ROSC vs JMM

Comparison between HARTFORD MULTIFACTOR SMALL CAP ETF (ROSC, ETF) and Nuveen Multi-Market Income Fund (JMM, ETF).

5-Year PerformanceROSC has outperformed JMM, delivering a return of +9.8% compared to +0.3%

ROSC vs JMM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ROSC(ETF)	JMM(ETF)
Net Assets	$62M	$62M
Expense Ratio	0.34%	N/A
Max Drawdown	46.32%	49.78%
Sharpe Ratio	1.81	-0.58
5Y Beta	0.83	0.14
P/E Ratio	18.90	N/A
Forward P/E	13.39	N/A
5Y Dividends CAGR	11.47%	2.92%
5Y EPS CAGR	5.99%	N/A
Debt to Equity	51.80%	N/A
P/S Ratio	1.10	N/A
P/B Ratio	1.88	N/A

Net Assets

ROSC

$62M

JMM

$62M

Expense Ratio

ROSC

0.34%

JMM

N/A

Max Drawdown

Winner

ROSC

46.32%

JMM

49.78%

Sharpe Ratio

Winner

ROSC

1.81

JMM

-0.58

5Y Beta

ROSC

0.83

Winner

JMM

0.14

P/E Ratio

ROSC

18.90

JMM

N/A

Forward P/E

ROSC

13.39

JMM

N/A

5Y Dividends CAGR

Winner

ROSC

11.47%

JMM

2.92%

5Y EPS CAGR

ROSC

5.99%

JMM

N/A

Debt to Equity

ROSC

51.80%

JMM

N/A

P/S Ratio

ROSC

1.10

JMM

N/A

P/B Ratio

ROSC

1.88

JMM

N/A

ROSC vs JMM - Historical Returns

Returns include dividend reinvestment.

Period	ROSC	JMM
1 month	+1.82%	-0.71%
3 months	+7.72%	-1.07%
6 months	+13.71%	-4.65%
1 year	+31.06%	-3.75%
5 years(CAGR)	+9.84%	+0.25%
10 years(CAGR)	+10.90%	+2.85%
Max(CAGR)	+9.65%	+5.62%

Winner

ROSC

+1.82%

JMM

-0.71%

Winner

ROSC

+7.72%

JMM

-1.07%

Winner

ROSC

+13.71%

JMM

-4.65%

Winner

ROSC

+31.06%

JMM

-3.75%

5Y(CAGR)

Winner

ROSC

+9.84%

JMM

+0.25%

10Y(CAGR)

Winner

ROSC

+10.90%

JMM

+2.85%

Max(CAGR)

Winner

ROSC

+9.65%

JMM

+5.62%

ROSC vs JMM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	ROSC	JMM
2026	+18.84%	-1.57%
2025	+10.67%	+4.90%
2024	+7.66%	+8.06%
2023	+18.98%	+6.54%
2022	-11.36%	-16.62%
2021	+31.47%	+10.98%
2020	+5.63%	+1.98%
2019	+16.84%	+13.39%
2018	-13.11%	-5.12%
2017	+23.93%	+10.38%
2016	+17.91%	+10.05%
2015	-6.23%	-3.73%
2014	N/A	+11.14%
2013	N/A	-7.11%
2012	N/A	+16.97%
2011	N/A	-0.76%
2010	N/A	+22.86%
2009	N/A	+41.47%
2008	N/A	-18.30%
2007	N/A	+4.19%
2006	N/A	+14.18%
2005	N/A	-1.18%
2004	N/A	+3.56%
2003	N/A	+8.27%
2002	N/A	+10.28%
2001	N/A	+10.71%
2000	N/A	+20.84%
1999	N/A	-5.79%

ROSC vs JMM Drawdown Comparison

The maximum drawdown for ROSC was -43.12%, occurring on Mar 18, 2020. Recovery took 727 trading sessions.

The maximum drawdown for JMM was -40.49%, occurring on Oct 10, 2008. Recovery took 376 trading sessions.

The current ROSC drawdown is -1.64%. The current JMM drawdown is -6.60%.

Rank	ROSC	JMM
#1	-43.12% Jan 26, 2018 - Dec 15, 2020	-40.49% Jan 31, 2008 - Jul 29, 2009
#2	-23.74% Nov 25, 2024 - Dec 3, 2025	-26.45% Feb 21, 2020 - Nov 19, 2020
#3	-22.92% Nov 16, 2021 - Dec 19, 2023	-24.18% Dec 31, 2021 - Mar 3, 2025
#4	-19.97% Apr 27, 2015 - Aug 9, 2016	-17.65% Oct 13, 2010 - Jul 25, 2012
#5	-9.37% Jul 31, 2024 - Nov 6, 2024	-16.18% May 9, 2013 - Feb 6, 2015
#6	-7.75% Feb 6, 2026 - Apr 17, 2026	-13.65% May 7, 2007 - Jan 31, 2008
#7	-7.59% Dec 27, 2023 - Jul 15, 2024	-10.41% Nov 5, 1999 - Jul 6, 2000
#8	-7.20% Jun 8, 2021 - Nov 1, 2021	-10.02% Jan 26, 2018 - May 21, 2019
#9	-6.34% Mar 15, 2021 - May 27, 2021	-9.92% Mar 27, 2025 - Jul 11, 2025
#10	-4.77% Sep 22, 2016 - Dec 6, 2016	-9.88% Sep 9, 2005 - Jul 27, 2006
#11	-4.47% Nov 11, 2024 - Nov 25, 2024	-9.81% Feb 27, 2004 - Oct 7, 2004
#12	-3.98% Jan 25, 2021 - Feb 4, 2021	-9.39% Feb 6, 2015 - Apr 4, 2016
#13	-3.50% Feb 12, 2021 - Mar 8, 2021	-8.67% Mar 2, 2005 - Jun 23, 2005
#14	-3.26% Sep 6, 2016 - Sep 22, 2016	-8.27% Feb 27, 2026 - Mar 27, 2026
#15	-3.16% May 8, 2026 - May 26, 2026	-7.77% Oct 28, 2009 - Dec 24, 2009

Correlation

Correlation between ROSC and JMM is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2000 - 2026)

ROSC vs JMM dividend yield comparison.

Year	ROSC	JMM
2026	0.74%	3.54%
2025	2.08%	5.76%
2024	2.00%	5.48%
2023	2.01%	5.58%
2022	1.51%	6.13%
2021	2.13%	4.60%
2020	1.75%	4.49%
2019	3.05%	4.86%
2018	2.86%	5.34%
2017	2.13%	5.63%
2016	2.20%	6.19%
2015	2.48%	6.76%
2014	0.00%	5.74%
2013	0.00%	7.23%
2012	0.00%	7.11%
2011	0.00%	8.19%
2010	0.00%	8.77%
2009	0.00%	9.31%
2008	0.00%	9.42%
2007	0.00%	6.46%
2006	0.00%	6.36%
2005	0.00%	6.97%
2004	0.00%	7.75%
2003	0.00%	7.79%
2002	0.00%	7.98%
2001	0.00%	7.81%
2000	0.00%	3.56%