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Hartford Multifactor Emerging Markets ETF (ROAM)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hartford Multifactor Emerging Markets ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Hartford Multifactor Emerging Markets ETF (ROAM) has returned 6.43% so far this year and 36.19% over the past 12 months. Over the last ten years, ROAM has returned 7.63% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Hartford Multifactor Emerging Markets ETF

1D
2.47%
1M
-7.36%
YTD
6.43%
6M
13.25%
1Y
36.19%
3Y*
19.94%
5Y*
9.67%
10Y*
7.63%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 26, 2015, ROAM's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.

Historically, 57% of months were positive and 43% 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%6.43%
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 -1.61%, beta of 0.72, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since February 27, 2015.

  • This ETF participated in 79.56% of S&P 500 Index downside but only 61.47% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.61%
Beta
0.72
0.50
Upside Capture
61.47%
Downside Capture
79.56%

Expense Ratio

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


Return for Risk

Risk / Return Rank

ROAM ranks 92 for risk / return — in the top 92% 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: 9292
Overall Rank
ROAM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ROAM Sortino Ratio Rank: 9393
Sortino Ratio Rank
ROAM Omega Ratio Rank: 9494
Omega Ratio Rank
ROAM Calmar Ratio Rank: 9090
Calmar Ratio Rank
ROAM Martin Ratio Rank: 9292
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 a chosen benchmark (S&P 500 Index).


ROAMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.24

0.90

+1.35

Sortino ratio

Return per unit of downside risk

2.93

1.39

+1.54

Omega ratio

Gain probability vs. loss probability

1.44

1.21

+0.23

Calmar ratio

Return relative to maximum drawdown

3.09

1.40

+1.69

Martin ratio

Return relative to average drawdown

13.21

6.61

+6.61

Explore ROAM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Hartford Multifactor Emerging Markets ETF provided a 2.98% 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

2.98%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
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 7.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.47%Jan 29, 2018541Mar 23, 2020300Jun 1, 2021841
-32.45%Apr 29, 2015185Jan 21, 2016413Sep 11, 2017598
-27.07%Sep 8, 2021279Oct 14, 2022328Feb 6, 2024607
-16.79%Sep 27, 2024132Apr 8, 202528May 19, 2025160
-9.92%Feb 26, 202623Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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