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

ETF Info

ISIN

US5184166073

CUSIP

518416607

Inception Date

May 10, 2017

Region

Global ex-U.S. (Broad)

Leveraged

1x

Index Tracked

Hartford Multifactor Diversified International Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

RODE has an expense ratio of 0.29%, placing it in the medium range.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

Hartford Multifactor Diversified International ETF (RODE) returned 13.90% year-to-date (YTD) and 16.37% over the past 12 months.


RODE

YTD

13.90%

1M

5.10%

6M

12.68%

1Y

16.37%

3Y*

9.73%

5Y*

11.73%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of RODE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.18%2.02%1.31%2.75%4.96%13.90%
2024-1.73%3.28%2.25%-1.20%3.80%-0.40%1.95%2.84%2.62%-3.80%-0.09%-1.58%7.91%
20235.90%-2.96%2.50%2.48%-3.71%4.70%4.68%-3.91%-1.52%-3.60%6.54%6.07%17.43%
2022-1.00%-1.19%1.43%-4.81%0.66%-8.56%2.25%-4.43%-10.37%3.82%11.97%-1.25%-12.59%
20210.21%0.94%3.46%2.40%3.23%0.34%-0.42%2.23%-3.77%1.61%-3.67%6.17%12.99%
2020-4.47%-7.55%-16.72%9.82%0.78%3.50%2.00%3.68%-2.37%-3.11%11.08%6.18%-0.58%
20196.92%0.94%0.64%1.05%-2.01%4.45%-1.30%-1.68%1.55%1.63%0.07%3.31%16.31%
20182.63%-3.75%-1.14%2.04%0.00%-2.11%1.36%-0.36%0.09%-9.20%2.97%-2.94%-10.53%
20172.35%1.10%1.94%-1.18%3.61%0.00%3.73%1.66%13.89%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, RODE is among the top 19% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RODE is 8181
Overall Rank
The Sharpe Ratio Rank of RODE is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of RODE is 8080
Sortino Ratio Rank
The Omega Ratio Rank of RODE is 7979
Omega Ratio Rank
The Calmar Ratio Rank of RODE is 8484
Calmar Ratio Rank
The Martin Ratio Rank of RODE is 7979
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Hartford Multifactor Diversified International ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.09
  • 5-Year: 0.82
  • All Time: 0.42

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Hartford Multifactor Diversified International ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Hartford Multifactor Diversified International ETF provided a 4.50% dividend yield over the last twelve months, with an annual payout of $1.41 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.5020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$1.41$1.41$1.38$0.88$1.66$0.83$0.73$0.70$0.42

Dividend yield

4.50%5.13%5.16%3.65%5.83%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.86$1.41
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$1.38
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$0.88
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$1.66
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$0.83
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$0.73
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$0.70
2017$0.14$0.00$0.00$0.00$0.00$0.00$0.28$0.42

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 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 0.68%.


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
-12.57%Mar 20, 202514Apr 8, 202515Apr 30, 202529
-8.11%Sep 27, 202473Jan 13, 202537Mar 7, 2025110
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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