Hartford Multifactor Small Cap ETF
$54.31−0.38 (−0.69%)
- Expense ratio
- 0.34%
- Fund size
- $50M
- 1Y return
- +20.9%
- Yield · Last 12 months
- 1.84%
- Holdings
- 317
- Volume · 30D
- 0M sh
- NAV per share
- $54.42
- 52W range
The ETF.net ROSC Grade
Score 51 of 100 sits in the C band. Bands: A ≥ 70, B ≥ 55, C ≥ 40, D ≥ 25, F < 25; the scale skips E.
Cost
What you pay to own it — the expense ratio plus trading frictions, ranked within its category.CScore 46Category rankMission
How faithfully it does the job it claims — tracking its mandate or index with minimal slippage.BScore 63Category rankRisk
How violently it can move — volatility, drawdown depth, and downside capture versus its category.CScore 47Category rankTradability
How cheaply and easily you can get in and out — liquidity, spread, and premium/discount stability.DScore 38Category rankHoldings
What it actually owns — the quality, breadth, and concentration of the underlying portfolio.AScore 76Category rankDurability
Whether it will still be here — the fund’s assets, age, flows, and issuer staying power.DScore 33Category rank
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
- 317
- 10%
- HRMY
Sectors
- Financials19.8%
- Health Care19.6%
- Consumer Discr.14.9%
- Technology12.1%
- Industrials11.6%
- Cons. Staples6.1%
- Real Estate5.5%
- Communication3.2%
- Energy3.1%
- Materials2.4%
- Utilities1.7%
Geography
- United States95.48%
- Bermuda1.44%
- Puerto Rico0.98%
- France0.70%
- United Kingdom0.60%
- Canada0.48%
- 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.
Returns run to the Sep 22, 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 | +17.2% |
| 1 month | −2.1% |
| 3 months | +1.0% |
| 1 year | +20.9% |
| 3 years | +17.5% |
| 5 years | +9.8% |
| 10 years | +10.2% |
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 | +17.2% | |
| 2025 | +10.2% | |
| 2024 | +7.3% | |
| 2023 | +18.9% | |
| 2022 | −10.6% | |
| 2021 | +31.3% | |
| 2020 | +5.3% |
ROSC in the news
ETF.net Research hasn’t filed on ROSC yet — coverage lands here as it’s written.
ROSC Dividends
- 1.84%
- $1.00
- $0.23 per share
- Quarterly
Distribution history
| Ex-date | Pay date | Amount per share |
|---|---|---|
| Jun 25, 2026 | Jun 29, 2026 | $0.23 |
| Mar 25, 2026 | Mar 27, 2026 | $0.18 |
| Dec 23, 2025 | Dec 26, 2025 | $0.38 |
| Sep 25, 2025 | Sep 29, 2025 | $0.22 |
| Jun 25, 2025 | Jun 27, 2025 | $0.20 |
| Mar 25, 2025 | Mar 27, 2025 | $0.17 |
| Dec 23, 2024 | Dec 26, 2024 | $0.36 |
| Sep 26, 2024 | Sep 30, 2024 | $0.16 |
| Jun 27, 2024 | Jul 1, 2024 | $0.18 |
| Mar 25, 2024 | Mar 28, 2024 | $0.17 |
| Dec 22, 2023 | Dec 28, 2023 | $0.32 |
| Sep 26, 2023 | Sep 29, 2023 | $0.16 |
ROSC Risk
- 17.7%
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.
- 0.66
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.
- 0.90
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
- The middle half of US Multifactor funds
- Median 0.30%
51 of the 98 US Multifactor funds charge less.