Hartford Multifactor Small Cap ETF
$54.55+0.13 (+0.24%)
- 0.34%
- $47M
- +27.9%
- 1.95%
- 0M sh
- $54.26
- low $43.73high $57.52
The ETF.net ROSC Grade
C
Score 49 out of 100
- 65 of 99
Score 49 of 100 falls in the C band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.C46 out of 100Rank 53 of 99Mission
Whether the fund did what it promised, tested against its stated mandate.B62 out of 100Rank 76 of 86Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.C47 out of 100Rank 53 of 97Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.D26 out of 100Rank 88 of 99Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.A76 out of 100Rank 20 of 98Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.D33 out of 100Rank 82 of 99
Our read on ROSC
CSmall caps with the risk dials turned down. ROSC's index leans toward cheaper, more profitable small companies and caps concentration, targeting up to 15% less volatility than the cap-weighted small-cap universe over a full market cycle.
The Fund seeks U.S. small-cap core equity exposure through a rules-based index whose constituents are selected and weighted using a multifactor methodology. The index targets up to a 15% reduction in volatility over a complete market cycle.
Why people hold it
- The volatility target is written into the index: up to 15% less than the cap-weighted small-cap universe over a full market cycle, set by rules rather than manager calls.sec.gov
- A cheap-and-profitable tilt: the index screens for lower valuations than the Russell 2000 alongside quality and momentum, spread across roughly 300 names.hartfordfunds.com
- Hartford's own Lattice unit builds the index and publishes the full methodology, so the rules behind the portfolio are public reading.hartfordfunds.com
Worth knowing
- It trades lightly, so spreads can run wider than on the giant small-cap index funds and order type matters more.
- The 0.34% fee sits a shade above its multifactor peer group's median and well above vanilla factor funds like VONV (0.06%) and IUSG (0.04%).
- The history predates the strategy: launched in 2015 as a global small-cap fund (then ROGS), it became a US-only multifactor fund in November 2019.sec.govsec.gov
ROSC Holdings
- Stocks
- 318
- 10%
- HAE
Sectors
- Financials20.9%
- Health Care18.9%
- Technology12.6%
- Consumer Discretionary12.2%
- Industrials10.8%
- Consumer Staples6.3%
- Real Estate6.2%
- Materials4.1%
- Communication4.0%
- Energy2.5%
- Utilities1.5%
Geography
- United States95.51%
- Bermuda1.46%
- Puerto Rico0.95%
- France0.69%
- United Kingdom0.60%
- Canada0.47%
- Cayman Islands0.31%
ROSC Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
ROSC$12,785
Returns run to the Oct 12, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | ROSC |
|---|---|
| Year to date | +17.3% |
| 1 month | −0.3% |
| 3 months | −1.9% |
| 1 year | +27.9% |
| 3 years | +17.6% |
| 5 years | +9.2% |
| 10 years | +10.5% |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | ROSC |
|---|---|---|
| 2026 YTD | +17.3% | |
| 2025 | +10.2% | |
| 2024 | +7.3% | |
| 2023 | +18.9% | |
| 2022 | −10.6% | |
| 2021 | +31.3% | |
| 2020 | +5.3% |
ROSC in the news
ROSC Dividends
- 1.95%
- $1.06
- $0.28 per share
- Quarterly
Distribution history
ROSC Risk
- 17.6%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 0.70
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −23.7%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.91
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
ROSC Cost
0.34%
ROSC0.34%
- The middle half of US Multifactor funds
- Median 0.30%
52 of the 99 US Multifactor funds charge less.
Other funds in US Multifactor
- CJHSCJohn Hancock Investments - Multifactor Small Cap ETFExpense ratio 0.42%1 year return +15.0%
- COMFSInvesco Russell 2000 Dynamic Multifactor ETFExpense ratio 0.39%1 year return +17.7%
- CSPVMInvesco S&P 500 Value with Momentum ETFExpense ratio 0.44%1 year return +20.3%
- CSRHQSRH U.S. Quality GARP ETFExpense ratio 0.35%1 year return +28.5%
- CQSMLWisdomTree U.S. SmallCap Quality Growth FundExpense ratio 0.38%1 year return +23.3%