SYZ vs. ROSC
SYZ (Lazard US Systematic Small Cap Equity ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds. SYZ is actively managed, while ROSC is passively managed. Their correlation of 0.88 suggests significant overlap in exposure. SYZ charges 0.60%/yr vs 0.34%/yr for ROSC.
Performance
SYZ vs. ROSC - Performance Comparison
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Returns By Period
In the year-to-date period, SYZ achieves a 19.52% return, which is significantly higher than ROSC's 16.64% return.
SYZ
- 1D
- -0.80%
- 1M
- 3.17%
- YTD
- 19.52%
- 6M
- 17.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
SYZ vs. ROSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SYZ Lazard US Systematic Small Cap Equity ETF | 19.52% | 0.54% |
ROSC Hartford Multifactor Small Cap ETF | 16.64% | 4.16% |
Correlation
The correlation between SYZ and ROSC is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 15, 2025 | 0.88 |
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Return for Risk
SYZ vs. ROSC — Risk / Return Rank
SYZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ROSC
SYZ vs. ROSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Systematic Small Cap Equity ETF (SYZ) 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.
| SYZ | ROSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.52 | — |
| Martin ratioReturn relative to average drawdown | — | 14.75 | — |
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Drawdowns
SYZ vs. ROSC - Drawdown Comparison
The maximum SYZ drawdown since its inception was -8.00%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for SYZ and ROSC.
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Drawdown Indicators
| SYZ | ROSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.00% | -43.13% | +35.13% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.75% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.13% | — |
Current DrawdownCurrent decline from peak | -0.80% | -0.33% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -7.18% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.37% | — |
Volatility
SYZ vs. ROSC - Volatility Comparison
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Volatility by Period
| SYZ | ROSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.54% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.40% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 15.53% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 19.29% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 20.24% | -3.35% |
SYZ vs. ROSC - Expense Ratio Comparison
SYZ has a 0.60% expense ratio, which is higher than ROSC's 0.34% expense ratio.
Dividends
SYZ vs. ROSC - Dividend Comparison
SYZ's dividend yield for the trailing twelve months is around 0.24%, less than ROSC's 1.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SYZ Lazard US Systematic Small Cap Equity ETF | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SYZ and ROSC have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ROSC is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ROSC is cheaper with a 0.34% expense ratio, compared with 0.60% for SYZ.
ROSC has the higher dividend yield at 1.79%, compared with 0.24% for SYZ.
They also come from different issuers: Lazard and Hartford. Their fees differ too: 0.60% for SYZ and 0.34% for ROSC.
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