FIDI vs. RODM
FIDI (Fidelity International High Dividend ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds - FIDI tracks the Fidelity® International High Dividend Index while RODM tracks the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. Both are passively managed. Over the past 5 years, FIDI returned 10.52%/yr vs 9.67%/yr for RODM. Their correlation of 0.88 suggests significant overlap in exposure. FIDI charges 0.39%/yr vs 0.29%/yr for RODM.
Performance
FIDI vs. RODM - Performance Comparison
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Returns By Period
In the year-to-date period, FIDI achieves a 7.55% return, which is significantly lower than RODM's 10.16% return.
FIDI
- 1D
- -0.58%
- 1M
- -2.55%
- YTD
- 7.55%
- 6M
- 7.30%
- 1Y
- 24.00%
- 3Y*
- 18.77%
- 5Y*
- 10.52%
- 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%
FIDI vs. RODM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 7.55% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -19.49% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 10.16% | 34.42% | 8.02% | 15.76% | -14.54% | 11.11% | -0.62% | 17.15% | -13.14% |
Correlation
The correlation between FIDI and RODM is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2018 | 0.88 |
The correlation between FIDI and RODM has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
FIDI vs. RODM — Risk / Return Rank
FIDI
RODM
FIDI vs. RODM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) 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.
| FIDI | RODM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 3.40 | +0.07 |
| Martin ratioReturn relative to average drawdown | 12.08 | 13.45 | -1.37 |
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Drawdowns
FIDI vs. RODM - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, which is greater than RODM's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for FIDI and RODM.
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Drawdown Indicators
| FIDI | RODM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.34% | -35.98% | -10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -7.10% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -12.09% | -10.58% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -28.85% | +2.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.98% | — |
Current DrawdownCurrent decline from peak | -3.47% | -2.16% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -6.36% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.79% | +0.20% |
Volatility
FIDI vs. RODM - Volatility Comparison
Fidelity International High Dividend ETF (FIDI) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM) have volatilities of 3.25% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDI | RODM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 3.21% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 8.77% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 10.95% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 13.45% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 15.08% | +3.62% |
FIDI vs. RODM - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is higher than RODM's 0.29% expense ratio.
Dividends
FIDI vs. RODM - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 4.19%, more than RODM's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.19% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 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
With a correlation of 0.91, FIDI 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.
FIDI has higher volatility (3.25%) compared to RODM (3.21%). In terms of maximum drawdown, FIDI dropped -46.34% vs RODM's -35.98%.
On 5-year performance, FIDI leads with 10.52% vs 9.67% for RODM. On fees, RODM is cheaper at 0.29% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FIDI has performed better with a 10.52% return vs 9.67%. 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 0.39% for FIDI.
FIDI has the higher dividend yield at 4.19%, compared with 2.82% for RODM.
FIDI tracks Fidelity® International High Dividend Index, while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: Fidelity and Hartford. Their fees differ too: 0.39% for FIDI and 0.29% for RODM.
RODM currently has the higher Sharpe Ratio (2.21 vs 2.05), 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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