JPIN vs. RODM

Last updated Jun 25, 2026

JPIN (J.P. Morgan Diversified Return International Equity ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds - JPIN tracks the JPMorgan Diversified Factor International Equity Index while RODM tracks the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. Both are passively managed. Over the past 10 years, JPIN returned 8.14%/yr vs 9.29%/yr for RODM. Their correlation of 0.88 suggests significant overlap in exposure. JPIN charges 0.37%/yr vs 0.29%/yr for RODM.

Performance

JPIN vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.P. Morgan Diversified Return International Equity ETF (JPIN) 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, JPIN achieves a 6.95% return, which is significantly lower than RODM's 9.95% return. Over the past 10 years, JPIN has underperformed RODM with an annualized return of 8.14%, while RODM has yielded a comparatively higher 9.29% annualized return.

JPIN

• 1D: 0.17%
• 1M: -1.77%
• YTD: 6.95%
• 6M: 6.56%
• 1Y: 18.84%
• 3Y*: 17.21%
• 5Y*: 7.47%
• 10Y*: 8.14%

RODM

• 1D: -0.18%
• 1M: -1.99%
• YTD: 9.95%
• 6M: 9.50%
• 1Y: 22.82%
• 3Y*: 20.09%
• 5Y*: 9.54%
• 10Y*: 9.29%

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

JPIN vs. RODM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JPIN J.P. Morgan Diversified Return International Equity ETF	6.95%	33.27%	2.66%	17.45%	-14.14%	6.79%	4.85%	16.07%	-13.12%	25.32%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	9.95%	34.42%	8.02%	15.76%	-14.54%	11.11%	-0.62%	17.15%	-9.97%	25.14%

Correlation

The correlation between JPIN and RODM is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015	0.88

The correlation between JPIN and RODM has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

JPIN vs. RODM - Sectors Allocation Comparison

Sectors	JPIN	RODM
Industrials	10.2%	16.7%
Basic Materials	8.9%	6.4%
Consumer Defensive	8.2%	4.0%
Utilities	7.1%	4.8%
Communication Services	7.0%	5.5%
Financial Services	7.0%	26.6%
Healthcare	6.7%	9.0%
Real Estate	6.5%	3.5%
Consumer Cyclical	5.7%	6.0%
Energy	4.4%	6.3%
Technology	4.4%	10.5%

Return for Risk

JPIN vs. RODM — Risk / Return Rank

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

JPIN

JPIN Risk / Return Rank: 41
JPIN Sharpe Ratio Rank: 42
JPIN Sortino Ratio Rank: 41
JPIN Omega Ratio Rank: 41
JPIN Calmar Ratio Rank: 40
JPIN Martin Ratio Rank: 42

RODM

RODM Risk / Return Rank: 74
RODM Sharpe Ratio Rank: 75
RODM Sortino Ratio Rank: 76
RODM Omega Ratio Rank: 74
RODM Calmar Ratio Rank: 72
RODM Martin Ratio Rank: 76

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.

JPIN vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return International Equity ETF (JPIN) 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.

	JPIN	RODM	Difference
Sharpe ratio: Return per unit of total volatility	1.34	2.10	-0.76
Sortino ratio: Return per unit of downside risk	1.92	2.98	-1.06
Omega ratio: Gain probability vs. loss probability	1.25	1.38	-0.14
Calmar ratio: Return relative to maximum drawdown	1.82	3.23	-1.41
Martin ratio: Return relative to average drawdown	6.12	12.73	-6.61

JPIN vs. RODM - Sharpe Ratio Comparison

The current JPIN Sharpe Ratio is 1.34, which is lower than the RODM Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of JPIN 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

JPIN vs. RODM - Drawdown Comparison

The maximum JPIN drawdown since its inception was -36.69%, roughly equal to the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for JPIN and RODM.

Drawdown Indicators

	JPIN	RODM	Difference
Max Drawdown Largest peak-to-trough decline	-36.69%	-35.98%	-0.71%
Max Drawdown (1Y) Largest decline over 1 year	-10.41%	-7.10%	-3.31%
Max Drawdown (3Y) Largest decline over 3 years	-12.32%	-10.58%	-1.74%
Max Drawdown (5Y) Largest decline over 5 years	-29.61%	-28.85%	-0.76%
Max Drawdown (10Y) Largest decline over 10 years	-36.69%	-35.98%	-0.71%
Current Drawdown Current decline from peak	-5.32%	-2.34%	-2.98%
Average Drawdown Average peak-to-trough decline	-7.01%	-6.35%	-0.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	1.80%	+1.29%

Volatility

JPIN vs. RODM - Volatility Comparison

J.P. Morgan Diversified Return International Equity ETF (JPIN) has a higher volatility of 4.93% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.21%. This indicates that JPIN'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

	JPIN	RODM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.93%	3.21%	+1.72%
Volatility (6M) Calculated over the trailing 6-month period	12.09%	8.76%	+3.33%
Volatility (1Y) Calculated over the trailing 1-year period	14.16%	10.94%	+3.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.62%	13.45%	+1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.81%	15.07%	+0.74%

JPIN vs. RODM - Expense Ratio Comparison

JPIN has a 0.37% expense ratio, which is higher than RODM's 0.29% expense ratio.

Dividends

JPIN vs. RODM - Dividend Comparison

JPIN's dividend yield for the trailing twelve months is around 4.27%, more than RODM's 2.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPIN J.P. Morgan Diversified Return International Equity ETF	4.27%	4.50%	4.20%	6.22%	3.06%	5.03%	2.45%	3.30%	2.72%	2.12%	1.67%	2.18%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	2.83%	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 JPIN and RODM in my portfolio?

JPIN and RODM have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JPIN or RODM?

JPIN has higher volatility (4.93%) compared to RODM (3.21%). In terms of maximum drawdown, JPIN dropped -36.69% vs RODM's -35.98%.

Which ETF is better, JPIN or RODM?

On 10-year performance, RODM leads with 9.29% vs 8.14% for JPIN. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JPIN or RODM?

Over the 10-year period, RODM has performed better with a 9.29% return vs 8.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JPIN or RODM?

RODM is cheaper with a 0.29% expense ratio, compared with 0.37% for JPIN.

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

JPIN has the higher dividend yield at 4.27%, compared with 2.83% for RODM.

What is the main difference between JPIN and RODM?

JPIN tracks JPMorgan Diversified Factor International Equity Index, while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: JPMorgan and Hartford. Their fees differ too: 0.37% for JPIN and 0.29% for RODM.

Which has better risk-adjusted returns?

RODM currently has the higher Sharpe Ratio (2.10 vs 1.34), 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.