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VB vs. ROSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VB vs. ROSC

Last updated Jun 24, 2026

VB (Vanguard Small-Cap ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - VB tracks the CRSP US Small Cap Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, VB returned 11.70%/yr vs 11.36%/yr for ROSC. Their correlation of 0.82 suggests significant overlap in exposure. VB charges 0.05%/yr vs 0.34%/yr for ROSC.

Performance

VB vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap ETF (VB) 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, VB achieves a 14.80% return, which is significantly lower than ROSC's 16.64% return. Both investments have delivered pretty close results over the past 10 years, with VB having a 11.70% annualized return and ROSC not far behind at 11.36%.

VB

1D
-0.76%
1M
2.05%
YTD
14.80%
6M
12.69%
1Y
28.03%
3Y*
17.24%
5Y*
6.99%
10Y*
11.70%

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)

VB vs. ROSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VB
Vanguard Small-Cap ETF		14.80%8.87%14.17%18.22%-17.51%17.57%19.19%27.34%-9.34%16.26%
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 VB 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

0.87

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

0.82

The correlation between VB and ROSC has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.

VB vs. ROSC - Sectors Allocation Comparison

Sectors
VB
ROSC

Industrials

20.6%
11.0%

Technology

19.4%
13.0%

Financial Services

12.3%
18.4%

Healthcare

11.3%
20.0%

Consumer Cyclical

10.9%
14.6%

Real Estate

7.5%
5.6%

Basic Materials

4.7%
2.6%

Energy

4.2%
3.2%

Consumer Defensive

3.1%
6.4%

Utilities

3.1%
1.9%

Communication Services

3.0%
3.5%

Industrials

VB
20.6%
ROSC
11.0%

Technology

VB
19.4%
ROSC
13.0%

Financial Services

VB
12.3%
ROSC
18.4%

Healthcare

VB
11.3%
ROSC
20.0%

Consumer Cyclical

VB
10.9%
ROSC
14.6%

Real Estate

VB
7.5%
ROSC
5.6%

Basic Materials

VB
4.7%
ROSC
2.6%

Energy

VB
4.2%
ROSC
3.2%

Consumer Defensive

VB
3.1%
ROSC
6.4%

Utilities

VB
3.1%
ROSC
1.9%

Communication Services

VB
3.0%
ROSC
3.5%

Compare stocks, funds, or ETFs

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

Vanguard Small-Cap ETF

Hartford Multifactor Small Cap ETF

Often compared with VB:
VB vs. VBRVB vs. IJRVB vs. VOOVB vs. VBKVB vs. SCHAVB vs. VTWOVB vs. FSSNX
Often compared with ROSC:
ROSC vs. JEPIROSC vs. SPMOROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. CALFROSC vs. SMLV

Return for Risk

VB vs. ROSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VB
VB Risk / Return Rank: 5656
Overall Rank
VB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5151
Sortino Ratio Rank
VB Omega Ratio Rank: 4747
Omega Ratio Rank
VB Calmar Ratio Rank: 6565
Calmar Ratio Rank
VB Martin Ratio Rank: 6565
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.

VB vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) 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.

VBROSCDifference
Sharpe ratioReturn per unit of total volatility
1.69
2.27

-0.57

Sortino ratioReturn per unit of downside risk
2.43
3.30

-0.87

Omega ratioGain probability vs. loss probability

1.29

1.40

-0.11

Calmar ratioReturn relative to maximum drawdown

3.14

4.52

-1.39

Martin ratioReturn relative to average drawdown

11.50

14.75

-3.25

VB vs. ROSC - Sharpe Ratio Comparison

The current VB Sharpe Ratio is 1.69, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of VB 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

VB vs. ROSC - Drawdown Comparison

The maximum VB drawdown since its inception was -59.56%, which is greater than ROSC's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for VB and ROSC.

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Drawdown Indicators

VBROSCDifference

Max Drawdown

Largest peak-to-trough decline

-59.56%

-43.13%

-16.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-7.75%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-25.36%

-23.74%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-28.15%

-23.74%

-4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-42.05%

-43.13%

+1.08%

Current Drawdown

Current decline from peak

-1.15%

-0.33%

-0.82%

Average Drawdown

Average peak-to-trough decline

-8.42%

-7.18%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.37%

+0.07%

Volatility

VB vs. ROSC - Volatility Comparison

Vanguard Small-Cap ETF (VB) has a higher volatility of 4.99% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that VB'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.

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Volatility by Period

VBROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

3.54%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

10.40%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

15.53%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

19.29%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

20.24%

+1.18%

VB vs. ROSC - Expense Ratio Comparison

VB has a 0.05% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

VB vs. ROSC - Dividend Comparison

VB's dividend yield for the trailing twelve months is around 1.19%, 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%
VB
Vanguard Small-Cap ETF		1.19%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%

Frequently Asked Questions

VB 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.

VB has higher volatility (4.99%) compared to ROSC (3.54%). In terms of maximum drawdown, VB dropped -59.56% vs ROSC's -43.13%.

On 10-year performance, VB leads with 11.70% vs 11.36% for ROSC. On fees, VB is cheaper at 0.05% 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, VB has performed better with a 11.70% return vs 11.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

ROSC has the higher dividend yield at 1.79%, compared with 1.19% for VB.

VB tracks CRSP US Small Cap Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: Vanguard and Hartford. Their fees differ too: 0.05% for VB and 0.34% for ROSC.

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.69), 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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