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Hartford Multifactor Developed Markets (ex-US) ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS5184161025
CUSIP518416102
IssuerThe Hartford
Inception DateFeb 25, 2015
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities
Index TrackedHartford Risk-Optimized Multifactor Developed Markets (ex-US) Index
Home Pagewww.hartfordfunds.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Hartford Multifactor Developed Markets (ex-US) ETF has a high expense ratio of 0.29%, indicating higher-than-average management fees.


Expense ratio chart for RODM: 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 Developed Markets (ex-US) ETF

Popular comparisons: RODM vs. VOO, RODM vs. NSRIX, RODM vs. SPY

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.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2024FebruaryMarchApril
47.14%
141.62%
RODM (Hartford Multifactor Developed Markets (ex-US) ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Hartford Multifactor Developed Markets (ex-US) ETF had a return of 0.40% year-to-date (YTD) and 6.36% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.40%6.92%
1 month-1.82%-2.83%
6 months15.10%23.86%
1 year6.36%23.33%
5 years (annualized)3.16%11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.22%0.90%2.45%
2023-2.40%-3.35%7.10%5.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RODM is 38, 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 RODM is 3838
Hartford Multifactor Developed Markets (ex-US) ETF(RODM)
The Sharpe Ratio Rank of RODM is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of RODM is 3838Sortino Ratio Rank
The Omega Ratio Rank of RODM is 3636Omega Ratio Rank
The Calmar Ratio Rank of RODM is 4040Calmar Ratio Rank
The Martin Ratio Rank of RODM is 3838Martin 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 Developed Markets (ex-US) ETF (RODM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RODM
Sharpe ratio
The chart of Sharpe ratio for RODM, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.000.68
Sortino ratio
The chart of Sortino ratio for RODM, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.001.06
Omega ratio
The chart of Omega ratio for RODM, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for RODM, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.000.46
Martin ratio
The chart of Martin ratio for RODM, currently valued at 2.10, compared to the broader market0.0020.0040.0060.002.10
^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 market0.002.004.006.008.0010.0012.001.68
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 Developed Markets (ex-US) ETF Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.68
2.19
RODM (Hartford Multifactor Developed Markets (ex-US) ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Hartford Multifactor Developed Markets (ex-US) ETF granted a 4.41% dividend yield in the last twelve months. The annual payout for that period amounted to $1.21 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$1.21$1.21$0.95$1.33$0.80$0.83$0.52$0.66$0.76$0.62

Dividend yield

4.41%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
2020$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.39
2019$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.35
2018$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.20
2017$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.31
2016$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.39
2015$0.36$0.00$0.00$0.00$0.00$0.00$0.26

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
-3.84%
-2.94%
RODM (Hartford Multifactor Developed Markets (ex-US) ETF)
Benchmark (^GSPC)

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 3.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.98%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-28.85%Sep 7, 2021278Oct 12, 2022
-20.02%May 14, 201584Feb 11, 2016227Mar 17, 2017311
-17.24%Jan 29, 2018229Dec 24, 2018253Dec 26, 2019482
-3.73%Mar 2, 20156Mar 11, 20154Mar 20, 201510

Volatility

Volatility Chart

The current Hartford Multifactor Developed Markets (ex-US) ETF volatility is 3.10%, 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
3.10%
3.65%
RODM (Hartford Multifactor Developed Markets (ex-US) ETF)
Benchmark (^GSPC)