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HMOP vs. ROAM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMOP vs. ROAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Municipal Opportunities ETF (HMOP) and Hartford Multifactor Emerging Markets ETF (ROAM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HMOP achieves a 1.60% return, which is significantly lower than ROAM's 26.83% return.


HMOP

1D
0.08%
1M
0.76%
YTD
1.60%
6M
1.88%
1Y
6.92%
3Y*
4.61%
5Y*
1.40%
10Y*

ROAM

1D
-1.60%
1M
8.68%
YTD
26.83%
6M
28.99%
1Y
51.96%
3Y*
26.00%
5Y*
12.31%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMOP vs. ROAM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMOP
Hartford Municipal Opportunities ETF
1.60%4.70%2.52%6.83%-8.37%1.80%5.52%7.77%1.59%0.05%
ROAM
Hartford Multifactor Emerging Markets ETF
26.83%32.08%6.21%21.28%-14.78%9.32%2.24%8.89%-12.24%4.30%

Correlation

The correlation between HMOP and ROAM is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.18

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

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2017

0.06

Over the past year, HMOP and ROAM have become more correlated (0.28) than their long-term average of 0.06, meaning their price movements have been converging.

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Return for Risk

HMOP vs. ROAM — Risk / Return Rank

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

HMOP
HMOP Risk / Return Rank: 7070
Overall Rank
HMOP Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HMOP Sortino Ratio Rank: 8585
Sortino Ratio Rank
HMOP Omega Ratio Rank: 8686
Omega Ratio Rank
HMOP Calmar Ratio Rank: 5252
Calmar Ratio Rank
HMOP Martin Ratio Rank: 5050
Martin Ratio Rank

ROAM
ROAM Risk / Return Rank: 9191
Overall Rank
ROAM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ROAM Sortino Ratio Rank: 9292
Sortino Ratio Rank
ROAM Omega Ratio Rank: 9292
Omega Ratio Rank
ROAM Calmar Ratio Rank: 8989
Calmar Ratio Rank
ROAM Martin Ratio Rank: 8989
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.

HMOP vs. ROAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Municipal Opportunities ETF (HMOP) and Hartford Multifactor Emerging Markets ETF (ROAM). 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.


HMOPROAMDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.53

1.63

-0.10

Calmar ratioReturn relative to maximum drawdown

2.57

5.27

-2.69

Martin ratioReturn relative to average drawdown

8.36

19.91

-11.55

HMOP vs. ROAM - Sharpe Ratio Comparison

The current HMOP Sharpe Ratio is 2.56, which is comparable to the ROAM Sharpe Ratio of 3.50. The chart below compares the historical Sharpe Ratios of HMOP and ROAM, 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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Sharpe Ratios by Period


HMOPROAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

3.50

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.81

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.38

+0.26

Drawdowns

HMOP vs. ROAM - Drawdown Comparison

The maximum HMOP drawdown since its inception was -13.12%, smaller than the maximum ROAM drawdown of -45.47%. Use the drawdown chart below to compare losses from any high point for HMOP and ROAM.


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Drawdown Indicators


HMOPROAMDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-45.47%

+32.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-9.92%

+7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

-16.79%

+11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-13.12%

-27.07%

+13.95%

Max Drawdown (10Y)

Largest decline over 10 years

-45.47%

Current Drawdown

Current decline from peak

-0.71%

-1.60%

+0.89%

Average Drawdown

Average peak-to-trough decline

-2.47%

-11.13%

+8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

2.62%

-1.79%

Volatility

HMOP vs. ROAM - Volatility Comparison

The current volatility for Hartford Municipal Opportunities ETF (HMOP) is 0.77%, while Hartford Multifactor Emerging Markets ETF (ROAM) has a volatility of 6.41%. This indicates that HMOP experiences smaller price fluctuations and is considered to be less risky than ROAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMOPROAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

6.41%

-5.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

12.76%

-10.98%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

14.93%

-12.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

15.23%

-11.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

17.87%

-13.61%

HMOP vs. ROAM - Expense Ratio Comparison

HMOP has a 0.29% expense ratio, which is lower than ROAM's 0.44% expense ratio.


Dividends

HMOP vs. ROAM - Dividend Comparison

HMOP's dividend yield for the trailing twelve months is around 3.45%, more than ROAM's 2.50% yield.


PositionTTM20252024202320222021202020192018201720162015
HMOP
Hartford Municipal Opportunities ETF
3.45%3.40%3.22%2.92%2.12%1.67%5.26%2.87%2.27%0.00%0.00%0.00%
ROAM
Hartford Multifactor Emerging Markets ETF
2.50%3.17%4.15%5.40%5.23%4.22%3.04%3.55%2.54%1.84%1.89%2.25%

Frequently Asked Questions


HMOP and ROAM have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROAM has higher volatility (6.41%) compared to HMOP (0.77%). In terms of maximum drawdown, HMOP dropped -13.12% vs ROAM's -45.47%.

On 5-year performance, ROAM leads with 12.31% vs 1.40% for HMOP. On fees, HMOP is cheaper at 0.29% per year. On volatility, HMOP has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ROAM has performed better with a 12.31% return vs 1.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HMOP is cheaper with a 0.29% expense ratio, compared with 0.44% for ROAM.

HMOP has the higher dividend yield at 3.45%, compared with 2.50% for ROAM.

HMOP is categorized as Municipal Bonds, while ROAM is Emerging Markets Equities. Their fees differ too: 0.29% for HMOP and 0.44% for ROAM.

ROAM currently has the higher Sharpe Ratio (3.50 vs 2.56), 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.

Portfolio Optimizer

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