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REFA vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REFA vs. RODM - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with REFA having a 11.14% return and RODM slightly higher at 11.60%.


REFA

1D
1.35%
1M
2.81%
6M
9.75%
YTD
11.14%
1Y
3Y*
5Y*
10Y*

RODM

1D
1.27%
1M
0.55%
6M
10.84%
YTD
11.60%
1Y
22.58%
3Y*
19.76%
5Y*
9.87%
10Y*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REFA vs. RODM - Yearly Performance Comparison


Correlation

The correlation between REFA 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 (All Time)
Calculated using the full available price history since Dec 11, 2025

0.89

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Return for Risk

REFA vs. RODM — Risk / Return Rank

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

REFA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


RODM
RODM Risk / Return Rank: 7979
Overall Rank
RODM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 8080
Sortino Ratio Rank
RODM Omega Ratio Rank: 7878
Omega Ratio Rank
RODM Calmar Ratio Rank: 7676
Calmar Ratio Rank
RODM Martin Ratio Rank: 8080
Martin Ratio Rank
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.

REFA vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced International Equity ETF (REFA) 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.


REFARODMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.19

Martin ratioReturn relative to average drawdown

12.49

REFA vs. RODM - Sharpe Ratio Comparison


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Drawdowns

REFA vs. RODM - Drawdown Comparison

The maximum REFA drawdown since its inception was -11.23%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for REFA and RODM.


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Drawdown Indicators


REFARODMDifference

Max Drawdown

Largest peak-to-trough decline

-11.23%

-35.98%

+24.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

Current Drawdown

Current decline from peak

-0.36%

-0.88%

+0.52%

Average Drawdown

Average peak-to-trough decline

-2.79%

-6.34%

+3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

Volatility

REFA vs. RODM - Volatility Comparison


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Volatility by Period


REFARODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

10.96%

+7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.61%

13.46%

+5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

14.97%

+3.64%

REFA vs. RODM - Expense Ratio Comparison

REFA has a 0.32% expense ratio, which is higher than RODM's 0.29% expense ratio.


Dividends

REFA vs. RODM - Dividend Comparison

REFA's dividend yield for the trailing twelve months is around 0.03%, less than RODM's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
REFA
Columbia Research Enhanced International Equity ETF
0.03%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.85%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


REFA 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.

On fees, RODM is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RODM is cheaper with a 0.29% expense ratio, compared with 0.32% for REFA.

RODM has the higher dividend yield at 2.85%, compared with 0.03% for REFA.

REFA tracks Beta Advantage Research Enhanced International Equity Index, while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: Columbia Threadneedle and Hartford. Their fees differ too: 0.32% for REFA and 0.29% for RODM.

Portfolio Optimizer

Find the right allocation for REFA and RODM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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