ROSC vs. VBR
Compare and contrast key facts about Hartford Multifactor Small Cap ETF (ROSC) and Vanguard Small-Cap Value ETF (VBR).
ROSC and VBR 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 The Hartford that tracks the performance of the ROSC-US - Hartford Multifactor Small Cap Index. It was launched on Mar 24, 2015. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both ROSC and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROSC or VBR.
Key characteristics
| ROSC | VBR | |
|---|---|---|
| YTD Return | -0.07% | 6.20% |
| 1Y Return | 22.69% | 26.35% |
| 3Y Return (Ann) | 4.23% | 4.94% |
| 5Y Return (Ann) | 9.85% | 10.12% |
| Sharpe Ratio | 1.41 | 1.64 |
| Daily Std Dev | 16.81% | 16.77% |
| Max Drawdown | -43.13% | -62.01% |
| Current Drawdown | -1.28% | -0.89% |
Correlation
The correlation between ROSC and VBR is 0.82, 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.
Performance
ROSC vs. VBR - Performance Comparison
In the year-to-date period, ROSC achieves a -0.07% return, which is significantly lower than VBR's 6.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ROSC vs. VBR - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
ROSC vs. VBR - Risk-Adjusted Performance 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.
Dividends
ROSC vs. VBR - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 2.01%, which matches VBR's 2.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 2.01% | 2.01% | 1.51% | 2.13% | 1.75% | 3.05% | 2.86% | 2.13% | 2.20% | 2.48% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.03% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
ROSC vs. VBR - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for ROSC and VBR. For additional features, visit the drawdowns tool.
Volatility
ROSC vs. VBR - Volatility Comparison
Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 3.97% compared to Vanguard Small-Cap Value ETF (VBR) at 3.55%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.