JIG vs. RODM

Last updated Jun 26, 2026

JIG (JPMorgan International Growth ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds. JIG is actively managed, while RODM is passively managed. Over the past 5 years, JIG returned 3.39%/yr vs 9.70%/yr for RODM. Their correlation of 0.81 suggests significant overlap in exposure. JIG charges 0.55%/yr vs 0.29%/yr for RODM.

Performance

JIG vs. RODM - Performance Comparison

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

Returns By Period

In the year-to-date period, JIG achieves a 17.36% return, which is significantly higher than RODM's 10.75% return.

JIG

• 1D: 0.68%
• 1M: 2.33%
• YTD: 17.36%
• 6M: 16.93%
• 1Y: 25.52%
• 3Y*: 16.20%
• 5Y*: 3.39%
• 10Y*: —

RODM

• 1D: 0.72%
• 1M: -1.64%
• YTD: 10.75%
• 6M: 10.29%
• 1Y: 24.32%
• 3Y*: 20.28%
• 5Y*: 9.70%
• 10Y*: 9.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIG vs. RODM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
JIG JPMorgan International Growth ETF	17.36%	20.10%	8.84%	13.00%	-30.57%	6.40%	40.04%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	10.75%	34.42%	8.02%	15.76%	-14.54%	11.11%	24.62%

Correlation

The correlation between JIG and RODM is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since May 21, 2020	0.81

The correlation between JIG and RODM shifts across timeframes, from 0.70 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

JIG vs. RODM - Sectors Allocation Comparison

Sectors	JIG	RODM
Technology	24.3%	10.5%
Industrials	17.2%	16.7%
Consumer Cyclical	8.2%	6.0%
Financial Services	6.3%	26.6%
Basic Materials	3.6%	6.4%
Healthcare	2.8%	9.0%
Communication Services	2.4%	5.5%
Utilities	2.4%	4.8%
Consumer Defensive	0.7%	4.0%
Energy	0.6%	6.3%
Real Estate	0.6%	3.5%

Return for Risk

JIG vs. RODM — Risk / Return Rank

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

JIG

JIG Risk / Return Rank: 43
JIG Sharpe Ratio Rank: 40
JIG Sortino Ratio Rank: 38
JIG Omega Ratio Rank: 41
JIG Calmar Ratio Rank: 45
JIG Martin Ratio Rank: 49

RODM

RODM Risk / Return Rank: 79
RODM Sharpe Ratio Rank: 81
RODM Sortino Ratio Rank: 82
RODM Omega Ratio Rank: 79
RODM Calmar Ratio Rank: 76
RODM Martin Ratio Rank: 80

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.

JIG vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) 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.

	JIG	RODM	Difference
Sharpe ratio: Return per unit of total volatility	1.27	2.24	-0.96
Sortino ratio: Return per unit of downside risk	1.81	3.15	-1.34
Omega ratio: Gain probability vs. loss probability	1.24	1.41	-0.17
Calmar ratio: Return relative to maximum drawdown	1.98	3.44	-1.46
Martin ratio: Return relative to average drawdown	7.35	13.54	-6.19

JIG vs. RODM - Sharpe Ratio Comparison

The current JIG Sharpe Ratio is 1.27, which is lower than the RODM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of JIG 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.

Drawdowns

JIG vs. RODM - Drawdown Comparison

The maximum JIG drawdown since its inception was -43.75%, which is greater than RODM's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for JIG and RODM.

Drawdown Indicators

	JIG	RODM	Difference
Max Drawdown Largest peak-to-trough decline	-43.75%	-35.98%	-7.77%
Max Drawdown (1Y) Largest decline over 1 year	-12.94%	-7.10%	-5.84%
Max Drawdown (3Y) Largest decline over 3 years	-16.04%	-10.58%	-5.46%
Max Drawdown (5Y) Largest decline over 5 years	-43.75%	-28.85%	-14.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.98%	—
Current Drawdown Current decline from peak	-2.98%	-1.64%	-1.34%
Average Drawdown Average peak-to-trough decline	-16.64%	-6.35%	-10.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	1.80%	+1.68%

Volatility

JIG vs. RODM - Volatility Comparison

JPMorgan International Growth ETF (JIG) has a higher volatility of 9.22% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.29%. This indicates that JIG'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.

Volatility by Period

	JIG	RODM	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.22%	3.29%	+5.93%
Volatility (6M) Calculated over the trailing 6-month period	18.15%	8.78%	+9.37%
Volatility (1Y) Calculated over the trailing 1-year period	20.12%	10.93%	+9.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.33%	13.45%	+5.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.27%	15.07%	+4.20%

JIG vs. RODM - Expense Ratio Comparison

JIG has a 0.55% expense ratio, which is higher than RODM's 0.29% expense ratio.

Dividends

JIG vs. RODM - Dividend Comparison

JIG's dividend yield for the trailing twelve months is around 1.92%, less than RODM's 2.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JIG JPMorgan International Growth ETF	1.92%	2.25%	1.70%	1.69%	0.91%	1.35%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	2.88%	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

Can I hold both JIG and RODM in my portfolio?

JIG and RODM have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIG or RODM?

JIG has higher volatility (9.22%) compared to RODM (3.29%). In terms of maximum drawdown, JIG dropped -43.75% vs RODM's -35.98%.

Which ETF is better, JIG or RODM?

On 5-year performance, RODM leads with 9.70% vs 3.39% for JIG. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIG or RODM?

Over the 5-year period, RODM has performed better with a 9.70% return vs 3.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIG or RODM?

RODM is cheaper with a 0.29% expense ratio, compared with 0.55% for JIG.

Which ETF pays a higher dividend yield, JIG or RODM?

RODM has the higher dividend yield at 2.88%, compared with 1.92% for JIG.

What is the main difference between JIG and RODM?

They also come from different issuers: JPMorgan and Hartford. Their fees differ too: 0.55% for JIG and 0.29% for RODM.

Which has better risk-adjusted returns?

RODM currently has the higher Sharpe Ratio (2.24 vs 1.27), 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.