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
Loading graphics...
NSRIX vs. RODM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | -7.28% | 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 | 6.61% | 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 -7.28% return, which is significantly lower than RODM's 6.61% return. Over the past 10 years, NSRIX has outperformed RODM with an annualized return of 11.40%, while RODM has yielded a comparatively lower 8.73% annualized return.
NSRIX
- 1D
- -0.12%
- 1M
- -9.21%
- YTD
- -7.28%
- 6M
- -3.67%
- 1Y
- 16.53%
- 3Y*
- 15.01%
- 5Y*
- 9.39%
- 10Y*
- 11.40%
RODM
- 1D
- 2.34%
- 1M
- -4.11%
- YTD
- 6.61%
- 6M
- 12.52%
- 1Y
- 31.42%
- 3Y*
- 19.05%
- 5Y*
- 9.92%
- 10Y*
- 8.73%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | 0.98 | 2.36 | -1.38 |
Sortino ratioReturn per unit of downside risk | 1.51 | 3.08 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.48 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 3.29 | -2.17 |
Martin ratioReturn relative to average drawdown | 4.97 | 15.59 | -10.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NSRIX | RODM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.36 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.74 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.58 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.50 | -0.09 |
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 6.10%, more than RODM's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | 6.10% | 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 | 2.92% | 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.
Loading graphics...
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 | -10.36% | -4.11% | -6.25% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -6.47% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.98% | +0.93% |
Volatility
NSRIX vs. RODM - Volatility Comparison
The current volatility for Northern Global Sustainability Index Fund (NSRIX) is 4.86%, while Hartford Multifactor Developed Markets (ex-US) ETF (RODM) has a volatility of 5.36%. This indicates that NSRIX experiences smaller price fluctuations and is considered to be less risky than RODM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NSRIX | RODM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 5.36% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 7.91% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 13.37% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 13.42% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 15.21% | +1.86% |