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ISIN
US5184162015
CUSIP
518416201
Issuer
Hartford
Inception Date
Feb 26, 2015
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Hartford Multifactor Emerging Markets Equity Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$121M

Share Price Chart


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Performance

ROAM Performance Chart

Hartford Multifactor Emerging Markets ETF (ROAM) is up 23.8% since the beginning of the year. ROAM is currently trading at $36 per share. Investors who bought $1,000 worth of ROAM shares 5 years ago would now be looking at an investment worth $1,740.


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S&P 500 Index

Returns By Period

Hartford Multifactor Emerging Markets ETF (ROAM) has returned 23.81% so far this year and 41.15% over the past 12 months. Over the last ten years, ROAM has returned 9.26% per year, falling short of the S&P 500 Index benchmark, which averaged 13.70% annually.


Hartford Multifactor Emerging Markets ETF

1D
-0.62%
1M
2.62%
YTD
23.81%
6M
24.22%
1Y
41.15%
3Y*
24.78%
5Y*
11.71%
10Y*
9.26%

Benchmark (S&P 500 Index)

1D
-0.10%
1M
-1.54%
YTD
7.49%
6M
6.15%
1Y
20.78%
3Y*
19.17%
5Y*
11.44%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROAM Monthly Returns History

Based on dividend-adjusted daily data since Feb 26, 2015, ROAM's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +13.1%, while the worst month was Mar 2020 at -18.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ROAM closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.74%6.63%-7.36%10.34%7.58%-2.01%23.81%
20251.60%0.17%1.42%1.24%4.78%7.07%-0.72%2.93%3.61%4.28%0.37%1.67%32.08%
2024-1.79%3.81%2.24%-0.61%3.08%2.06%0.39%1.49%3.76%-4.48%-2.42%-1.12%6.21%
20236.77%-4.38%2.79%1.63%-1.83%4.82%7.26%-5.23%-1.50%-3.00%7.85%5.51%21.28%
20220.15%-2.08%-1.47%-5.43%0.68%-7.99%1.00%-2.12%-9.13%1.35%13.13%-2.25%-14.78%
20210.59%2.53%2.82%1.34%2.96%1.57%-2.24%2.53%-4.12%0.26%-2.34%3.39%9.32%

Benchmark Metrics

Hartford Multifactor Emerging Markets ETF has an annualized alpha of -1.04%, beta of 0.73, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since February 26, 2015.

  • This ETF participated in 79.18% of S&P 500 Index downside but only 63.94% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.04%
Beta
0.73
0.50
Upside Capture
63.94%
Downside Capture
79.18%

Expense Ratio

ROAM has an expense ratio of 0.44%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ROAM ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ROAM Risk / Return Rank: 8484
Overall Rank
ROAM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ROAM Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROAM Omega Ratio Rank: 8686
Omega Ratio Rank
ROAM Calmar Ratio Rank: 8585
Calmar Ratio Rank
ROAM Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hartford Multifactor Emerging Markets ETF (ROAM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ROAMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.46

1.30

+0.16

Calmar ratioReturn relative to maximum drawdown

4.17

2.29

+1.88

Martin ratioReturn relative to average drawdown

14.79

10.15

+4.64

Dividends

Dividend History

Hartford Multifactor Emerging Markets ETF provided a 2.56% dividend yield over the last twelve months, with an annual payout of $0.92 per share.


2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.92$0.92$0.95$1.21$1.02$1.02$0.70$0.82$0.56$0.48$0.39$0.43

Dividend yield

2.56%3.17%4.15%5.40%5.23%4.22%3.04%3.55%2.54%1.84%1.89%2.25%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford Multifactor Emerging Markets ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.51$0.92
2024$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.74$0.95
2023$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.86$1.21
2022$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.70$1.02
2021$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.70$1.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford Multifactor Emerging Markets ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hartford Multifactor Emerging Markets ETF was 45.47%, occurring on Mar 23, 2020. Recovery took 300 trading sessions.

The current Hartford Multifactor Emerging Markets ETF drawdown is 4.15%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-45.47%Mar 2020
2y 1mo1y 2mo
3y 4moJan 2018 - Jun 2021
2016 bear market2016
-32.45%Jan 2016
8mo 27d1y 7mo
2y 4moApr 2015 - Sep 2017
Bear market2022
-27.07%Oct 2022
1y 1mo1y 3mo
2y 5moSep 2021 - Feb 2024
2025 selloff2025
-16.79%Apr 2025
6mo 13d1mo 11d
7mo 24dSep 2024 - May 2025
2026 pullback2026
-9.92%Mar 2026
1mo 2d17d
1mo 19dFeb 2026 - Apr 2026

Drawdown Indicators


ROAMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.47%

-56.78%

+11.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-9.10%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.79%

-18.90%

+2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-25.43%

-1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-45.47%

-33.92%

-11.55%

Current Drawdown

Current decline from peak

-4.15%

-3.31%

-0.84%

Average Drawdown

Average peak-to-trough decline

-11.09%

-10.71%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.05%

+0.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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