PortfoliosLab logoPortfoliosLab logo
Hartford Multifactor Developed Markets (ex-US) ETF...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US5184161025
CUSIP
518416102
Issuer
Hartford
Inception Date
Feb 25, 2015
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

Performance Chart

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


Loading graphics...

S&P 500 Index

Returns By Period

Hartford Multifactor Developed Markets (ex-US) ETF (RODM) has returned 6.61% so far this year and 31.42% over the past 12 months. Over the last ten years, RODM has returned 8.73% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Hartford Multifactor Developed Markets (ex-US) ETF

1D
2.34%
1M
-4.11%
YTD
6.61%
6M
12.52%
1Y
31.42%
3Y*
19.05%
5Y*
9.92%
10Y*
8.73%

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, RODM's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +10.8%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, RODM closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 12, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.10%6.81%-4.11%6.61%
20253.42%3.29%2.08%4.39%4.23%3.04%-1.20%4.72%0.69%0.13%2.47%2.86%34.42%
2024-1.22%0.90%2.45%-2.18%4.91%-1.83%4.34%4.44%1.33%-3.68%1.91%-3.13%8.02%
20237.02%-2.45%1.74%3.08%-4.92%4.64%3.23%-3.28%-2.40%-3.35%7.10%5.36%15.76%
2022-2.62%-1.71%1.04%-5.39%0.98%-8.00%3.33%-5.79%-10.28%4.92%10.78%-0.97%-14.54%
2021-0.39%0.57%4.72%2.49%3.48%-0.61%1.24%1.16%-4.29%1.99%-4.30%5.02%11.11%

Benchmark Metrics

Hartford Multifactor Developed Markets (ex-US) ETF has an annualized alpha of 0.76%, beta of 0.66, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since February 27, 2015.

  • This ETF participated in 76.80% of S&P 500 Index downside but only 68.56% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.66 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.76%
Beta
0.66
0.59
Upside Capture
68.56%
Downside Capture
76.80%

Expense Ratio

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


Return for Risk

Risk / Return Rank

RODM ranks 94 for risk / return — in the top 94% 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.


RODM Risk / Return Rank: 9494
Overall Rank
RODM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 9595
Sortino Ratio Rank
RODM Omega Ratio Rank: 9595
Omega Ratio Rank
RODM Calmar Ratio Rank: 9191
Calmar Ratio Rank
RODM Martin Ratio Rank: 9595
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 Developed Markets (ex-US) ETF (RODM) and compare them to a chosen benchmark (S&P 500 Index).


RODMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.36

0.90

+1.47

Sortino ratio

Return per unit of downside risk

3.08

1.39

+1.70

Omega ratio

Gain probability vs. loss probability

1.48

1.21

+0.27

Calmar ratio

Return relative to maximum drawdown

3.29

1.40

+1.89

Martin ratio

Return relative to average drawdown

15.59

6.61

+8.98

Explore RODM 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 Developed Markets (ex-US) ETF provided a 2.92% dividend yield over the last twelve months, with an annual payout of $1.15 per share.


2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.15$1.15$1.16$1.21$0.95$1.33$0.80$0.83$0.52$0.66$0.76$0.62

Dividend yield

2.92%3.11%4.09%4.42%3.81%4.41%2.82%2.82%2.03%2.24%3.19%2.60%

Monthly Dividends

The table displays the monthly dividend distributions for Hartford Multifactor Developed Markets (ex-US) 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$0.63$0.00$0.00$0.00$0.00$0.00$0.51$1.15
2024$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.58$1.16
2023$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.55$1.21
2022$0.00$0.00$0.00$0.00$0.00$0.71$0.00$0.00$0.00$0.00$0.00$0.24$0.95
2021$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.73$1.33

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Hartford Multifactor Developed Markets (ex-US) 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 Developed Markets (ex-US) ETF was 35.98%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Hartford Multifactor Developed Markets (ex-US) ETF drawdown is 4.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.98%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-28.85%Sep 7, 2021278Oct 12, 2022399May 15, 2024677
-20.01%May 14, 2015189Feb 11, 2016276Mar 17, 2017465
-17.24%Jan 29, 2018229Dec 24, 2018253Dec 26, 2019482
-10.58%Mar 20, 202514Apr 8, 20259Apr 22, 202523

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...