ROSC Performance — Hartford Multifactor Small Cap ETF
Data updated: 2026-10-13
ROSC returned +19.89% year to date and +36.31% over one year to Jul 2026. Annualised returns are +18.45% over 3 years and +10.31% over 5 years. The fund beat its Global Small Value category average: $100 invested three years ago grew to $166, against $157 for the category, and to $136 over one year, against $124. Volatility over the past three years was 17.73% a year. In the 12 months to Jul 2026 the fund took in a net $13.3M, and assets reached $61.48M.
ROSC Growth of $100
What $100 invested in Hartford Multifactor Small Cap ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Small Value category average over the same months.
| Period | ROSC | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $136 | $124 |
| 3 years (Jul 2023 – Jul 2026) | $166 | $157 |
| 5 years (Jul 2021 – Jul 2026) | $163 | $151 |
| Since data start (Jul 2019 – Jul 2026) | $230 | $192 |
ROSC Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +19.89% |
| 1 year | +36.31% |
| 3 years (annualised) | +18.45% |
| 5 years (annualised) | +10.31% |
ROSC Annual Returns
Calendar-year total returns of Hartford Multifactor Small Cap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +19.89% |
| 2025 (Jan–Dec) | +13.80% |
| 2024 | +7.42% |
| 2023 | +18.87% |
| 2022 | −10.66% |
| 2021 | +30.98% |
| 2020 | +5.66% |
| 2019 (Jul–Dec) | +6.68% |
ROSC Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.3% | +2.6% | −3.6% | +8.1% | +0.9% | +6.6% | −0.1% | — | — | — | — | — |
| 2025 | +1.7% | −4.3% | −4.9% | — | +4.7% | +3.0% | +0.3% | +8.4% | +0.8% | −2.4% | +5.0% | +1.6% |
| 2024 | −3.4% | +1.9% | +2.4% | −5.7% | +4.7% | −2.7% | +12.5% | −2.2% | +0.2% | −2.2% | +10.8% | −7.2% |
| 2023 | +8.1% | −0.7% | −5.9% | −3.4% | −0.6% | +8.1% | +4.9% | −2.9% | −3.9% | −3.7% | +7.7% | +11.7% |
| 2022 | −6.8% | +1.2% | +0.4% | −6.5% | +2.6% | −7.5% | +10.0% | −4.6% | −9.0% | +13.0% | +5.1% | −6.3% |
| 2021 | +4.8% | +7.8% | +5.7% | +0.8% | +2.7% | +0.9% | −0.9% | +1.5% | −3.4% | +3.4% | +0.4% | +4.0% |
| 2020 | −5.0% | −10.1% | −21.2% | +14.1% | +5.0% | +2.5% | +2.6% | +4.6% | −3.8% | +0.8% | +14.4% | +7.4% |
| 2019 | — | — | — | — | — | — | +0.5% | −4.5% | +1.8% | +3.5% | +2.5% | +2.8% |
ROSC Risk
Risk measures from monthly returns over Jul 2023 – Jul 2026.
- 3-year volatility (annualised): 17.73%
- 3-year Sharpe ratio: 0.79 (vs 4.5% risk-free rate)
- Best month: +12.48% (Jul 2024)
- Worst month: −7.17% (Dec 2024)
ROSC Fund Flows
Monthly money in and out of Hartford Multifactor Small Cap ETF, from SEC Form N-PORT.
- 12-month net flow: $13.3M
- 12-month gross sales (incl. reinvestments): $29.2M
- Sales ÷ redemptions: 1.84×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $1.3M | $0 | $1.3M |
| May 2026 | $1.3M | $0 | $1.3M |
| Apr 2026 | $1.3M | $0 | $1.3M |
| Mar 2026 | $3.7M | $3.7M | $25K |
| Feb 2026 | $13.8M | $0 | $13.8M |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $2.2M | $0 | $2.2M |
| Sep 2025 | $4.6M | $3.4M | $1.2M |
| Aug 2025 | $1.0M | $8.8M | −$7.8M |
ROSC Assets Under Management
Net assets of Hartford Multifactor Small Cap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $61.48M |
| 2026-04-30 | $54.83M |
| 2026-01-31 | $36.76M |
| 2025-10-31 | $33.29M |
| 2025-07-31 | $35.57M |
| 2025-03-31 | $31.17M |
| 2024-12-31 | $32.73M |
| 2024-09-30 | $31.71M |
| 2024-06-30 | $28.86M |
| 2024-03-31 | $31.22M |
| 2023-12-31 | $38.36M |
| 2023-09-30 | $34.27M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.