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RFEM vs. ROAM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFEM vs. ROAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and Hartford Multifactor Emerging Markets ETF (ROAM). The values are adjusted to include any dividend payments, if applicable.

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RFEM vs. ROAM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
3.81%27.71%10.85%20.78%-19.05%0.97%8.19%20.33%-18.80%35.73%
ROAM
Hartford Multifactor Emerging Markets ETF
6.43%32.08%6.21%21.28%-14.78%9.32%2.24%8.89%-12.24%27.69%

Returns By Period

In the year-to-date period, RFEM achieves a 3.81% return, which is significantly lower than ROAM's 6.43% return.


RFEM

1D
3.53%
1M
-7.56%
YTD
3.81%
6M
9.28%
1Y
28.91%
3Y*
18.90%
5Y*
6.34%
10Y*

ROAM

1D
2.47%
1M
-7.36%
YTD
6.43%
6M
13.25%
1Y
36.19%
3Y*
19.94%
5Y*
9.67%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFEM vs. ROAM - Expense Ratio Comparison

RFEM has a 0.95% expense ratio, which is higher than ROAM's 0.44% expense ratio.


Return for Risk

RFEM vs. ROAM — Risk / Return Rank

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

RFEM
RFEM Risk / Return Rank: 8383
Overall Rank
RFEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RFEM Sortino Ratio Rank: 8484
Sortino Ratio Rank
RFEM Omega Ratio Rank: 8181
Omega Ratio Rank
RFEM Calmar Ratio Rank: 8383
Calmar Ratio Rank
RFEM Martin Ratio Rank: 8484
Martin Ratio Rank

ROAM
ROAM Risk / Return Rank: 9393
Overall Rank
ROAM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ROAM Sortino Ratio Rank: 9494
Sortino Ratio Rank
ROAM Omega Ratio Rank: 9494
Omega Ratio Rank
ROAM Calmar Ratio Rank: 9090
Calmar Ratio Rank
ROAM Martin Ratio Rank: 9292
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.

RFEM vs. ROAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and Hartford Multifactor Emerging Markets ETF (ROAM). 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.


RFEMROAMDifference

Sharpe ratio

Return per unit of total volatility

1.60

2.24

-0.64

Sortino ratio

Return per unit of downside risk

2.23

2.93

-0.69

Omega ratio

Gain probability vs. loss probability

1.32

1.44

-0.12

Calmar ratio

Return relative to maximum drawdown

2.41

3.09

-0.68

Martin ratio

Return relative to average drawdown

9.67

13.21

-3.55

RFEM vs. ROAM - Sharpe Ratio Comparison

The current RFEM Sharpe Ratio is 1.60, which is comparable to the ROAM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of RFEM and ROAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RFEMROAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.24

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.65

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.29

+0.15

Correlation

The correlation between RFEM and ROAM is 0.87, 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

RFEM vs. ROAM - Dividend Comparison

RFEM's dividend yield for the trailing twelve months is around 1.97%, less than ROAM's 2.98% yield.


TTM20252024202320222021202020192018201720162015
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
1.97%1.98%3.64%3.28%7.74%3.21%1.22%3.75%2.37%1.62%3.73%0.00%
ROAM
Hartford Multifactor Emerging Markets ETF
2.98%3.17%4.15%5.40%5.23%4.22%3.04%3.55%2.54%1.84%1.89%2.25%

Drawdowns

RFEM vs. ROAM - Drawdown Comparison

The maximum RFEM drawdown since its inception was -42.22%, smaller than the maximum ROAM drawdown of -45.47%. Use the drawdown chart below to compare losses from any high point for RFEM and ROAM.


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Drawdown Indicators


RFEMROAMDifference

Max Drawdown

Largest peak-to-trough decline

-42.22%

-45.47%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-11.63%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-35.06%

-27.07%

-7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-45.47%

Current Drawdown

Current decline from peak

-8.53%

-7.69%

-0.84%

Average Drawdown

Average peak-to-trough decline

-12.16%

-11.28%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.72%

+0.25%

Volatility

RFEM vs. ROAM - Volatility Comparison

First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) has a higher volatility of 8.78% compared to Hartford Multifactor Emerging Markets ETF (ROAM) at 7.59%. This indicates that RFEM's price experiences larger fluctuations and is considered to be riskier than ROAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFEMROAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

7.59%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

11.01%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

16.22%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

15.03%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.76%

17.83%

+1.93%