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ROUS vs. ROSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ROUS vs. ROSC

Last updated Aug 4, 2026
Documentation

ROUS (Hartford Multifactor US Equity ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both exchange-traded funds - ROUS is a Large Cap Growth Equities fund tracking the Hartford Multi-factor Large Cap Index, while ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, ROUS returned 12.68%/yr vs 11.09%/yr for ROSC. Their 0.74 correlation means they have sometimes moved together and sometimes differently. ROUS charges 0.19%/yr vs 0.34%/yr for ROSC.

Performance

ROUS vs. ROSC - Performance Comparison

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

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Returns By Period

In the year-to-date period, ROUS achieves a 17.13% return, which is significantly lower than ROSC's 21.44% return. Over the past 10 years, ROUS has outperformed ROSC with an annualized return of 12.68%, while ROSC has yielded a comparatively lower 11.09% annualized return.

ROUS

1D
0.57%
1M
0.96%
6M
11.60%
YTD
17.13%
1Y
27.87%
3Y*
19.09%
5Y*
12.22%
10Y*
12.68%
ALL TIME*
11.05%

ROSC

1D
1.35%
1M
1.50%
6M
14.44%
YTD
21.44%
1Y
40.60%
3Y*
16.07%
5Y*
10.37%
10Y*
11.09%
ALL TIME*
9.85%
*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
$136.27K$122.07K$123.34K

ROUS

Hartford Multifactor US Equity ETF
$3.40M$3.69M$3.28M

ROUS vs. ROSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ROUS
Hartford Multifactor US Equity ETF		17.13%15.21%17.61%15.05%-9.65%27.33%6.61%23.94%-9.59%22.88%
ROSC
Hartford Multifactor Small Cap ETF		21.44%10.18%7.28%18.88%-10.58%31.37%5.27%17.09%-12.38%24.49%

Correlation

The correlation between ROUS and ROSC is 0.70, 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.

0.70

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

0.78

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

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2015

0.74

The correlation between ROUS and ROSC shifts across timeframes, from 0.70 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.

ROUS vs. ROSC - Sectors Allocation Comparison

Sectors
ROUS
ROSC

Technology

35.2%
12.3%

Healthcare

11.1%
19.0%

Financial Services

11.1%
19.3%

Industrials

10.4%
11.5%

Consumer Cyclical

9.1%
14.8%

Communication Services

6.3%
3.6%

Consumer Defensive

5.4%
6.3%

Utilities

3.7%
1.8%

Energy

2.7%
2.3%

Real Estate

2.2%
5.7%

Basic Materials

2.1%
2.7%

Technology

ROUS
35.2%
ROSC
12.3%

Healthcare

ROUS
11.1%
ROSC
19.0%

Financial Services

ROUS
11.1%
ROSC
19.3%

Industrials

ROUS
10.4%
ROSC
11.5%

Consumer Cyclical

ROUS
9.1%
ROSC
14.8%

Communication Services

ROUS
6.3%
ROSC
3.6%

Consumer Defensive

ROUS
5.4%
ROSC
6.3%

Utilities

ROUS
3.7%
ROSC
1.8%

Energy

ROUS
2.7%
ROSC
2.3%

Real Estate

ROUS
2.2%
ROSC
5.7%

Basic Materials

ROUS
2.1%
ROSC
2.7%

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 US Equity ETF

Hartford Multifactor Small Cap ETF

Often compared with ROUS:
ROUS vs. PALCROUS vs. VFMFXROUS vs. VSMVROUS vs. DYNFROUS vs. OMFLROUS vs. QQQROUS vs. SPMO
Often compared with ROSC:
ROSC vs. SPMOROSC vs. JEPIROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. CALFROSC vs. SMLV

Return for Risk

ROUS vs. ROSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ROUS
ROUS Risk / Return Rank: 9292
Overall Rank
ROUS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 9292
Sortino Ratio Rank
ROUS Omega Ratio Rank: 9090
Omega Ratio Rank
ROUS Calmar Ratio Rank: 9393
Calmar Ratio Rank
ROUS Martin Ratio Rank: 9494
Martin Ratio Rank
ROSC
ROSC Risk / Return Rank: 9494
Overall Rank
ROSC Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 9494
Sortino Ratio Rank
ROSC Omega Ratio Rank: 9393
Omega Ratio Rank
ROSC Calmar Ratio Rank: 9595
Calmar Ratio Rank
ROSC Martin Ratio Rank: 9393
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.

ROUS vs. ROSC - Risk-Adjusted Trends Comparison

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

ROUSROSCDifference
Sharpe ratioReturn per unit of total volatility
2.42
2.71

-0.29

Sortino ratioReturn per unit of downside risk
3.43
3.97

-0.55

Omega ratioGain probability vs. loss probability

1.43

1.48

-0.05

Calmar ratioReturn relative to maximum drawdown

4.69

5.26

-0.57

Martin ratioReturn relative to average drawdown

18.56

17.73

+0.83

ROUS vs. ROSC - Sharpe Ratio Comparison

The current ROUS Sharpe Ratio is 2.42, which is comparable to the ROSC Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of ROUS and ROSC, 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

ROUS vs. ROSC - Drawdown Comparison

The maximum ROUS drawdown since its inception was -35.51%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for ROUS and ROSC.

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Drawdown Indicators

ROUSROSCDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-43.13%

+7.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-7.75%

+1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-23.74%

+7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-23.74%

+4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-43.13%

+7.62%

Current Drawdown

Current decline from peak

-0.38%

-0.42%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.19%

-7.12%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

2.30%

-0.79%

Volatility

ROUS vs. ROSC - Volatility Comparison

The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 2.46%, while Hartford Multifactor Small Cap ETF (ROSC) has a volatility of 3.55%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than ROSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ROUSROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

3.55%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

10.12%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

15.09%

-3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

19.21%

-4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

20.25%

-3.33%

ROUS vs. ROSC - Expense Ratio Comparison

ROUS has a 0.19% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

ROUS vs. ROSC - Dividend Comparison

ROUS's dividend yield for the trailing twelve months is around 1.32%, less than ROSC's 1.77% yield.

PositionTTM20252024202320222021202020192018201720162015
ROSC
Hartford Multifactor Small Cap ETF		1.77%2.08%2.00%2.01%1.51%2.13%1.75%3.05%2.86%2.13%2.20%2.48%
ROUS
Hartford Multifactor US Equity ETF		1.32%1.52%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%

Frequently Asked Questions

ROUS and ROSC have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROSC has higher volatility (3.55%) compared to ROUS (2.46%). In terms of maximum drawdown, ROUS dropped -35.51% vs ROSC's -43.13%.

On 10-year performance, ROUS leads with 12.68% vs 11.09% for ROSC. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ROUS has performed better with a 12.68% return vs 11.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.34% for ROSC.

ROSC has the higher dividend yield at 1.77%, compared with 1.32% for ROUS.

ROUS is categorized as Large Cap Growth Equities, while ROSC is Small Cap Blend Equities. ROUS tracks Hartford Multi-factor Large Cap Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. Their fees differ too: 0.19% for ROUS and 0.34% for ROSC.

ROSC currently has the higher Sharpe Ratio (2.71 vs 2.42), 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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