EDV vs. RODM
EDV (Vanguard Extended Duration Treasury ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both exchange-traded funds - EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while RODM is a Foreign Large Cap Equities fund tracking the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. Both are passively managed. Over the past 10 years, EDV returned -3.55%/yr vs 9.24%/yr for RODM. At a correlation of -0.04, they often move in opposite directions. EDV charges 0.05%/yr vs 0.29%/yr for RODM.
Performance
EDV vs. RODM - Performance Comparison
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Returns By Period
In the year-to-date period, EDV achieves a -0.21% return, which is significantly lower than RODM's 11.64% return. Over the past 10 years, EDV has underperformed RODM with an annualized return of -3.55%, while RODM has yielded a comparatively higher 9.24% annualized return.
EDV
- 1D
- -0.22%
- 1M
- 4.29%
- YTD
- -0.21%
- 6M
- -0.22%
- 1Y
- 3.14%
- 3Y*
- -5.43%
- 5Y*
- -10.13%
- 10Y*
- -3.55%
RODM
- 1D
- -0.53%
- 1M
- 0.90%
- YTD
- 11.64%
- 6M
- 12.64%
- 1Y
- 25.47%
- 3Y*
- 19.57%
- 5Y*
- 9.73%
- 10Y*
- 9.24%
EDV vs. RODM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | -0.21% | 0.65% | -12.78% | 1.65% | -39.15% | -6.19% | 23.59% | 18.67% | -3.40% | 13.94% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 11.64% | 34.42% | 8.02% | 15.76% | -14.54% | 11.11% | -0.62% | 17.15% | -9.97% | 25.14% |
Correlation
The correlation between EDV and RODM is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015 | -0.04 |
The correlation between EDV and RODM shifts across timeframes, from -0.04 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EDV vs. RODM — Risk / Return Rank
EDV
RODM
EDV vs. RODM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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.
| EDV | RODM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 3.60 | -3.35 |
| Martin ratioReturn relative to average drawdown | 0.57 | 14.32 | -13.75 |
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Drawdowns
EDV vs. RODM - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, which is greater than RODM's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for EDV and RODM.
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Drawdown Indicators
| EDV | RODM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -35.98% | -23.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -7.10% | -5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -26.99% | -10.58% | -16.41% |
Max Drawdown (5Y)Largest decline over 5 years | -55.03% | -28.85% | -26.18% |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | -35.98% | -23.98% |
Current DrawdownCurrent decline from peak | -54.22% | -0.84% | -53.38% |
Average DrawdownAverage peak-to-trough decline | -23.48% | -6.36% | -17.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 1.78% | +3.79% |
Volatility
EDV vs. RODM - Volatility Comparison
Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 4.21% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.58%. This indicates that EDV'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
| EDV | RODM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.58% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 8.77% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 11.01% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 13.48% | +8.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 15.22% | +4.60% |
EDV vs. RODM - Expense Ratio Comparison
EDV has a 0.05% expense ratio, which is lower than RODM's 0.29% expense ratio.
Dividends
EDV vs. RODM - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 4.96%, more than RODM's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 4.96% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 2.78% | 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
EDV and RODM have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDV has higher volatility (4.21%) compared to RODM (3.58%). In terms of maximum drawdown, EDV dropped -59.96% vs RODM's -35.98%.
On 10-year performance, RODM leads with 9.24% vs -3.55% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, RODM has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RODM has performed better with a 9.24% return vs -3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDV is cheaper with a 0.05% expense ratio, compared with 0.29% for RODM.
EDV has the higher dividend yield at 4.96%, compared with 2.78% for RODM.
EDV is categorized as Government Bonds, while RODM is Foreign Large Cap Equities. EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: Vanguard and Hartford. Their fees differ too: 0.05% for EDV and 0.29% for RODM.
RODM currently has the higher Sharpe Ratio (2.33 vs 0.22), 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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