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DMXF vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DMXF vs. RODM

Last updated Jun 25, 2026

DMXF (iShares ESG Advanced MSCI EAFE ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds - DMXF tracks the MSCI EAFE Choice ESG Screened Index while RODM tracks the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. Both are passively managed. Over the past 5 years, DMXF returned 6.87%/yr vs 9.54%/yr for RODM. Their correlation of 0.88 suggests significant overlap in exposure. DMXF charges 0.12%/yr vs 0.29%/yr for RODM.

Performance

DMXF vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI EAFE ETF (DMXF) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DMXF achieves a 11.54% return, which is significantly higher than RODM's 9.95% return.

DMXF

1D
-0.22%
1M
1.00%
YTD
11.54%
6M
10.49%
1Y
18.05%
3Y*
15.36%
5Y*
6.87%
10Y*
—

RODM

1D
-0.18%
1M
-1.99%
YTD
9.95%
6M
9.50%
1Y
22.82%
3Y*
20.09%
5Y*
9.54%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMXF vs. RODM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
DMXF
iShares ESG Advanced MSCI EAFE ETF		11.54%22.07%3.99%20.52%-19.25%10.90%22.80%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		9.95%34.42%8.02%15.76%-14.54%11.11%14.64%

Correlation

The correlation between DMXF and RODM is 0.82, 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

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2020

0.88

The correlation between DMXF and RODM has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

DMXF vs. RODM - Sectors Allocation Comparison

Sectors
DMXF
RODM

Financial Services

31.8%
26.6%

Technology

21.3%
10.5%

Industrials

14.8%
16.7%

Healthcare

9.2%
9.0%

Communication Services

6.9%
5.5%

Basic Materials

4.9%
6.4%

Consumer Cyclical

4.3%
6.0%

Real Estate

2.9%
3.5%

Consumer Defensive

2.6%
4.0%

Utilities

0.7%
4.8%

Energy

-

6.3%

Financial Services

DMXF
31.8%
RODM
26.6%

Technology

DMXF
21.3%
RODM
10.5%

Industrials

DMXF
14.8%
RODM
16.7%

Healthcare

DMXF
9.2%
RODM
9.0%

Communication Services

DMXF
6.9%
RODM
5.5%

Basic Materials

DMXF
4.9%
RODM
6.4%

Consumer Cyclical

DMXF
4.3%
RODM
6.0%

Real Estate

DMXF
2.9%
RODM
3.5%

Consumer Defensive

DMXF
2.6%
RODM
4.0%

Utilities

DMXF
0.7%
RODM
4.8%

Energy

DMXF

-

RODM
6.3%

Compare stocks, funds, or ETFs

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

iShares ESG Advanced MSCI EAFE ETF

Hartford Multifactor Developed Markets (ex-US) ETF

Often compared with DMXF:
DMXF vs. ESGDDMXF vs. FNIDXDMXF vs. MDIJXDMXF vs. VXUSDMXF vs. CGXUDMXF vs. ESMVDMXF vs. IDEV
Often compared with RODM:
RODM vs. GLOFRODM vs. NSRIXRODM vs. SCHFRODM vs. VEARODM vs. VYMIRODM vs. SPMORODM vs. IVLU

Return for Risk

DMXF vs. RODM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DMXF
DMXF Risk / Return Rank: 3434
Overall Rank
DMXF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DMXF Sortino Ratio Rank: 3232
Sortino Ratio Rank
DMXF Omega Ratio Rank: 3131
Omega Ratio Rank
DMXF Calmar Ratio Rank: 3434
Calmar Ratio Rank
DMXF Martin Ratio Rank: 3939
Martin Ratio Rank
RODM
RODM Risk / Return Rank: 7474
Overall Rank
RODM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 7676
Sortino Ratio Rank
RODM Omega Ratio Rank: 7474
Omega Ratio Rank
RODM Calmar Ratio Rank: 7272
Calmar Ratio Rank
RODM Martin Ratio Rank: 7676
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.

DMXF vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) 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.

DMXFRODMDifference
Sharpe ratioReturn per unit of total volatility
1.08
2.10

-1.02

Sortino ratioReturn per unit of downside risk
1.60
2.98

-1.38

Omega ratioGain probability vs. loss probability

1.20

1.38

-0.19

Calmar ratioReturn relative to maximum drawdown

1.53

3.23

-1.70

Martin ratioReturn relative to average drawdown

5.71

12.73

-7.02

DMXF vs. RODM - Sharpe Ratio Comparison

The current DMXF Sharpe Ratio is 1.08, which is lower than the RODM Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DMXF 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.

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Drawdowns

DMXF vs. RODM - Drawdown Comparison

The maximum DMXF drawdown since its inception was -34.52%, roughly equal to the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for DMXF and RODM.

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Drawdown Indicators

DMXFRODMDifference

Max Drawdown

Largest peak-to-trough decline

-34.52%

-35.98%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-7.10%

-4.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-10.58%

-5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

-28.85%

-5.67%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.98%

—

Current Drawdown

Current decline from peak

-2.91%

-2.34%

-0.57%

Average Drawdown

Average peak-to-trough decline

-7.61%

-6.35%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

1.80%

+1.37%

Volatility

DMXF vs. RODM - Volatility Comparison

iShares ESG Advanced MSCI EAFE ETF (DMXF) has a higher volatility of 6.30% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.21%. This indicates that DMXF'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.

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Volatility by Period

DMXFRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

3.21%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

8.76%

+5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

10.94%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

13.45%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

15.07%

+2.27%

DMXF vs. RODM - Expense Ratio Comparison

DMXF has a 0.12% expense ratio, which is lower than RODM's 0.29% expense ratio.

Dividends

DMXF vs. RODM - Dividend Comparison

DMXF's dividend yield for the trailing twelve months is around 4.27%, more than RODM's 2.83% yield.

PositionTTM20252024202320222021202020192018201720162015
DMXF
iShares ESG Advanced MSCI EAFE ETF		4.27%4.85%2.92%2.29%2.37%1.91%0.31%0.00%0.00%0.00%0.00%0.00%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		2.83%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

DMXF and RODM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DMXF has higher volatility (6.30%) compared to RODM (3.21%). In terms of maximum drawdown, DMXF dropped -34.52% vs RODM's -35.98%.

On 5-year performance, RODM leads with 9.54% vs 6.87% for DMXF. On fees, DMXF is cheaper at 0.12% per year. On volatility, RODM has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RODM has performed better with a 9.54% return vs 6.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DMXF is cheaper with a 0.12% expense ratio, compared with 0.29% for RODM.

DMXF has the higher dividend yield at 4.27%, compared with 2.83% for RODM.

DMXF tracks MSCI EAFE Choice ESG Screened Index, while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: iShares and Hartford. Their fees differ too: 0.12% for DMXF and 0.29% for RODM.

RODM currently has the higher Sharpe Ratio (2.10 vs 1.08), 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.

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