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ROAM vs. FFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROAM and FFR is 0.58, 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

ROAM vs. FFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Emerging Markets ETF (ROAM) and First Trust FTSE EPRA/NAREIT Developed Markets Real Estate (FFR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


ROAM

YTD

9.45%

1M

11.09%

6M

7.51%

1Y

8.26%

5Y*

11.83%

10Y*

3.19%

FFR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ROAM vs. FFR - Expense Ratio Comparison

ROAM has a 0.44% expense ratio, which is lower than FFR's 0.60% expense ratio.


Risk-Adjusted Performance

ROAM vs. FFR — Risk-Adjusted Performance Rank

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

ROAM
The Risk-Adjusted Performance Rank of ROAM is 5050
Overall Rank
The Sharpe Ratio Rank of ROAM is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ROAM is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ROAM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ROAM is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ROAM is 4545
Martin Ratio Rank

FFR
The Risk-Adjusted Performance Rank of FFR is 5252
Overall Rank
The Sharpe Ratio Rank of FFR is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FFR is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FFR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FFR is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FFR is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ROAM vs. FFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Emerging Markets ETF (ROAM) and First Trust FTSE EPRA/NAREIT Developed Markets Real Estate (FFR). 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.



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Dividends

ROAM vs. FFR - Dividend Comparison

ROAM's dividend yield for the trailing twelve months is around 3.79%, while FFR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ROAM
Hartford Multifactor Emerging Markets ETF
3.79%4.15%5.40%5.23%4.22%3.04%3.55%2.54%1.84%1.89%2.25%0.00%
FFR
First Trust FTSE EPRA/NAREIT Developed Markets Real Estate
0.00%1.00%2.32%1.78%2.64%0.79%4.97%3.38%2.51%3.50%1.45%3.27%

Drawdowns

ROAM vs. FFR - Drawdown Comparison


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Volatility

ROAM vs. FFR - Volatility Comparison


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