I have used just about every mulch available for my rosebushes and for me here in Northern Colorado, I like gravel mulch. Not the lava rock stuff but 3/4 gravel that is either the regular light gray and off white mix or one called Colorado Rose Stone gravel. I also like the shredded mulches you can by in the bag at Home Depot or Lowes. The brown color is what I like but there is a regular color that is goldish and then the redish kind too. Here is a link to an article on this subject for you too: https://www.gardeningknowhow.com/ornamental/flowers/roses/best-mulch-roses.htm .
Stan The Rose Man
Gardening Know How