Hartford Multifactor Small Cap ETF (ROSC) Performance
ROSC total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +19.5% since Dec 31, 2025
- 1 year
- +24.9% total return
- 5 years
- +9.3% a year
- 10 years
- +10.7% a year
- Since first price
- +9.5% a year since 2015
ROSC trailing returns vs SPY, QQQ, AGG
| Period | ROSC total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.1% | +2.6% | −1.0% | −5.0% | +0.9% |
| 3 months | +0.6% | +0.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.4% | +7.4% | +7.8% | +8.4% | −1.5% |
| YTD | +19.5% | +18.0% | +12.3% | +15.1% | −1.0% |
| 1 year | +24.9% | +22.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +71.7%+19.7%/yr | +61.2% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +56.0%+9.3%/yr | +40.1% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +177.1%+10.7%/yr | +120.4% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionMar 24, 2015 | +186.2%+9.5%/yr | +120.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: ROSC vs SPY
From Mar 24, 2015: ROSC grew to $28,618, SPY to $43,973.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
ROSC returns by calendar year
8 of 10 full years positive. Best 2021 (+31.4%), worst 2018 (−12.4%). 2026 is year to date.
ROSC annual returns table
| Year | ROSC | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +19.5% | −7.8% | +12.3% | +15.1% | −1.0% |
| 2025 | +10.2% | −19.6% | +17.7% | +20.8% | +7.2% |
| 2024 | +7.3% | −9.4% | +24.9% | +25.6% | +1.3% |
| 2023 | +18.9% | −15.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −10.6% | −21.1% | −18.2% | −32.6% | −13.0% |
| 2021 | +31.4% | −8.7% | +28.7% | +27.4% | −1.8% |
| 2020 | +5.3% | −42.0% | +18.3% | +48.6% | +7.5% |
| 2019 | +17.1% | −8.4% | +31.2% | +39.0% | +8.5% |
| 2018 | −12.4% | −20.6% | −4.6% | −0.1% | +0.1% |
| 2017 | +24.5% | −2.5% | +21.7% | +32.7% | +3.6% |
| 2016 | +15.0% | −10.4% | +12.0% | +7.1% | +2.4% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
ROSC largest drawdowns
Now 2.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 26, 2018 | −43.1% | Mar 18, 2020 | Dec 15, 2020 | 2.1 years | 2.9 years |
| Nov 25, 2024 | −23.7% | Apr 8, 2025 | Dec 3, 2025 | 4 months | 1.0 years |
| Nov 16, 2021 | −22.9% | Sep 26, 2022 | Dec 19, 2023 | 10 months | 2.1 years |
| May 1, 2015 | −20.0% | Jan 20, 2016 | Aug 9, 2016 | 9 months | 1.3 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
ROSC risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +16.5% | +9.4% | +10.1% | +9.3% |
| Volatility (annualized) | 17.6% | 19.0% | 18.6% | 18.0% |
| Sharpe ratio | 0.71 | 0.38 | 0.49 | 0.48 |
| Sortino ratio | 1.39 | 0.64 | 0.75 | 0.73 |
| Best month | +12.7% | +13.0% | +14.7% | +14.7% |
| Worst month | −7.3% | −8.9% | −21.0% | −21.0% |
| Best 12 months | +36.9% | +36.9% | +88.2% | +88.2% |
| Worst 12 months | −4.8% | −13.2% | −28.3% | −28.3% |
| Positive months | 58% | 55% | 63% | 62% |
| Beta vs S&P 500 | 0.85 | 0.90 | 0.99 | — |
| Correlation with S&P 500 | 0.60 | 0.74 | 0.81 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
ROSC rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 128 | −28.3% | +8.5% | +88.2% | 68% |
| 3-year (a year) | 104 | −7.1% | +9.5% | +23.0% | 92% |
| 5-year (a year) | 80 | −1.4% | +9.4% | +16.9% | 99% |
| 10-year (a year) | 20 | +6.6% | +9.9% | +11.5% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
ROSC performance overview
Hartford Multifactor Small Cap ETF (ROSC) returned +24.9% over the past year and +10.7% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +9.5% a year, turning $10,000 into about $28,618. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −43.1%, from Jan 26, 2018 to Mar 18, 2020, and it took 9 months to get back to the old high. ROSC finished 8 of its 10 full calendar years with a gain; the best year was 2021 (+31.4%) and the worst 2018 (−12.4%). Volatility has been 18.0% a year.
Related: ROSC chart, ROSC holdings, ROSC dividends, ROSC valuation. See the ROSC overview for the latest quote and fund facts.
ROSC performance FAQ
What is the ROSC return over the past year?
ROSC returned +24.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 22.3%.
What is the average annual return of ROSC?
ROSC has returned +9.3% a year over 5 years, +10.7% a year over 10 years, +9.5% a year since March 24, 2015 (total return, distributions reinvested).
How much would $10,000 invested in ROSC be worth?
$10,000 invested in ROSC at its first recorded close on March 24, 2015 would be worth about $28,618 on October 23, 2026 with distributions reinvested.
What was the worst year for ROSC?
The worst calendar year was 2018, with a total return of −12.4%. The best was 2021 at +31.4%.
What is the biggest drawdown of ROSC?
The largest peak-to-trough decline was −43.1% between January 26, 2018 and March 18, 2020. It recovered to the old high on December 15, 2020, 9 months after the bottom.
How volatile is ROSC?
Over the past 3 years ROSC had an annualized volatility of 17.6% and a Sharpe ratio of 0.71 (excess return over 1–3 month T-bills per unit of risk).