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 The Hartford that tracks the performance of the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. It was launched on Feb 25, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSRIX or RODM.
Correlation
The correlation between NSRIX and RODM is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NSRIX vs. RODM - Performance Comparison
Key characteristics
NSRIX:
0.17
RODM:
1.42
NSRIX:
0.37
RODM:
1.98
NSRIX:
1.05
RODM:
1.29
NSRIX:
0.16
RODM:
1.87
NSRIX:
0.55
RODM:
6.75
NSRIX:
5.90%
RODM:
2.93%
NSRIX:
18.62%
RODM:
14.00%
NSRIX:
-55.34%
RODM:
-35.98%
NSRIX:
-11.19%
RODM:
-0.22%
Returns By Period
In the year-to-date period, NSRIX achieves a -3.40% return, which is significantly lower than RODM's 11.75% return. Over the past 10 years, NSRIX has outperformed RODM with an annualized return of 7.49%, while RODM has yielded a comparatively lower 5.70% annualized return.
NSRIX
-3.40%
-1.66%
-7.77%
3.56%
12.06%
7.49%
RODM
11.75%
1.93%
9.68%
20.80%
11.25%
5.70%
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NSRIX vs. RODM - Expense Ratio Comparison
Both NSRIX and RODM have an expense ratio of 0.29%.
Risk-Adjusted Performance
NSRIX vs. RODM — Risk-Adjusted Performance Rank
NSRIX
RODM
NSRIX vs. RODM - Risk-Adjusted Performance 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.
Dividends
NSRIX vs. RODM - Dividend Comparison
NSRIX's dividend yield for the trailing twelve months is around 5.74%, more than RODM's 3.66% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | 5.74% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% | 2.22% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 3.66% | 4.09% | 4.43% | 3.81% | 4.40% | 2.82% | 2.82% | 2.03% | 2.24% | 3.19% | 2.60% | 0.00% |
Drawdowns
NSRIX vs. RODM - Drawdown Comparison
The maximum NSRIX drawdown since its inception was -55.34%, 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. For additional features, visit the drawdowns tool.
Volatility
NSRIX vs. RODM - Volatility Comparison
Northern Global Sustainability Index Fund (NSRIX) has a higher volatility of 12.23% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 9.06%. 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.