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VMAX vs. ROSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMAX vs. ROSC - Performance Comparison

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

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VMAX vs. ROSC - Yearly Performance Comparison


2026 (YTD)202520242023
VMAX
Hartford US Value ETF
3.79%15.65%15.89%6.98%
ROSC
Hartford Multifactor Small Cap ETF
3.15%10.18%7.28%8.91%

Returns By Period

In the year-to-date period, VMAX achieves a 3.79% return, which is significantly higher than ROSC's 3.15% return.


VMAX

1D
1.83%
1M
-1.87%
YTD
3.79%
6M
7.09%
1Y
19.55%
3Y*
5Y*
10Y*

ROSC

1D
1.33%
1M
-3.65%
YTD
3.15%
6M
7.48%
1Y
22.55%
3Y*
12.82%
5Y*
6.99%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMAX vs. ROSC - Expense Ratio Comparison

VMAX has a 0.29% expense ratio, which is lower than ROSC's 0.34% expense ratio.


Return for Risk

VMAX vs. ROSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VMAX
VMAX Risk / Return Rank: 6464
Overall Rank
VMAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VMAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VMAX Omega Ratio Rank: 6464
Omega Ratio Rank
VMAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VMAX Martin Ratio Rank: 7373
Martin Ratio Rank

ROSC
ROSC Risk / Return Rank: 6969
Overall Rank
ROSC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 7070
Sortino Ratio Rank
ROSC Omega Ratio Rank: 6262
Omega Ratio Rank
ROSC Calmar Ratio Rank: 7474
Calmar Ratio Rank
ROSC Martin Ratio Rank: 7171
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.

VMAX vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford US Value ETF (VMAX) 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.


VMAXROSCDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.17

-0.11

Sortino ratio

Return per unit of downside risk

1.53

1.77

-0.23

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.55

1.91

-0.36

Martin ratio

Return relative to average drawdown

7.49

7.26

+0.23

VMAX vs. ROSC - Sharpe Ratio Comparison

The current VMAX Sharpe Ratio is 1.07, which is comparable to the ROSC Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VMAX and ROSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VMAXROSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.17

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.43

+0.77

Correlation

The correlation between VMAX and ROSC is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VMAX vs. ROSC - Dividend Comparison

VMAX's dividend yield for the trailing twelve months is around 2.06%, more than ROSC's 2.03% yield.


TTM20252024202320222021202020192018201720162015
VMAX
Hartford US Value ETF
2.06%2.14%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROSC
Hartford Multifactor Small Cap ETF
2.03%2.08%2.00%2.01%1.51%2.13%1.75%3.05%2.86%2.13%2.20%2.48%

Drawdowns

VMAX vs. ROSC - Drawdown Comparison

The maximum VMAX drawdown since its inception was -19.05%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for VMAX and ROSC.


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Drawdown Indicators


VMAXROSCDifference

Max Drawdown

Largest peak-to-trough decline

-19.05%

-43.13%

+24.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-11.91%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.74%

Max Drawdown (10Y)

Largest decline over 10 years

-43.13%

Current Drawdown

Current decline from peak

-2.36%

-5.31%

+2.95%

Average Drawdown

Average peak-to-trough decline

-2.72%

-7.31%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.13%

-0.37%

Volatility

VMAX vs. ROSC - Volatility Comparison

The current volatility for Hartford US Value ETF (VMAX) is 4.21%, while Hartford Multifactor Small Cap ETF (ROSC) has a volatility of 5.24%. This indicates that VMAX 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


VMAXROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

5.24%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

11.14%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

19.29%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

19.41%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

20.26%

-4.45%