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RFDI vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFDI vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RiverFront Dynamic Developed International ETF (RFDI) 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

In the year-to-date period, RFDI achieves a 7.65% return, which is significantly lower than RODM's 10.99% return. Both investments have delivered pretty close results over the past 10 years, with RFDI having a 8.56% annualized return and RODM not far ahead at 8.89%.


RFDI

1D
-0.69%
1M
1.91%
YTD
7.65%
6M
10.55%
1Y
23.94%
3Y*
19.21%
5Y*
8.07%
10Y*
8.56%

RODM

1D
-0.22%
1M
1.13%
YTD
10.99%
6M
14.14%
1Y
25.48%
3Y*
20.42%
5Y*
9.57%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFDI vs. RODM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFDI
First Trust RiverFront Dynamic Developed International ETF
7.65%35.95%5.56%18.14%-23.57%17.36%9.16%20.47%-18.26%24.08%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
10.99%34.42%8.02%15.76%-14.54%11.11%-0.62%17.15%-9.97%25.14%

Correlation

The correlation between RFDI 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

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2016

0.90

The correlation between RFDI and RODM has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

RFDI vs. RODM - Sectors Allocation Comparison


Sectors
RFDI
RODM

Financial Services

27.2%
25.9%

Energy

11.5%
6.6%

Industrials

11.3%
16.7%

Consumer Cyclical

10.2%
5.9%

Healthcare

8.8%
9.1%

Technology

7.9%
10.5%

Consumer Defensive

7.0%
4.1%

Communication Services

4.8%
5.5%

Utilities

4.7%
4.9%

Basic Materials

4.6%
6.3%

Real Estate

1.9%
3.6%

Financial Services

RFDI
27.2%
RODM
25.9%

Energy

RFDI
11.5%
RODM
6.6%

Industrials

RFDI
11.3%
RODM
16.7%

Consumer Cyclical

RFDI
10.2%
RODM
5.9%

Healthcare

RFDI
8.8%
RODM
9.1%

Technology

RFDI
7.9%
RODM
10.5%

Consumer Defensive

RFDI
7.0%
RODM
4.1%

Communication Services

RFDI
4.8%
RODM
5.5%

Utilities

RFDI
4.7%
RODM
4.9%

Basic Materials

RFDI
4.6%
RODM
6.3%

Real Estate

RFDI
1.9%
RODM
3.6%

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Return for Risk

RFDI vs. RODM — Risk / Return Rank

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

RFDI
RFDI Risk / Return Rank: 4949
Overall Rank
RFDI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
RFDI Sortino Ratio Rank: 4848
Sortino Ratio Rank
RFDI Omega Ratio Rank: 4848
Omega Ratio Rank
RFDI Calmar Ratio Rank: 4848
Calmar Ratio Rank
RFDI Martin Ratio Rank: 5151
Martin Ratio Rank

RODM
RODM Risk / Return Rank: 7373
Overall Rank
RODM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 7474
Sortino Ratio Rank
RODM Omega Ratio Rank: 7373
Omega Ratio Rank
RODM Calmar Ratio Rank: 7272
Calmar Ratio Rank
RODM Martin Ratio Rank: 7676
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.

RFDI vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Developed International ETF (RFDI) 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.


RFDIRODMDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.30

1.44

-0.14

Calmar ratioReturn relative to maximum drawdown

2.36

3.60

-1.25

Martin ratioReturn relative to average drawdown

8.55

14.50

-5.95

RFDI vs. RODM - Sharpe Ratio Comparison

The current RFDI Sharpe Ratio is 1.67, which is lower than the RODM Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of RFDI 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.


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Sharpe Ratios by Period


RFDIRODMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

2.39

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.72

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.59

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.52

-0.02

Drawdowns

RFDI vs. RODM - Drawdown Comparison

The maximum RFDI drawdown since its inception was -39.40%, which is greater than RODM's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for RFDI and RODM.


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Drawdown Indicators


RFDIRODMDifference

Max Drawdown

Largest peak-to-trough decline

-39.40%

-35.98%

-3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-7.10%

-3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

-10.58%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-28.85%

-7.02%

Max Drawdown (10Y)

Largest decline over 10 years

-39.40%

-35.98%

-3.42%

Current Drawdown

Current decline from peak

-2.51%

-1.42%

-1.09%

Average Drawdown

Average peak-to-trough decline

-9.24%

-6.38%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.76%

+1.05%

Volatility

RFDI vs. RODM - Volatility Comparison

First Trust RiverFront Dynamic Developed International ETF (RFDI) has a higher volatility of 4.65% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.12%. This indicates that RFDI'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


RFDIRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

3.12%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

8.41%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

10.74%

+3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

13.43%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

15.24%

+2.12%

RFDI vs. RODM - Expense Ratio Comparison

RFDI has a 0.83% expense ratio, which is higher than RODM's 0.29% expense ratio.


Dividends

RFDI vs. RODM - Dividend Comparison

RFDI's dividend yield for the trailing twelve months is around 3.28%, more than RODM's 2.80% yield.


PositionTTM20252024202320222021202020192018201720162015
RFDI
First Trust RiverFront Dynamic Developed International ETF
3.28%3.45%5.21%2.43%5.00%3.22%1.34%2.72%2.59%1.63%1.85%0.00%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.80%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


RFDI 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.

RFDI has higher volatility (4.65%) compared to RODM (3.12%). In terms of maximum drawdown, RFDI dropped -39.40% vs RODM's -35.98%.

On 10-year performance, RODM leads with 8.89% vs 8.56% for RFDI. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RODM has performed better with a 8.89% return vs 8.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RODM is cheaper with a 0.29% expense ratio, compared with 0.83% for RFDI.

RFDI has the higher dividend yield at 3.28%, compared with 2.80% for RODM.

They also come from different issuers: First Trust and Hartford. Their fees differ too: 0.83% for RFDI and 0.29% for RODM.

RODM currently has the higher Sharpe Ratio (2.39 vs 1.67), 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.

Portfolio Optimizer

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