ROSC vs. VBR

Last updated Aug 2, 2026

ROSC (Hartford Multifactor Small Cap ETF) and VBR (Vanguard Small-Cap Value ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while VBR is a Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Both are passively managed. Over the past 10 years, ROSC returned 10.89%/yr vs 10.75%/yr for VBR. Their correlation of 0.84 means they have usually moved in the same direction. ROSC charges 0.34%/yr vs 0.05%/yr for VBR.

Performance

ROSC vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROSC achieves a 19.82% return, which is significantly higher than VBR's 16.70% return. Both investments have delivered pretty close results over the past 10 years, with ROSC having a 10.89% annualized return and VBR not far behind at 10.75%.

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%

VBR

• 1D: -0.20%
• 1M: 0.58%
• 6M: 10.78%
• YTD: 16.70%
• 1Y: 27.67%
• 3Y*: 14.39%
• 5Y*: 9.74%
• 10Y*: 10.75%
• ALL TIME*: 9.66%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ROSC Hartford Multifactor Small Cap ETF	$129.89K	$138.46K	$121.53K
VBR Vanguard Small-Cap Value ETF	$56.96M	$55.85M	$67.93M

ROSC vs. VBR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
VBR Vanguard Small-Cap Value ETF	16.70%	9.09%	12.40%	16.00%	-9.38%	28.08%	5.90%	22.78%	-12.28%	11.81%

Correlation

The correlation between ROSC and VBR is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.87
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (10Y) Provides a long-term view across more market conditions.	0.89
Correlation (All Time) Calculated using the full available price history since Mar 24, 2015	0.84

The correlation between ROSC and VBR has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.

ROSC vs. VBR - Sectors Allocation Comparison

Sectors	ROSC	VBR
Financial Services	19.3%	17.5%
Healthcare	19.0%	8.4%
Consumer Cyclical	14.8%	13.6%
Technology	12.3%	10.9%
Industrials	11.5%	17.3%
Consumer Defensive	6.3%	4.2%
Real Estate	5.7%	11.1%
Communication Services	3.6%	2.4%
Basic Materials	2.7%	5.3%
Energy	2.3%	4.3%
Utilities	1.8%	4.9%

Return for Risk

ROSC vs. VBR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ROSC

ROSC Risk / Return Rank: 92
ROSC Sharpe Ratio Rank: 92
ROSC Sortino Ratio Rank: 93
ROSC Omega Ratio Rank: 91
ROSC Calmar Ratio Rank: 94
ROSC Martin Ratio Rank: 92

VBR

VBR Risk / Return Rank: 79
VBR Sharpe Ratio Rank: 77
VBR Sortino Ratio Rank: 80
VBR Omega Ratio Rank: 75
VBR Calmar Ratio Rank: 81
VBR Martin Ratio Rank: 82

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. VBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and Vanguard Small-Cap Value ETF (VBR). 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.

	ROSC	VBR	Difference
Sharpe ratio: Return per unit of total volatility	2.42	1.75	+0.68
Sortino ratio: Return per unit of downside risk	3.57	2.58	+0.99
Omega ratio: Gain probability vs. loss probability	1.43	1.31	+0.12
Calmar ratio: Return relative to maximum drawdown	4.72	2.93	+1.79
Martin ratio: Return relative to average drawdown	15.90	10.70	+5.20

ROSC vs. VBR - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 2.42, which is higher than the VBR Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ROSC and VBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ROSC vs. VBR - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for ROSC and VBR.

Drawdown Indicators

	ROSC	VBR	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	-61.98%	+18.85%
Max Drawdown (1Y) Largest decline over 1 year	-7.75%	-8.85%	+1.10%
Max Drawdown (3Y) Largest decline over 3 years	-23.74%	-24.19%	+0.45%
Max Drawdown (5Y) Largest decline over 5 years	-23.74%	-24.19%	+0.45%
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	-45.28%	+2.15%
Current Drawdown Current decline from peak	-1.74%	-1.40%	-0.34%
Average Drawdown Average peak-to-trough decline	-7.12%	-8.21%	+1.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	2.42%	-0.12%

Volatility

ROSC vs. VBR - Volatility Comparison

Hartford Multifactor Small Cap ETF (ROSC) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 3.31% and 3.36%, 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.

Volatility by Period

	ROSC	VBR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	3.36%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	10.05%	10.22%	-0.17%
Volatility (1Y) Calculated over the trailing 1-year period	15.14%	14.90%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.19%	19.56%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.24%	21.66%	-1.42%

ROSC vs. VBR - Expense Ratio Comparison

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

Dividends

ROSC vs. VBR - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.80%, more than VBR's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VBR Vanguard Small-Cap Value ETF	1.77%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%

Frequently Asked Questions

Can I hold both ROSC and VBR in my portfolio?

ROSC and VBR have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROSC or VBR?

VBR has higher volatility (3.36%) compared to ROSC (3.31%). In terms of maximum drawdown, ROSC dropped -43.13% vs VBR's -61.98%.

Which ETF is better, ROSC or VBR?

On 10-year performance, ROSC leads with 10.89% vs 10.75% for VBR. On fees, VBR is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROSC or VBR?

Over the 10-year period, ROSC has performed better with a 10.89% return vs 10.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROSC or VBR?

VBR is cheaper with a 0.05% expense ratio, compared with 0.34% for ROSC.

Which ETF pays a higher dividend yield, ROSC or VBR?

ROSC has the higher dividend yield at 1.80%, compared with 1.77% for VBR.

What is the main difference between ROSC and VBR?

ROSC is categorized as Small Cap Blend Equities, while VBR is Small Cap Value Equities. ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while VBR tracks CRSP US Small Cap Value Index. They also come from different issuers: Hartford and Vanguard. Their fees differ too: 0.34% for ROSC and 0.05% for VBR.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.42 vs 1.75), 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.