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VTWO vs. ROSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTWO vs. ROSC

Last updated Jun 25, 2026

VTWO (Vanguard Russell 2000 ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - VTWO tracks the Russell 2000 Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, VTWO returned 11.78%/yr vs 11.46%/yr for ROSC. Their correlation of 0.83 suggests significant overlap in exposure. VTWO charges 0.06%/yr vs 0.34%/yr for ROSC.

Performance

VTWO vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 ETF (VTWO) 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, VTWO achieves a 21.09% return, which is significantly higher than ROSC's 17.76% return. Both investments have delivered pretty close results over the past 10 years, with VTWO having a 11.78% annualized return and ROSC not far behind at 11.46%.

VTWO

1D
0.46%
1M
4.33%
YTD
21.09%
6M
17.98%
1Y
40.11%
3Y*
19.67%
5Y*
6.54%
10Y*
11.78%

ROSC

1D
0.95%
1M
4.55%
YTD
17.76%
6M
15.56%
1Y
35.08%
3Y*
17.79%
5Y*
9.10%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTWO vs. ROSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTWO
Vanguard Russell 2000 ETF		21.09%12.90%11.55%17.08%-20.49%14.79%20.22%25.81%-11.15%14.69%
ROSC
Hartford Multifactor Small Cap ETF		17.76%10.18%7.28%18.88%-10.58%31.37%5.27%17.09%-12.38%24.49%

Correlation

The correlation between VTWO 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

0.90

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 Mar 24, 2015

0.83

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

VTWO vs. ROSC - Sectors Allocation Comparison

Sectors
VTWO
ROSC

Technology

19.1%
13.0%

Industrials

17.9%
11.0%

Healthcare

16.3%
20.0%

Financial Services

15.5%
18.4%

Consumer Cyclical

7.9%
14.6%

Real Estate

5.9%
5.6%

Energy

5.3%
3.2%

Basic Materials

4.7%
2.6%

Utilities

2.8%
1.9%

Communication Services

2.5%
3.5%

Consumer Defensive

2.2%
6.4%

Technology

VTWO
19.1%
ROSC
13.0%

Industrials

VTWO
17.9%
ROSC
11.0%

Healthcare

VTWO
16.3%
ROSC
20.0%

Financial Services

VTWO
15.5%
ROSC
18.4%

Consumer Cyclical

VTWO
7.9%
ROSC
14.6%

Real Estate

VTWO
5.9%
ROSC
5.6%

Energy

VTWO
5.3%
ROSC
3.2%

Basic Materials

VTWO
4.7%
ROSC
2.6%

Utilities

VTWO
2.8%
ROSC
1.9%

Communication Services

VTWO
2.5%
ROSC
3.5%

Consumer Defensive

VTWO
2.2%
ROSC
6.4%

Compare stocks, funds, or ETFs

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

Vanguard Russell 2000 ETF

Hartford Multifactor Small Cap ETF

Often compared with VTWO:
VTWO vs. IWMVTWO vs. VBVTWO vs. VOOVTWO vs. VTWVVTWO vs. VTWGVTWO vs. FSSNXVTWO vs. VIOO
Often compared with ROSC:
ROSC vs. JEPIROSC vs. SPMOROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. CALFROSC vs. SMLV

Return for Risk

VTWO vs. ROSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTWO
VTWO Risk / Return Rank: 7171
Overall Rank
VTWO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VTWO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VTWO Omega Ratio Rank: 6161
Omega Ratio Rank
VTWO Calmar Ratio Rank: 7878
Calmar Ratio Rank
VTWO Martin Ratio Rank: 7676
Martin Ratio Rank
ROSC
ROSC Risk / Return Rank: 8383
Overall Rank
ROSC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 8585
Sortino Ratio Rank
ROSC Omega Ratio Rank: 7777
Omega Ratio Rank
ROSC Calmar Ratio Rank: 8888
Calmar Ratio Rank
ROSC Martin Ratio Rank: 8383
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.

VTWO vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) 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.

VTWOROSCDifference
Sharpe ratioReturn per unit of total volatility
2.05
2.28

-0.22

Sortino ratioReturn per unit of downside risk
2.83
3.31

-0.48

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

3.67

4.55

-0.88

Martin ratioReturn relative to average drawdown

13.00

14.84

-1.84

VTWO vs. ROSC - Sharpe Ratio Comparison

The current VTWO Sharpe Ratio is 2.05, which is comparable to the ROSC Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of VTWO 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

VTWO vs. ROSC - Drawdown Comparison

The maximum VTWO drawdown since its inception was -41.19%, roughly equal to the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for VTWO and ROSC.

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Drawdown Indicators

VTWOROSCDifference

Max Drawdown

Largest peak-to-trough decline

-41.19%

-43.13%

+1.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-7.75%

-3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

-23.74%

-3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-23.74%

-8.14%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

-43.13%

+1.94%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-8.36%

-7.18%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.37%

+0.73%

Volatility

VTWO vs. ROSC - Volatility Comparison

Vanguard Russell 2000 ETF (VTWO) has a higher volatility of 6.53% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.60%. This indicates that VTWO'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

VTWOROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

3.60%

+2.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

10.43%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.65%

15.49%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.56%

19.29%

+3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.11%

20.24%

+2.87%

VTWO vs. ROSC - Expense Ratio Comparison

VTWO has a 0.06% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

VTWO vs. ROSC - Dividend Comparison

VTWO's dividend yield for the trailing twelve months is around 1.09%, less than ROSC's 1.77% yield.

PositionTTM20252024202320222021202020192018201720162015
ROSC
Hartford Multifactor Small Cap ETF		1.77%2.08%2.00%2.01%1.51%2.13%1.75%3.05%2.86%2.13%2.20%2.48%
VTWO
Vanguard Russell 2000 ETF		1.09%1.25%1.21%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%

Frequently Asked Questions

VTWO 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.

VTWO has higher volatility (6.53%) compared to ROSC (3.60%). In terms of maximum drawdown, VTWO dropped -41.19% vs ROSC's -43.13%.

On 10-year performance, VTWO leads with 11.78% vs 11.46% for ROSC. On fees, VTWO is cheaper at 0.06% per year. On volatility, ROSC has been the lower-risk option at 3.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTWO has performed better with a 11.78% return vs 11.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTWO is cheaper with a 0.06% expense ratio, compared with 0.34% for ROSC.

ROSC has the higher dividend yield at 1.77%, compared with 1.09% for VTWO.

VTWO tracks Russell 2000 Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: Vanguard and Hartford. Their fees differ too: 0.06% for VTWO and 0.34% for ROSC.

ROSC currently has the higher Sharpe Ratio (2.28 vs 2.05), 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 VTWO and ROSC

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