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Hartford Multifactor Diversified International ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS5184166073
CUSIP518416607
IssuerThe Hartford
Inception DateMay 10, 2017
RegionGlobal ex-U.S. (Broad)
CategoryForeign Large Cap Equities
Index TrackedHartford Multifactor Diversified International Index
Home Pagewww.hartfordfunds.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Hartford Multifactor Diversified International ETF has a high expense ratio of 0.29%, indicating higher-than-average management fees.


Expense ratio chart for RODE: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Hartford Multifactor Diversified International ETF

Popular comparisons: RODE vs. IDV, RODE vs. AVDV, RODE vs. FDVV

Performance

Performance Chart

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


20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
40.54%
112.99%
RODE (Hartford Multifactor Diversified International ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Hartford Multifactor Diversified International ETF had a return of 2.83% year-to-date (YTD) and 11.99% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.83%6.92%
1 month-0.98%-2.83%
6 months17.55%23.86%
1 year11.99%23.33%
5 years (annualized)4.75%11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.73%3.27%2.25%
2023-1.52%-3.60%6.54%6.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RODE is 58, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of RODE is 5858
Hartford Multifactor Diversified International ETF(RODE)
The Sharpe Ratio Rank of RODE is 5858Sharpe Ratio Rank
The Sortino Ratio Rank of RODE is 5757Sortino Ratio Rank
The Omega Ratio Rank of RODE is 5555Omega Ratio Rank
The Calmar Ratio Rank of RODE is 6464Calmar Ratio Rank
The Martin Ratio Rank of RODE is 5555Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Hartford Multifactor Diversified International ETF (RODE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RODE
Sharpe ratio
The chart of Sharpe ratio for RODE, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.15
Sortino ratio
The chart of Sortino ratio for RODE, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.001.69
Omega ratio
The chart of Omega ratio for RODE, currently valued at 1.20, compared to the broader market0.501.001.502.002.501.20
Calmar ratio
The chart of Calmar ratio for RODE, currently valued at 1.08, compared to the broader market0.002.004.006.008.0010.001.08
Martin ratio
The chart of Martin ratio for RODE, currently valued at 3.80, compared to the broader market0.0020.0040.0060.003.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current Hartford Multifactor Diversified International ETF Sharpe ratio is 1.15. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.15
2.19
RODE (Hartford Multifactor Diversified International ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Hartford Multifactor Diversified International ETF granted a 5.01% dividend yield in the last twelve months. The annual payout for that period amounted to $1.38 per share.


PeriodTTM2023202220212020201920182017
Dividend$1.38$1.38$0.88$1.66$0.83$0.73$0.70$0.42

Dividend yield

5.01%5.16%3.65%5.84%3.10%2.63%2.87%1.50%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.77
2022$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.65
2021$0.00$0.00$0.00$0.00$0.00$0.56$0.00$0.00$0.00$0.00$0.00$1.11
2020$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.44
2019$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.43
2018$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.39
2017$0.14$0.00$0.00$0.00$0.00$0.00$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.53%
-2.94%
RODE (Hartford Multifactor Diversified International ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford Multifactor Diversified International 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 Diversified International ETF was 36.74%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.

The current Hartford Multifactor Diversified International ETF drawdown is 1.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.74%Jan 21, 202044Mar 23, 2020199Jan 5, 2021243
-25.61%Jan 13, 2022180Sep 30, 2022312Dec 28, 2023492
-14.3%Feb 20, 2018213Dec 21, 2018247Dec 16, 2019460
-7.05%Sep 7, 202160Nov 30, 202130Jan 12, 202290
-4.14%Jan 15, 202110Jan 29, 202110Feb 12, 202120

Volatility

Volatility Chart

The current Hartford Multifactor Diversified International ETF volatility is 3.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.49%
3.65%
RODE (Hartford Multifactor Diversified International ETF)
Benchmark (^GSPC)