NSRIX vs. RODM
Compare and contrast key facts about Northern Global Sustainability Index Fund (NSRIX) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM).
NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008. RODM is a passively managed fund by Hartford that tracks the performance of the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. It was launched on Feb 25, 2015.
Performance
NSRIX vs. RODM - Performance Comparison
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NSRIX vs. RODM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | -4.47% | 21.03% | 17.02% | 25.44% | -19.45% | 24.60% | 15.49% | 28.29% | -7.65% | 21.21% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 7.69% | 34.42% | 8.02% | 15.76% | -14.54% | 11.11% | -0.62% | 17.15% | -9.97% | 25.14% |
Returns By Period
In the year-to-date period, NSRIX achieves a -4.47% return, which is significantly lower than RODM's 7.69% return. Over the past 10 years, NSRIX has outperformed RODM with an annualized return of 11.73%, while RODM has yielded a comparatively lower 8.84% annualized return.
NSRIX
- 1D
- 3.03%
- 1M
- -6.03%
- YTD
- -4.47%
- 6M
- -1.31%
- 1Y
- 19.52%
- 3Y*
- 16.16%
- 5Y*
- 9.78%
- 10Y*
- 11.73%
RODM
- 1D
- 1.01%
- 1M
- -2.35%
- YTD
- 7.69%
- 6M
- 13.13%
- 1Y
- 32.16%
- 3Y*
- 19.45%
- 5Y*
- 10.14%
- 10Y*
- 8.84%
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NSRIX vs. RODM - Expense Ratio Comparison
Both NSRIX and RODM have an expense ratio of 0.29%.
Return for Risk
NSRIX vs. RODM — Risk / Return Rank
NSRIX
RODM
NSRIX vs. RODM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Global Sustainability Index Fund (NSRIX) 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.
| NSRIX | RODM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 2.41 | -1.24 |
Sortino ratioReturn per unit of downside risk | 1.79 | 3.15 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.49 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 3.48 | -2.23 |
Martin ratioReturn relative to average drawdown | 5.53 | 16.44 | -10.91 |
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
| NSRIX | RODM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 2.41 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.76 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.58 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.50 | -0.08 |
Correlation
The correlation between NSRIX and RODM is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NSRIX vs. RODM - Dividend Comparison
NSRIX's dividend yield for the trailing twelve months is around 5.92%, more than RODM's 2.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | 5.92% | 5.66% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 2.89% | 3.11% | 4.09% | 4.42% | 3.81% | 4.41% | 2.82% | 2.82% | 2.03% | 2.24% | 3.19% | 2.60% |
Drawdowns
NSRIX vs. RODM - Drawdown Comparison
The maximum NSRIX drawdown since its inception was -55.30%, which is greater than RODM's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for NSRIX and RODM.
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Drawdown Indicators
| NSRIX | RODM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -35.98% | -19.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -9.40% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -28.85% | +0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -35.98% | +2.32% |
Current DrawdownCurrent decline from peak | -7.64% | -3.14% | -4.50% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -6.46% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 1.99% | +0.96% |
Volatility
NSRIX vs. RODM - Volatility Comparison
Northern Global Sustainability Index Fund (NSRIX) has a higher volatility of 5.96% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 5.20%. This indicates that NSRIX'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
| NSRIX | RODM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 5.20% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 7.95% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.42% | 13.39% | +4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 13.42% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 15.21% | +1.88% |