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EAFG vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAFG vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Developed Markets Cash Cows Growth Leaders ETF (EAFG) 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, EAFG achieves a 11.36% return, which is significantly higher than RODM's 10.16% return.


EAFG

1D
-3.66%
1M
1.71%
YTD
11.36%
6M
10.83%
1Y
24.38%
3Y*
5Y*
10Y*

RODM

1D
-0.71%
1M
-1.81%
YTD
10.16%
6M
9.75%
1Y
24.04%
3Y*
20.17%
5Y*
9.67%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAFG vs. RODM - Yearly Performance Comparison


Correlation

The correlation between EAFG and RODM is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.80

The correlation between EAFG and RODM has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

EAFG vs. RODM - Sectors Allocation Comparison


Sectors
EAFG
RODM

Technology

21.2%
10.5%

Basic Materials

17.0%
6.4%

Industrials

15.1%
16.7%

Healthcare

11.2%
9.0%

Communication Services

9.5%
5.5%

Consumer Cyclical

9.5%
6.0%

Consumer Defensive

6.8%
4.0%

Energy

2.4%
6.3%

Utilities

0.5%
4.8%

Financial Services

0.5%
26.6%

Real Estate

-

3.5%

Technology

EAFG
21.2%
RODM
10.5%

Basic Materials

EAFG
17.0%
RODM
6.4%

Industrials

EAFG
15.1%
RODM
16.7%

Healthcare

EAFG
11.2%
RODM
9.0%

Communication Services

EAFG
9.5%
RODM
5.5%

Consumer Cyclical

EAFG
9.5%
RODM
6.0%

Consumer Defensive

EAFG
6.8%
RODM
4.0%

Energy

EAFG
2.4%
RODM
6.3%

Utilities

EAFG
0.5%
RODM
4.8%

Financial Services

EAFG
0.5%
RODM
26.6%

Real Estate

EAFG

-

RODM
3.5%

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Return for Risk

EAFG vs. RODM — Risk / Return Rank

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

EAFG
EAFG Risk / Return Rank: 4141
Overall Rank
EAFG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EAFG Sortino Ratio Rank: 3939
Sortino Ratio Rank
EAFG Omega Ratio Rank: 3939
Omega Ratio Rank
EAFG Calmar Ratio Rank: 4242
Calmar Ratio Rank
EAFG Martin Ratio Rank: 4646
Martin Ratio Rank

RODM
RODM Risk / Return Rank: 7474
Overall Rank
RODM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 7575
Sortino Ratio Rank
RODM Omega Ratio Rank: 7373
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.

EAFG vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Developed Markets Cash Cows Growth Leaders ETF (EAFG) 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.


EAFGRODMDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.24

1.40

-0.16

Calmar ratioReturn relative to maximum drawdown

1.93

3.40

-1.47

Martin ratioReturn relative to average drawdown

7.06

13.45

-6.39

EAFG vs. RODM - Sharpe Ratio Comparison

The current EAFG Sharpe Ratio is 1.33, which is lower than the RODM Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EAFG 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

EAFG vs. RODM - Drawdown Comparison

The maximum EAFG drawdown since its inception was -16.47%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for EAFG and RODM.


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Drawdown Indicators


EAFGRODMDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-35.98%

+19.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.71%

-7.10%

-5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

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

-3.66%

-2.16%

-1.50%

Average Drawdown

Average peak-to-trough decline

-3.16%

-6.36%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.79%

+1.67%

Volatility

EAFG vs. RODM - Volatility Comparison

Pacer Developed Markets Cash Cows Growth Leaders ETF (EAFG) has a higher volatility of 7.56% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.21%. This indicates that EAFG'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


EAFGRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

3.21%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

16.20%

8.77%

+7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.51%

10.95%

+7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

13.45%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

15.08%

+2.61%

EAFG vs. RODM - Expense Ratio Comparison

EAFG has a 0.65% expense ratio, which is higher than RODM's 0.29% expense ratio.


Dividends

EAFG vs. RODM - Dividend Comparison

EAFG's dividend yield for the trailing twelve months is around 1.96%, less than RODM's 2.82% yield.


PositionTTM20252024202320222021202020192018201720162015
EAFG
Pacer Developed Markets Cash Cows Growth Leaders ETF
1.96%1.31%1.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.82%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


EAFG and RODM have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EAFG has higher volatility (7.56%) compared to RODM (3.21%). In terms of maximum drawdown, EAFG dropped -16.47% vs RODM's -35.98%.

On 1-year performance, EAFG leads with 24.38% vs 24.04% for RODM. On fees, RODM is cheaper at 0.29% 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 1-year period, EAFG has performed better with a 24.38% return vs 24.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RODM is cheaper with a 0.29% expense ratio, compared with 0.65% for EAFG.

RODM has the higher dividend yield at 2.82%, compared with 1.96% for EAFG.

EAFG tracks Pacer Developed Markets Cash Cows Growth Leaders Index, while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: Pacer and Hartford. Their fees differ too: 0.65% for EAFG and 0.29% for RODM.

RODM currently has the higher Sharpe Ratio (2.21 vs 1.33), 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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