PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SMLF vs. ROSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SMLF vs. ROSC

Last updated Jun 24, 2026

SMLF (iShares MSCI USA Small-Cap Multifactor ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - SMLF tracks the MSCI USA Small Cap Diversified Multi-Factor while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, SMLF returned 12.68%/yr vs 11.36%/yr for ROSC. Their correlation of 0.83 suggests significant overlap in exposure. SMLF charges 0.30%/yr vs 0.34%/yr for ROSC.

Performance

SMLF vs. ROSC - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with SMLF having a 16.28% return and ROSC slightly higher at 16.64%. Over the past 10 years, SMLF has outperformed ROSC with an annualized return of 12.68%, while ROSC has yielded a comparatively lower 11.36% annualized return.

SMLF

1D
-0.85%
1M
3.41%
YTD
16.28%
6M
14.19%
1Y
32.00%
3Y*
20.44%
5Y*
11.09%
10Y*
12.68%

ROSC

1D
0.51%
1M
3.56%
YTD
16.64%
6M
14.85%
1Y
34.90%
3Y*
17.42%
5Y*
8.95%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMLF vs. ROSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SMLF
iShares MSCI USA Small-Cap Multifactor ETF		16.28%12.30%16.33%19.99%-12.19%26.53%8.38%21.56%-8.42%12.70%
ROSC
Hartford Multifactor Small Cap ETF		16.64%10.18%7.28%18.88%-10.58%31.37%5.27%17.09%-12.38%24.49%

Correlation

The correlation between SMLF and ROSC is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2015

0.83

The correlation between SMLF and ROSC has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

SMLF vs. ROSC - Sectors Allocation Comparison

Sectors
SMLF
ROSC

Industrials

19.5%
11.0%

Technology

19.1%
13.0%

Financial Services

14.3%
18.4%

Healthcare

12.9%
20.0%

Consumer Cyclical

11.4%
14.6%

Real Estate

5.6%
5.6%

Basic Materials

4.5%
2.6%

Energy

4.3%
3.2%

Consumer Defensive

3.3%
6.4%

Communication Services

3.2%
3.5%

Utilities

2.0%
1.9%

Industrials

SMLF
19.5%
ROSC
11.0%

Technology

SMLF
19.1%
ROSC
13.0%

Financial Services

SMLF
14.3%
ROSC
18.4%

Healthcare

SMLF
12.9%
ROSC
20.0%

Consumer Cyclical

SMLF
11.4%
ROSC
14.6%

Real Estate

SMLF
5.6%
ROSC
5.6%

Basic Materials

SMLF
4.5%
ROSC
2.6%

Energy

SMLF
4.3%
ROSC
3.2%

Consumer Defensive

SMLF
3.3%
ROSC
6.4%

Communication Services

SMLF
3.2%
ROSC
3.5%

Utilities

SMLF
2.0%
ROSC
1.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI USA Small-Cap Multifactor ETF

Hartford Multifactor Small Cap ETF

Often compared with SMLF:
SMLF vs. FSMDSMLF vs. SMLVSMLF vs. IWMSMLF vs. SMMVSMLF vs. VBRSMLF vs. GSSCSMLF vs. FZIPX
Often compared with ROSC:
ROSC vs. JEPIROSC vs. SPMOROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. SMLVROSC vs. CALF

Return for Risk

SMLF vs. ROSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SMLF
SMLF Risk / Return Rank: 6262
Overall Rank
SMLF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SMLF Sortino Ratio Rank: 5656
Sortino Ratio Rank
SMLF Omega Ratio Rank: 5151
Omega Ratio Rank
SMLF Calmar Ratio Rank: 7676
Calmar Ratio Rank
SMLF Martin Ratio Rank: 7272
Martin Ratio Rank
ROSC
ROSC Risk / Return Rank: 7979
Overall Rank
ROSC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROSC Omega Ratio Rank: 7373
Omega Ratio Rank
ROSC Calmar Ratio Rank: 8686
Calmar Ratio Rank
ROSC Martin Ratio Rank: 8080
Martin Ratio Rank
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.

SMLF vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small-Cap Multifactor ETF (SMLF) 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.

SMLFROSCDifference
Sharpe ratioReturn per unit of total volatility
1.83
2.27

-0.44

Sortino ratioReturn per unit of downside risk
2.56
3.30

-0.73

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

3.69

4.52

-0.84

Martin ratioReturn relative to average drawdown

12.66

14.75

-2.10

SMLF vs. ROSC - Sharpe Ratio Comparison

The current SMLF Sharpe Ratio is 1.83, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SMLF 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.

Loading charts...

Drawdowns

SMLF vs. ROSC - Drawdown Comparison

The maximum SMLF drawdown since its inception was -41.89%, roughly equal to the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for SMLF and ROSC.

Loading charts...

Drawdown Indicators

SMLFROSCDifference

Max Drawdown

Largest peak-to-trough decline

-41.89%

-43.13%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-7.75%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-26.28%

-23.74%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.28%

-23.74%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-41.89%

-43.13%

+1.24%

Current Drawdown

Current decline from peak

-0.85%

-0.33%

-0.52%

Average Drawdown

Average peak-to-trough decline

-6.57%

-7.18%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.37%

+0.16%

Volatility

SMLF vs. ROSC - Volatility Comparison

iShares MSCI USA Small-Cap Multifactor ETF (SMLF) has a higher volatility of 5.35% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that SMLF's price experiences larger fluctuations and is considered to be riskier than ROSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SMLFROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

3.54%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

10.40%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

15.53%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.12%

19.29%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

20.24%

+1.57%

SMLF vs. ROSC - Expense Ratio Comparison

SMLF has a 0.30% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

SMLF vs. ROSC - Dividend Comparison

SMLF's dividend yield for the trailing twelve months is around 1.02%, less than ROSC's 1.79% yield.

PositionTTM20252024202320222021202020192018201720162015
ROSC
Hartford Multifactor Small Cap ETF		1.79%2.08%2.00%2.01%1.51%2.13%1.75%3.05%2.86%2.13%2.20%2.48%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF		1.02%1.14%1.33%1.13%1.23%1.07%1.33%1.39%1.17%0.93%0.78%0.79%

Frequently Asked Questions

SMLF and ROSC have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMLF has higher volatility (5.35%) compared to ROSC (3.54%). In terms of maximum drawdown, SMLF dropped -41.89% vs ROSC's -43.13%.

On 10-year performance, SMLF leads with 12.68% vs 11.36% for ROSC. On fees, SMLF is cheaper at 0.30% per year. On volatility, ROSC has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMLF has performed better with a 12.68% return vs 11.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMLF is cheaper with a 0.30% expense ratio, compared with 0.34% for ROSC.

ROSC has the higher dividend yield at 1.79%, compared with 1.02% for SMLF.

SMLF tracks MSCI USA Small Cap Diversified Multi-Factor, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: iShares and Hartford. Their fees differ too: 0.30% for SMLF and 0.34% for ROSC.

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.83), 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.

Portfolio Optimizer

Find the right allocation for SMLF and ROSC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer