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EFV vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFV vs. RODM

Last updated Jun 24, 2026

EFV (iShares MSCI EAFE Value ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds - EFV tracks the MSCI EAFE Value Index (Net) while RODM tracks the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. Both are passively managed. Over the past 10 years, EFV returned 10.59%/yr vs 9.31%/yr for RODM. Their correlation of 0.86 suggests significant overlap in exposure. EFV charges 0.31%/yr vs 0.29%/yr for RODM.

Performance

EFV vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) 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, EFV achieves a 9.13% return, which is significantly lower than RODM's 10.16% return. Over the past 10 years, EFV has outperformed RODM with an annualized return of 10.59%, while RODM has yielded a comparatively lower 9.31% annualized return.

EFV

1D
-1.18%
1M
-0.92%
YTD
9.13%
6M
8.96%
1Y
28.26%
3Y*
21.91%
5Y*
12.57%
10Y*
10.59%

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)

EFV vs. RODM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EFV
iShares MSCI EAFE Value ETF		9.13%42.22%5.35%18.85%-5.22%11.08%-2.97%15.80%-14.67%21.22%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		10.16%34.42%8.02%15.76%-14.54%11.11%-0.62%17.15%-9.97%25.14%

Correlation

The correlation between EFV and RODM is 0.92, 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

0.92

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

0.94

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2015

0.86

The correlation between EFV and RODM has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

EFV vs. RODM - Sectors Allocation Comparison

Sectors
EFV
RODM

Financial Services

37.7%
26.6%

Industrials

10.4%
16.7%

Consumer Defensive

9.2%
4.0%

Healthcare

7.4%
9.0%

Energy

6.8%
6.3%

Basic Materials

6.4%
6.4%

Consumer Cyclical

6.1%
6.0%

Utilities

5.9%
4.8%

Communication Services

4.4%
5.5%

Technology

3.0%
10.5%

Real Estate

2.8%
3.5%

Financial Services

EFV
37.7%
RODM
26.6%

Industrials

EFV
10.4%
RODM
16.7%

Consumer Defensive

EFV
9.2%
RODM
4.0%

Healthcare

EFV
7.4%
RODM
9.0%

Energy

EFV
6.8%
RODM
6.3%

Basic Materials

EFV
6.4%
RODM
6.4%

Consumer Cyclical

EFV
6.1%
RODM
6.0%

Utilities

EFV
5.9%
RODM
4.8%

Communication Services

EFV
4.4%
RODM
5.5%

Technology

EFV
3.0%
RODM
10.5%

Real Estate

EFV
2.8%
RODM
3.5%

Compare stocks, funds, or ETFs

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

iShares MSCI EAFE Value ETF

Hartford Multifactor Developed Markets (ex-US) ETF

Often compared with EFV:
EFV vs. VEAEFV vs. EFAVEFV vs. DFIVXEFV vs. FIVAEFV vs. VOOEFV vs. VTRIXEFV vs. SCHF
Often compared with RODM:
RODM vs. GLOFRODM vs. NSRIXRODM vs. VEARODM vs. SCHFRODM vs. VYMIRODM vs. SPMORODM vs. IVLU

Return for Risk

EFV vs. RODM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFV
EFV Risk / Return Rank: 5959
Overall Rank
EFV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 6161
Sortino Ratio Rank
EFV Omega Ratio Rank: 6060
Omega Ratio Rank
EFV Calmar Ratio Rank: 5555
Calmar Ratio Rank
EFV Martin Ratio Rank: 5757
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.

EFV vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) 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.

EFVRODMDifference
Sharpe ratioReturn per unit of total volatility
1.96
2.21

-0.25

Sortino ratioReturn per unit of downside risk
2.72
3.12

-0.39

Omega ratioGain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratioReturn relative to maximum drawdown

2.61

3.40

-0.79

Martin ratioReturn relative to average drawdown

9.60

13.45

-3.85

EFV vs. RODM - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 1.96, which is comparable to the RODM Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EFV 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

EFV vs. RODM - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than RODM's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for EFV and RODM.

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Drawdown Indicators

EFVRODMDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-35.98%

-27.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-7.10%

-3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-10.58%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-28.85%

+3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-35.98%

-7.18%

Current Drawdown

Current decline from peak

-2.52%

-2.16%

-0.36%

Average Drawdown

Average peak-to-trough decline

-14.79%

-6.36%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

1.79%

+1.16%

Volatility

EFV vs. RODM - Volatility Comparison

iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 4.20% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.21%. This indicates that EFV'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

EFVRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

3.21%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

8.77%

+3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

10.95%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

13.45%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

15.08%

+2.45%

EFV vs. RODM - Expense Ratio Comparison

EFV has a 0.31% expense ratio, which is higher than RODM's 0.29% expense ratio.

Dividends

EFV vs. RODM - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 4.81%, more than RODM's 2.82% yield.

PositionTTM20252024202320222021202020192018201720162015
EFV
iShares MSCI EAFE Value ETF		4.81%4.16%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%
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

With a correlation of 0.92, EFV 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.

EFV has higher volatility (4.20%) compared to RODM (3.21%). In terms of maximum drawdown, EFV dropped -63.94% vs RODM's -35.98%.

On 10-year performance, EFV leads with 10.59% vs 9.31% 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 10-year period, EFV has performed better with a 10.59% return vs 9.31%. 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 0.31% for EFV.

EFV has the higher dividend yield at 4.81%, compared with 2.82% for RODM.

EFV tracks MSCI EAFE Value Index (Net), 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: 0.31% for EFV and 0.29% for RODM.

RODM currently has the higher Sharpe Ratio (2.21 vs 1.96), 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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