DFIC vs. RODM

Last updated Jun 23, 2026

DFIC (DFA Dimensional International Core Equity 2 ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds. DFIC is actively managed, while RODM is passively managed. Over the past 3 years, DFIC returned 19.97%/yr vs 20.45%/yr for RODM. With a 0.96 correlation, they move nearly in lockstep. DFIC charges 0.22%/yr vs 0.29%/yr for RODM.

Performance

DFIC vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional International Core Equity 2 ETF (DFIC) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DFIC having a 10.96% return and RODM slightly lower at 10.94%.

DFIC

• 1D: 0.28%
• 1M: 0.63%
• YTD: 10.96%
• 6M: 11.16%
• 1Y: 28.82%
• 3Y*: 19.97%
• 5Y*: —
• 10Y*: —

RODM

• 1D: -0.05%
• 1M: -1.11%
• YTD: 10.94%
• 6M: 11.39%
• 1Y: 25.72%
• 3Y*: 20.45%
• 5Y*: 9.96%
• 10Y*: 9.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFIC vs. RODM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFIC DFA Dimensional International Core Equity 2 ETF	10.96%	37.09%	4.10%	17.32%	-8.86%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	10.94%	34.42%	8.02%	15.76%	-11.11%

Correlation

The correlation between DFIC and RODM is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.96

The correlation between DFIC and RODM has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

DFIC vs. RODM - Sectors Allocation Comparison

Sectors	DFIC	RODM
Financial Services	20.3%	26.6%
Industrials	20.0%	16.7%
Basic Materials	11.4%	6.4%
Consumer Cyclical	9.8%	6.0%
Technology	8.8%	10.5%
Energy	7.4%	6.3%
Healthcare	6.9%	9.0%
Consumer Defensive	6.0%	4.0%
Communication Services	4.3%	5.5%
Utilities	3.4%	4.8%
Real Estate	1.7%	3.5%

Return for Risk

DFIC vs. RODM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFIC

DFIC Risk / Return Rank: 61
DFIC Sharpe Ratio Rank: 64
DFIC Sortino Ratio Rank: 62
DFIC Omega Ratio Rank: 63
DFIC Calmar Ratio Rank: 55
DFIC Martin Ratio Rank: 60

RODM

RODM Risk / Return Rank: 77
RODM Sharpe Ratio Rank: 77
RODM Sortino Ratio Rank: 78
RODM Omega Ratio Rank: 76
RODM Calmar Ratio Rank: 74
RODM Martin Ratio Rank: 77

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.

DFIC vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional International Core Equity 2 ETF (DFIC) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFIC	RODM	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.37	-0.34
Sortino ratio: Return per unit of downside risk	2.81	3.32	-0.52
Omega ratio: Gain probability vs. loss probability	1.37	1.43	-0.06
Calmar ratio: Return relative to maximum drawdown	2.63	3.64	-1.00
Martin ratio: Return relative to average drawdown	10.38	14.43	-4.06

DFIC vs. RODM - Sharpe Ratio Comparison

The current DFIC Sharpe Ratio is 2.03, which is comparable to the RODM Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of DFIC and RODM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFIC vs. RODM - Drawdown Comparison

The maximum DFIC drawdown since its inception was -24.40%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for DFIC and RODM.

Drawdown Indicators

	DFIC	RODM	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-35.98%	+11.58%
Max Drawdown (1Y) Largest decline over 1 year	-11.00%	-7.10%	-3.90%
Max Drawdown (3Y) Largest decline over 3 years	-13.14%	-10.58%	-2.56%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.98%	—
Current Drawdown Current decline from peak	-0.72%	-1.47%	+0.75%
Average Drawdown Average peak-to-trough decline	-4.51%	-6.36%	+1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	1.79%	+0.99%

Volatility

DFIC vs. RODM - Volatility Comparison

DFA Dimensional International Core Equity 2 ETF (DFIC) has a higher volatility of 4.52% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.15%. This indicates that DFIC's price experiences larger fluctuations and is considered to be riskier than RODM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFIC	RODM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	3.15%	+1.37%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	8.76%	+3.31%
Volatility (1Y) Calculated over the trailing 1-year period	14.30%	10.94%	+3.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	13.45%	+2.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.23%	15.19%	+1.04%

DFIC vs. RODM - Expense Ratio Comparison

DFIC has a 0.22% expense ratio, which is lower than RODM's 0.29% expense ratio.

Dividends

DFIC vs. RODM - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.26%, less than RODM's 2.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFIC DFA Dimensional International Core Equity 2 ETF	2.26%	2.54%	2.87%	2.55%	1.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	2.80%	3.11%	4.09%	4.42%	3.81%	4.41%	2.82%	2.82%	2.03%	2.24%	3.19%	2.60%

Frequently Asked Questions

Can I hold both DFIC and RODM in my portfolio?

With a correlation of 0.90, DFIC and RODM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DFIC or RODM?

DFIC has higher volatility (4.52%) compared to RODM (3.15%). In terms of maximum drawdown, DFIC dropped -24.40% vs RODM's -35.98%.

Which ETF is better, DFIC or RODM?

On 3-year performance, RODM leads with 20.45% vs 19.97% for DFIC. On fees, DFIC is cheaper at 0.22% per year. On volatility, RODM has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFIC or RODM?

Over the 3-year period, RODM has performed better with a 20.45% return vs 19.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFIC or RODM?

DFIC is cheaper with a 0.22% expense ratio, compared with 0.29% for RODM.

Which ETF pays a higher dividend yield, DFIC or RODM?

RODM has the higher dividend yield at 2.80%, compared with 2.26% for DFIC.

What is the main difference between DFIC and RODM?

They also come from different issuers: Dimensional and Hartford. Their fees differ too: 0.22% for DFIC and 0.29% for RODM.

Which has better risk-adjusted returns?

RODM currently has the higher Sharpe Ratio (2.37 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.