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ESIM vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIM vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide International ETF (ESIM) 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, ESIM achieves a 15.60% return, which is significantly higher than RODM's 9.95% return.


ESIM

1D
-0.47%
1M
2.21%
YTD
15.60%
6M
15.29%
1Y
3Y*
5Y*
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)

ESIM vs. RODM - Yearly Performance Comparison


Correlation

The correlation between ESIM and RODM is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 17, 2025

0.77

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Return for Risk

ESIM vs. RODM — Risk / Return Rank

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

ESIM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

ESIM vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide International ETF (ESIM) 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.


ESIMRODMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.23

Martin ratioReturn relative to average drawdown

12.73

ESIM vs. RODM - Sharpe Ratio Comparison


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Drawdowns

ESIM vs. RODM - Drawdown Comparison

The maximum ESIM drawdown since its inception was -11.26%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for ESIM and RODM.


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Drawdown Indicators


ESIMRODMDifference

Max Drawdown

Largest peak-to-trough decline

-11.26%

-35.98%

+24.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

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

-3.29%

-2.34%

-0.95%

Average Drawdown

Average peak-to-trough decline

-2.17%

-6.35%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

Volatility

ESIM vs. RODM - Volatility Comparison


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Volatility by Period


ESIMRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

10.94%

+6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

13.45%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

15.07%

+2.07%

ESIM vs. RODM - Expense Ratio Comparison

ESIM has a 0.59% expense ratio, which is higher than RODM's 0.29% expense ratio.


Dividends

ESIM vs. RODM - Dividend Comparison

ESIM's dividend yield for the trailing twelve months is around 0.19%, less than RODM's 2.83% yield.


PositionTTM20252024202320222021202020192018201720162015
ESIM
Eventide International ETF
0.19%0.03%0.00%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
2.83%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


ESIM and RODM have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RODM is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RODM is cheaper with a 0.29% expense ratio, compared with 0.59% for ESIM.

RODM has the higher dividend yield at 2.83%, compared with 0.19% for ESIM.

They also come from different issuers: Eventide and Hartford. Their fees differ too: 0.59% for ESIM and 0.29% for RODM.

Portfolio Optimizer

Find the right allocation for ESIM and RODM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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