 9.77% vs 6.29% for SMMV. On fees, SMMV is cheaper at 0.20% per year. On volatility, SMMV has been the lower-risk option at 2.85%. 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 9.77% return vs 6.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMMV is cheaper with a 0.20% expense ratio, compared with 0.34% for ROSC.

ROSC has the higher dividend yield at 1.80%, compared with 1.66% for SMMV.

ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while SMMV tracks MSCI USA Small Cap Minimum Volatility (USD) Index. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.34% for ROSC and 0.20% for SMMV.

ROSC currently has the higher Sharpe Ratio (2.42 vs 1.58), 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.

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