PortfoliosLab logoPortfoliosLab logo
IDYN vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDYN vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Equity Factor Rotation Active ETF (IDYN) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IDYN achieves a 6.26% return, which is significantly lower than RODM's 9.64% return.


IDYN

1D
-2.79%
1M
-2.27%
YTD
6.26%
6M
8.83%
1Y
3Y*
5Y*
10Y*

RODM

1D
-1.70%
1M
-1.07%
YTD
9.64%
6M
12.41%
1Y
23.19%
3Y*
19.77%
5Y*
9.31%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDYN vs. RODM - Yearly Performance Comparison


Correlation

The correlation between IDYN and RODM is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 8, 2025

0.86

Compare stocks, funds, or ETFs

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


Return for Risk

IDYN vs. RODM — Risk / Return Rank

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

IDYN

RODM
RODM Risk / Return Rank: 7171
Overall Rank
RODM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 7070
Sortino Ratio Rank
RODM Omega Ratio Rank: 6969
Omega Ratio Rank
RODM Calmar Ratio Rank: 6969
Calmar Ratio Rank
RODM Martin Ratio Rank: 7474
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.

IDYN vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) 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.


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

IDYN vs. RODM - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IDYNRODMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.51

+0.78

Drawdowns

IDYN vs. RODM - Drawdown Comparison

The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for IDYN and RODM.


Loading charts...

Drawdown Indicators


IDYNRODMDifference

Max Drawdown

Largest peak-to-trough decline

-12.68%

-35.98%

+23.30%

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

-6.16%

-2.62%

-3.54%

Average Drawdown

Average peak-to-trough decline

-2.46%

-6.38%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

Volatility

IDYN vs. RODM - Volatility Comparison


Loading charts...

Volatility by Period


IDYNRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

10.85%

+6.29%

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%

15.24%

+1.90%

IDYN vs. RODM - Expense Ratio Comparison

IDYN has a 0.40% expense ratio, which is higher than RODM's 0.29% expense ratio.


Dividends

IDYN vs. RODM - Dividend Comparison

IDYN's dividend yield for the trailing twelve months is around 0.39%, less than RODM's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
IDYN
iShares International Equity Factor Rotation Active ETF
0.39%0.42%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
2.84%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


IDYN and RODM have a correlation of 0.86, 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 0.40% for IDYN.

RODM has the higher dividend yield at 2.84%, compared with 0.39% for IDYN.

They also come from different issuers: iShares and Hartford. Their fees differ too: 0.40% for IDYN and 0.29% for RODM.

Portfolio Optimizer

Find the right allocation for IDYN 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.

Open Portfolio Optimizer