JDVI vs. RODM
JDVI (John Hancock Disciplined Value International Select ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds. JDVI is actively managed, while RODM is passively managed. Over the past year, JDVI returned 31.81% vs 25.55% for RODM. Their correlation of 0.86 suggests significant overlap in exposure. JDVI charges 0.69%/yr vs 0.29%/yr for RODM.
Performance
JDVI vs. RODM - Performance Comparison
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Returns By Period
In the year-to-date period, JDVI achieves a 12.15% return, which is significantly higher than RODM's 11.53% return.
JDVI
- 1D
- -0.89%
- 1M
- 5.02%
- YTD
- 12.15%
- 6M
- 15.78%
- 1Y
- 31.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RODM
- 1D
- 0.49%
- 1M
- 0.81%
- YTD
- 11.53%
- 6M
- 14.47%
- 1Y
- 25.55%
- 3Y*
- 20.76%
- 5Y*
- 9.68%
- 10Y*
- 8.86%
JDVI vs. RODM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JDVI John Hancock Disciplined Value International Select ETF | 12.15% | 42.97% | 0.68% | 2.25% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 11.53% | 34.42% | 8.02% | 2.80% |
Correlation
The correlation between JDVI and RODM is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2023 | 0.86 |
The correlation between JDVI and RODM has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
JDVI vs. RODM - Sectors Allocation Comparison
Sectors
JDVI
RODM
Financial Services
Basic Materials
Industrials
Healthcare
Technology
Communication Services
Energy
Consumer Defensive
Consumer Cyclical
Real Estate
-
Utilities
-
Financial Services
JDVI
RODM
Basic Materials
JDVI
RODM
Industrials
JDVI
RODM
Healthcare
JDVI
RODM
Technology
JDVI
RODM
Communication Services
JDVI
RODM
Energy
JDVI
RODM
Consumer Defensive
JDVI
RODM
Consumer Cyclical
JDVI
RODM
Real Estate
JDVI
-
RODM
Utilities
JDVI
-
RODM
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Return for Risk
JDVI vs. RODM — Risk / Return Rank
JDVI
RODM
JDVI vs. RODM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Select ETF (JDVI) 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.
| JDVI | RODM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.44 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 3.61 | -1.06 |
| Martin ratioReturn relative to average drawdown | 9.67 | 14.53 | -4.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JDVI | RODM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.40 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.39 | 0.52 | +0.88 |
Drawdowns
JDVI vs. RODM - Drawdown Comparison
The maximum JDVI drawdown since its inception was -14.97%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for JDVI and RODM.
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Drawdown Indicators
| JDVI | RODM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.97% | -35.98% | +21.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -7.10% | -5.40% |
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 DrawdownCurrent decline from peak | -0.89% | -0.94% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -6.38% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 1.76% | +1.54% |
Volatility
JDVI vs. RODM - Volatility Comparison
John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 5.86% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.06%. This indicates that JDVI'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
| JDVI | RODM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 3.06% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 8.40% | +5.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 10.70% | +5.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 13.43% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 15.24% | +1.18% |
JDVI vs. RODM - Expense Ratio Comparison
JDVI has a 0.69% expense ratio, which is higher than RODM's 0.29% expense ratio.
Dividends
JDVI vs. RODM - Dividend Comparison
JDVI's dividend yield for the trailing twelve months is around 2.16%, less than RODM's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDVI John Hancock Disciplined Value International Select ETF | 2.16% | 2.43% | 1.87% | 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 | 2.79% | 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
JDVI and RODM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JDVI has higher volatility (5.86%) compared to RODM (3.06%). In terms of maximum drawdown, JDVI dropped -14.97% vs RODM's -35.98%.
On 1-year performance, JDVI leads with 31.81% vs 25.55% for RODM. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JDVI has performed better with a 31.81% return vs 25.55%. 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 0.69% for JDVI.
RODM has the higher dividend yield at 2.79%, compared with 2.16% for JDVI.
They also come from different issuers: John Hancock and Hartford. Their fees differ too: 0.69% for JDVI and 0.29% for RODM.
RODM currently has the higher Sharpe Ratio (2.40 vs 1.95), 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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