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

Key characteristics


ROAMFFR

Correlation

-0.50.00.51.00.5

The correlation between ROAM and FFR is 0.49, 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 displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
27.53%
15.77%
ROAM
FFR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Hartford Multifactor Emerging Markets ETF

First Trust FTSE EPRA/NAREIT Developed Markets Real Estate

ROAM vs. FFR - Expense Ratio Comparison

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


FFR
First Trust FTSE EPRA/NAREIT Developed Markets Real Estate
Expense ratio chart for FFR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for ROAM: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%

Risk-Adjusted Performance

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.


ROAM
Sharpe ratio
The chart of Sharpe ratio for ROAM, currently valued at 1.54, compared to the broader market0.002.004.001.54
Sortino ratio
The chart of Sortino ratio for ROAM, currently valued at 2.21, compared to the broader market-2.000.002.004.006.008.0010.002.21
Omega ratio
The chart of Omega ratio for ROAM, currently valued at 1.27, compared to the broader market0.501.001.502.002.501.27
Calmar ratio
The chart of Calmar ratio for ROAM, currently valued at 1.42, compared to the broader market0.002.004.006.008.0010.0012.0014.001.42
Martin ratio
The chart of Martin ratio for ROAM, currently valued at 5.09, compared to the broader market0.0020.0040.0060.0080.005.09
FFR
Sharpe ratio
The chart of Sharpe ratio for FFR, currently valued at 0.25, compared to the broader market0.002.004.000.25
Sortino ratio
The chart of Sortino ratio for FFR, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.49
Omega ratio
The chart of Omega ratio for FFR, currently valued at 1.07, compared to the broader market0.501.001.502.002.501.07
Calmar ratio
The chart of Calmar ratio for FFR, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.000.12
Martin ratio
The chart of Martin ratio for FFR, currently valued at 0.74, compared to the broader market0.0020.0040.0060.0080.000.74

ROAM vs. FFR - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
1.54
0.25
ROAM
FFR

Dividends

ROAM vs. FFR - Dividend Comparison

ROAM's dividend yield for the trailing twelve months is around 5.06%, while FFR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ROAM
Hartford Multifactor Emerging Markets ETF
5.06%5.40%5.23%4.22%3.04%3.55%2.54%1.84%1.89%2.25%0.00%0.00%
FFR
First Trust FTSE EPRA/NAREIT Developed Markets Real Estate
2.13%2.32%1.78%2.64%0.79%4.97%3.38%2.51%3.50%1.45%3.27%2.84%

Drawdowns

ROAM vs. FFR - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay0
-21.67%
ROAM
FFR

Volatility

ROAM vs. FFR - Volatility Comparison

Hartford Multifactor Emerging Markets ETF (ROAM) has a higher volatility of 3.68% compared to First Trust FTSE EPRA/NAREIT Developed Markets Real Estate (FFR) at 0.00%. This indicates that ROAM's price experiences larger fluctuations and is considered to be riskier than FFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
3.68%
0
ROAM
FFR