VTWO vs. ROSC

Last updated Aug 4, 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 10.77%/yr vs 11.09%/yr for ROSC. Their correlation of 0.82 means they have usually moved in the same direction. 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.

Returns By Period

The year-to-date returns for both investments are quite close, with VTWO having a 20.92% return and ROSC slightly higher at 21.44%. Both investments have delivered pretty close results over the past 10 years, with VTWO having a 10.77% annualized return and ROSC not far ahead at 11.09%.

VTWO

• 1D: 1.69%
• 1M: -0.42%
• 6M: 13.61%
• YTD: 20.92%
• 1Y: 39.49%
• 3Y*: 16.67%
• 5Y*: 7.83%
• 10Y*: 10.77%
• ALL TIME*: 11.43%

ROSC

• 1D: 1.35%
• 1M: 1.50%
• 6M: 14.44%
• YTD: 21.44%
• 1Y: 40.60%
• 3Y*: 16.07%
• 5Y*: 10.37%
• 10Y*: 11.09%
• ALL TIME*: 9.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ROSC Hartford Multifactor Small Cap ETF	$136.27K	$122.07K	$123.34K
VTWO Vanguard Russell 2000 ETF	$175.64M	$193.82M	$227.97M

VTWO vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTWO Vanguard Russell 2000 ETF	20.92%	12.90%	11.55%	17.08%	-20.49%	14.79%	20.22%	25.81%	-11.15%	14.69%
ROSC Hartford Multifactor Small Cap ETF	21.44%	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 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (3Y) Balances recent behavior with more history.	0.89
Correlation (5Y) Shows whether the relationship held over a longer period.	0.92
Correlation (10Y) Provides a long-term view across more market conditions.	0.88
Correlation (All Time) Calculated using the full available price history since Mar 24, 2015	0.82

The correlation between VTWO and ROSC shifts across timeframes, from 0.80 (1 year) to 0.92 (5 years), reflecting how their relationship changes across market environments.

VTWO vs. ROSC - Sectors Allocation Comparison

Sectors	VTWO	ROSC
Healthcare	20.2%	19.0%
Financial Services	17.6%	19.3%
Technology	14.8%	12.3%
Industrials	14.1%	11.5%
Consumer Cyclical	9.2%	14.8%
Real Estate	6.7%	5.7%
Energy	5.4%	2.3%
Basic Materials	4.4%	2.7%
Utilities	2.7%	1.8%
Consumer Defensive	2.6%	6.3%
Communication Services	2.2%	3.6%

Return for Risk

VTWO vs. ROSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VTWO

VTWO Risk / Return Rank: 85
VTWO Sharpe Ratio Rank: 86
VTWO Sortino Ratio Rank: 85
VTWO Omega Ratio Rank: 80
VTWO Calmar Ratio Rank: 88
VTWO Martin Ratio Rank: 87

ROSC

ROSC Risk / Return Rank: 94
ROSC Sharpe Ratio Rank: 94
ROSC Sortino Ratio Rank: 94
ROSC Omega Ratio Rank: 93
ROSC Calmar Ratio Rank: 95
ROSC Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

	VTWO	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	2.06	2.71	-0.65
Sortino ratio: Return per unit of downside risk	2.87	3.97	-1.10
Omega ratio: Gain probability vs. loss probability	1.34	1.48	-0.14
Calmar ratio: Return relative to maximum drawdown	3.61	5.26	-1.65
Martin ratio: Return relative to average drawdown	12.83	17.73	-4.90

VTWO vs. ROSC - Sharpe Ratio Comparison

The current VTWO Sharpe Ratio is 2.06, which is comparable to the ROSC Sharpe Ratio of 2.71. 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.

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.

Drawdown Indicators

	VTWO	ROSC	Difference
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	-1.40%	-0.42%	-0.98%
Average Drawdown Average peak-to-trough decline	-8.32%	-7.12%	-1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	2.30%	+0.79%

Volatility

VTWO vs. ROSC - Volatility Comparison

Vanguard Russell 2000 ETF (VTWO) has a higher volatility of 4.16% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.55%. 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.

Volatility by Period

	VTWO	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	3.55%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	14.11%	10.12%	+3.99%
Volatility (1Y) Calculated over the trailing 1-year period	19.30%	15.09%	+4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.45%	19.21%	+3.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.07%	20.25%	+2.82%

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.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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

Can I hold both VTWO and ROSC in my portfolio?

VTWO and ROSC have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTWO or ROSC?

VTWO has higher volatility (4.16%) compared to ROSC (3.55%). In terms of maximum drawdown, VTWO dropped -41.19% vs ROSC's -43.13%.

Which ETF is better, VTWO or ROSC?

On 10-year performance, ROSC leads with 11.09% vs 10.77% for VTWO. On fees, VTWO is cheaper at 0.06% per year. On volatility, ROSC has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VTWO or ROSC?

Over the 10-year period, ROSC has performed better with a 11.09% return vs 10.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VTWO or ROSC?

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

Which ETF pays a higher dividend yield, VTWO or ROSC?

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

What is the main difference between VTWO and ROSC?

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.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.71 vs 2.06), 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.