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IJR vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJR vs. RODM

Last updated Jun 14, 2026

IJR (iShares Core S&P Small-Cap ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both exchange-traded funds - IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index, while RODM is a Foreign Large Cap Equities fund tracking the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. Both are passively managed. Over the past 10 years, IJR returned 11.16%/yr vs 9.30%/yr for RODM. A 0.64 correlation means they provide meaningful diversification when combined. IJR charges 0.06%/yr vs 0.29%/yr for RODM.

Performance

IJR vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Small-Cap ETF (IJR) 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, IJR achieves a 19.73% return, which is significantly higher than RODM's 12.24% return. Over the past 10 years, IJR has outperformed RODM with an annualized return of 11.16%, while RODM has yielded a comparatively lower 9.30% annualized return.

IJR

1D
0.97%
1M
5.53%
YTD
19.73%
6M
16.47%
1Y
37.01%
3Y*
14.75%
5Y*
6.25%
10Y*
11.16%

RODM

1D
0.10%
1M
0.36%
YTD
12.24%
6M
13.78%
1Y
26.14%
3Y*
20.24%
5Y*
9.72%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJR vs. RODM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJR
iShares Core S&P Small-Cap ETF		19.73%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		12.24%34.42%8.02%15.76%-14.54%11.11%-0.62%17.15%-9.97%25.14%

Correlation

The correlation between IJR and RODM is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.62

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

0.64

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

0.69

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

0.67

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

0.64

The correlation between IJR and RODM has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

IJR vs. RODM - Sectors Allocation Comparison

Sectors
IJR
RODM

Financial Services

16.0%
25.9%

Industrials

16.0%
16.6%

Technology

15.9%
10.8%

Consumer Cyclical

12.5%
5.8%

Healthcare

11.0%
8.9%

Real Estate

7.5%
3.5%

Energy

6.8%
6.8%

Basic Materials

4.7%
6.4%

Communication Services

3.2%
5.5%

Consumer Defensive

3.2%
4.0%

Utilities

1.9%
4.9%

Financial Services

IJR
16.0%
RODM
25.9%

Industrials

IJR
16.0%
RODM
16.6%

Technology

IJR
15.9%
RODM
10.8%

Consumer Cyclical

IJR
12.5%
RODM
5.8%

Healthcare

IJR
11.0%
RODM
8.9%

Real Estate

IJR
7.5%
RODM
3.5%

Energy

IJR
6.8%
RODM
6.8%

Basic Materials

IJR
4.7%
RODM
6.4%

Communication Services

IJR
3.2%
RODM
5.5%

Consumer Defensive

IJR
3.2%
RODM
4.0%

Utilities

IJR
1.9%
RODM
4.9%

Compare stocks, funds, or ETFs

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

iShares Core S&P Small-Cap ETF

Hartford Multifactor Developed Markets (ex-US) ETF

Often compared with IJR:
IJR vs. IWMIJR vs. VBIJR vs. AVUVIJR vs. IJSIJR vs. IJHIJR vs. SCHAIJR vs. VBR
Often compared with RODM:
RODM vs. NSRIXRODM vs. GLOFRODM vs. VEARODM vs. SCHFRODM vs. VYMIRODM vs. SPMORODM vs. IVLU

Return for Risk

IJR vs. RODM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJR
IJR Risk / Return Rank: 7474
Overall Rank
IJR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 7272
Sortino Ratio Rank
IJR Omega Ratio Rank: 6464
Omega Ratio Rank
IJR Calmar Ratio Rank: 8484
Calmar Ratio Rank
IJR Martin Ratio Rank: 7979
Martin Ratio Rank
RODM
RODM Risk / Return Rank: 8181
Overall Rank
RODM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 8383
Sortino Ratio Rank
RODM Omega Ratio Rank: 8181
Omega Ratio Rank
RODM Calmar Ratio Rank: 7878
Calmar Ratio Rank
RODM Martin Ratio Rank: 8282
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.

IJR vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) 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.

IJRRODMDifference
Sharpe ratioReturn per unit of total volatility
1.94
2.31

-0.37

Sortino ratioReturn per unit of downside risk
2.80
3.24

-0.44

Omega ratioGain probability vs. loss probability

1.33

1.42

-0.09

Calmar ratioReturn relative to maximum drawdown

3.97

3.58

+0.40

Martin ratioReturn relative to average drawdown

13.35

14.22

-0.87

IJR vs. RODM - Sharpe Ratio Comparison

The current IJR Sharpe Ratio is 1.94, which is comparable to the RODM Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IJR 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

IJR vs. RODM - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, which is greater than RODM's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for IJR and RODM.

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Drawdown Indicators

IJRRODMDifference

Max Drawdown

Largest peak-to-trough decline

-58.15%

-35.98%

-22.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-7.10%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-28.02%

-10.58%

-17.44%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-28.85%

+0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

-35.98%

-8.38%

Current Drawdown

Current decline from peak

0.00%

-0.31%

+0.31%

Average Drawdown

Average peak-to-trough decline

-9.27%

-6.37%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.78%

+0.81%

Volatility

IJR vs. RODM - Volatility Comparison

iShares Core S&P Small-Cap ETF (IJR) has a higher volatility of 5.18% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.54%. This indicates that IJR'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

IJRRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

3.54%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

8.76%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.76%

11.02%

+6.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.43%

13.47%

+7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

15.21%

+7.71%

IJR vs. RODM - Expense Ratio Comparison

IJR has a 0.06% expense ratio, which is lower than RODM's 0.29% expense ratio.

Dividends

IJR vs. RODM - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 1.11%, less than RODM's 2.77% yield.

PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF		1.11%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		2.77%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

IJR and RODM have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJR has higher volatility (5.18%) compared to RODM (3.54%). In terms of maximum drawdown, IJR dropped -58.15% vs RODM's -35.98%.

On 10-year performance, IJR leads with 11.16% vs 9.30% for RODM. On fees, IJR is cheaper at 0.06% per year. On volatility, RODM has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJR has performed better with a 11.16% return vs 9.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJR is cheaper with a 0.06% expense ratio, compared with 0.29% for RODM.

RODM has the higher dividend yield at 2.77%, compared with 1.11% for IJR.

IJR is categorized as Small Cap Blend Equities, while RODM is Foreign Large Cap Equities. IJR tracks S&P SmallCap 600 Index, 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: 0.06% for IJR and 0.29% for RODM.

RODM currently has the higher Sharpe Ratio (2.31 vs 1.94), 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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