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VIOO vs. ROSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIOO vs. ROSC

Last updated Jun 24, 2026

VIOO (Vanguard S&P Small-Cap 600 ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - VIOO tracks the S&P SmallCap 600 Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, VIOO returned 11.31%/yr vs 11.36%/yr for ROSC. Their correlation of 0.85 suggests significant overlap in exposure. VIOO charges 0.07%/yr vs 0.34%/yr for ROSC.

Performance

VIOO vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 ETF (VIOO) 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, VIOO achieves a 19.31% return, which is significantly higher than ROSC's 16.64% return. Both investments have delivered pretty close results over the past 10 years, with VIOO having a 11.31% annualized return and ROSC not far ahead at 11.36%.

VIOO

1D
-0.35%
1M
4.23%
YTD
19.31%
6M
16.84%
1Y
34.71%
3Y*
16.19%
5Y*
6.28%
10Y*
11.31%

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)

VIOO vs. ROSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VIOO
Vanguard S&P Small-Cap 600 ETF		19.31%6.04%8.48%16.16%-16.26%26.79%11.47%22.68%-8.65%13.16%
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 VIOO and ROSC is 0.93, 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

0.93

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

0.95

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

0.96

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

0.90

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

0.85

The correlation between VIOO and ROSC shifts across timeframes, from 0.85 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

VIOO vs. ROSC - Sectors Allocation Comparison

Sectors
VIOO
ROSC

Financial Services

16.9%
18.4%

Industrials

15.5%
11.0%

Technology

15.5%
13.0%

Consumer Cyclical

13.4%
14.6%

Healthcare

11.0%
20.0%

Real Estate

7.7%
5.6%

Energy

5.9%
3.2%

Basic Materials

5.1%
2.6%

Communication Services

3.6%
3.5%

Consumer Defensive

3.5%
6.4%

Utilities

2.0%
1.9%

Financial Services

VIOO
16.9%
ROSC
18.4%

Industrials

VIOO
15.5%
ROSC
11.0%

Technology

VIOO
15.5%
ROSC
13.0%

Consumer Cyclical

VIOO
13.4%
ROSC
14.6%

Healthcare

VIOO
11.0%
ROSC
20.0%

Real Estate

VIOO
7.7%
ROSC
5.6%

Energy

VIOO
5.9%
ROSC
3.2%

Basic Materials

VIOO
5.1%
ROSC
2.6%

Communication Services

VIOO
3.6%
ROSC
3.5%

Consumer Defensive

VIOO
3.5%
ROSC
6.4%

Utilities

VIOO
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.

Vanguard S&P Small-Cap 600 ETF

Hartford Multifactor Small Cap ETF

Often compared with VIOO:
VIOO vs. VBVIOO vs. IJRVIOO vs. VOVIOO vs. AVUVVIOO vs. VIOVVIOO vs. VTWOVIOO vs. VIOG
Often compared with ROSC:
ROSC vs. JEPIROSC vs. SPMOROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. CALFROSC vs. SMLV

Return for Risk

VIOO vs. ROSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VIOO
VIOO Risk / Return Rank: 6767
Overall Rank
VIOO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VIOO Sortino Ratio Rank: 6464
Sortino Ratio Rank
VIOO Omega Ratio Rank: 5757
Omega Ratio Rank
VIOO Calmar Ratio Rank: 7979
Calmar Ratio Rank
VIOO Martin Ratio Rank: 7474
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.

VIOO vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 ETF (VIOO) 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.

VIOOROSCDifference
Sharpe ratioReturn per unit of total volatility
1.97
2.27

-0.30

Sortino ratioReturn per unit of downside risk
2.85
3.30

-0.45

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

3.98

4.52

-0.55

Martin ratioReturn relative to average drawdown

13.43

14.75

-1.33

VIOO vs. ROSC - Sharpe Ratio Comparison

The current VIOO Sharpe Ratio is 1.97, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of VIOO 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

VIOO vs. ROSC - Drawdown Comparison

The maximum VIOO drawdown since its inception was -44.15%, roughly equal to the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for VIOO and ROSC.

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Drawdown Indicators

VIOOROSCDifference

Max Drawdown

Largest peak-to-trough decline

-44.15%

-43.13%

-1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-7.75%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-27.93%

-23.74%

-4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-23.74%

-4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

-43.13%

-1.02%

Current Drawdown

Current decline from peak

-0.47%

-0.33%

-0.14%

Average Drawdown

Average peak-to-trough decline

-7.31%

-7.18%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.37%

+0.22%

Volatility

VIOO vs. ROSC - Volatility Comparison

Vanguard S&P Small-Cap 600 ETF (VIOO) has a higher volatility of 4.97% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that VIOO'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

VIOOROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

3.54%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

10.40%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

15.53%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

19.29%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.98%

20.24%

+2.74%

VIOO vs. ROSC - Expense Ratio Comparison

VIOO has a 0.07% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

VIOO vs. ROSC - Dividend Comparison

VIOO's dividend yield for the trailing twelve months is around 1.14%, 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%
VIOO
Vanguard S&P Small-Cap 600 ETF		1.14%1.36%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%1.06%1.26%

Frequently Asked Questions

With a correlation of 0.93, VIOO and ROSC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VIOO has higher volatility (4.97%) compared to ROSC (3.54%). In terms of maximum drawdown, VIOO dropped -44.15% vs ROSC's -43.13%.

On 10-year performance, ROSC leads with 11.36% vs 11.31% for VIOO. On fees, VIOO is cheaper at 0.07% 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, ROSC has performed better with a 11.36% return vs 11.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIOO is cheaper with a 0.07% expense ratio, compared with 0.34% for ROSC.

ROSC has the higher dividend yield at 1.79%, compared with 1.14% for VIOO.

VIOO tracks S&P SmallCap 600 Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: Vanguard and Hartford. Their fees differ too: 0.07% for VIOO and 0.34% for ROSC.

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.97), 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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