ROSC vs. SPSM

Last updated Apr 1, 2026

Compare and contrast key facts about Hartford Multifactor Small Cap ETF (ROSC) and SPDR Portfolio S&P 600 Small Cap ETF (SPSM).

ROSC and SPSM 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. SPSM is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Index. It was launched on Jul 8, 2013. Both ROSC and SPSM 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. SPSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and SPDR Portfolio S&P 600 Small Cap ETF (SPSM). The values are adjusted to include any dividend payments, if applicable.

ROSC vs. SPSM - 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%
SPSM SPDR Portfolio S&P 600 Small Cap ETF	3.48%	6.11%	8.55%	16.11%	-16.12%	26.67%	11.69%	25.85%	-11.17%	15.44%

Returns By Period

In the year-to-date period, ROSC achieves a 3.15% return, which is significantly lower than SPSM's 3.48% return. Both investments have delivered pretty close results over the past 10 years, with ROSC having a 9.94% annualized return and SPSM not far ahead at 10.05%.

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%

SPSM

• 1D: 2.81%
• 1M: -4.07%
• YTD: 3.48%
• 6M: 5.20%
• 1Y: 20.56%
• 3Y*: 10.51%
• 5Y*: 4.16%
• 10Y*: 10.05%

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

ROSC vs. SPSM - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is higher than SPSM's 0.05% expense ratio.

ROSC

Hartford Multifactor Small Cap ETF

SPSM

SPDR Portfolio S&P 600 Small Cap ETF

Return for Risk

ROSC vs. SPSM — Risk / Return Rank

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

ROSC

ROSC Risk / Return Rank: 69
ROSC Sharpe Ratio Rank: 67
ROSC Sortino Ratio Rank: 70
ROSC Omega Ratio Rank: 62
ROSC Calmar Ratio Rank: 74
ROSC Martin Ratio Rank: 71

SPSM

SPSM Risk / Return Rank: 58
SPSM Sharpe Ratio Rank: 55
SPSM Sortino Ratio Rank: 58
SPSM Omega Ratio Rank: 53
SPSM Calmar Ratio Rank: 61
SPSM Martin Ratio Rank: 62

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. SPSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and SPDR Portfolio S&P 600 Small Cap ETF (SPSM). 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	SPSM	Difference
Sharpe ratio Return per unit of total volatility	1.17	0.92	+0.26
Sortino ratio Return per unit of downside risk	1.77	1.41	+0.35
Omega ratio Gain probability vs. loss probability	1.23	1.19	+0.04
Calmar ratio Return relative to maximum drawdown	1.91	1.42	+0.49
Martin ratio Return relative to average drawdown	7.26	5.73	+1.53
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. SPSM - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 1.17, which is comparable to the SPSM Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ROSC and SPSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ROSC	SPSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	0.92	+0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.19	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.44	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.41	+0.01

Correlation

The correlation between ROSC and SPSM is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ROSC vs. SPSM - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 2.03%, more than SPSM's 1.59% 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%
SPSM SPDR Portfolio S&P 600 Small Cap ETF	1.59%	1.62%	1.85%	1.61%	1.38%	1.40%	1.34%	1.58%	1.82%	1.51%	1.49%	2.37%

Drawdowns

ROSC vs. SPSM - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, roughly equal to the maximum SPSM drawdown of -42.89%. Use the drawdown chart below to compare losses from any high point for ROSC and SPSM.

Drawdown Indicators

	ROSC	SPSM	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	-42.89%	-0.24%
Max Drawdown (1Y) Largest decline over 1 year	-11.91%	-14.82%	+2.91%
Max Drawdown (5Y) Largest decline over 5 years	-23.74%	-27.94%	+4.20%
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	-42.89%	-0.24%
Current Drawdown Current decline from peak	-5.31%	-5.81%	+0.50%
Average Drawdown Average peak-to-trough decline	-7.31%	-8.02%	+0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	3.67%	-0.54%

Volatility

ROSC vs. SPSM - Volatility Comparison

The current volatility for Hartford Multifactor Small Cap ETF (ROSC) is 5.24%, while SPDR Portfolio S&P 600 Small Cap ETF (SPSM) has a volatility of 6.26%. This indicates that ROSC experiences smaller price fluctuations and is considered to be less risky than SPSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROSC	SPSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.24%	6.26%	-1.02%
Volatility (6M) Calculated over the trailing 6-month period	11.14%	12.94%	-1.80%
Volatility (1Y) Calculated over the trailing 1-year period	19.29%	22.56%	-3.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	21.54%	-2.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.26%	22.98%	-2.72%