ROAM vs. SVOAX
Compare and contrast key facts about Hartford Multifactor Emerging Markets ETF (ROAM) and SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX).
ROAM is a passively managed fund by The Hartford that tracks the performance of the Hartford Multifactor Emerging Markets Equity Index. It was launched on Feb 26, 2015. SVOAX is managed by Blackrock. It was launched on Oct 28, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROAM or SVOAX.
Correlation
The correlation between ROAM and SVOAX is 0.62, 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. SVOAX - Performance Comparison
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Key characteristics
ROAM:
0.49
SVOAX:
1.00
ROAM:
0.85
SVOAX:
1.57
ROAM:
1.11
SVOAX:
1.22
ROAM:
0.50
SVOAX:
1.25
ROAM:
1.49
SVOAX:
4.90
ROAM:
5.69%
SVOAX:
2.97%
ROAM:
16.21%
SVOAX:
13.49%
ROAM:
-45.46%
SVOAX:
-47.22%
ROAM:
-1.39%
SVOAX:
-1.64%
Returns By Period
In the year-to-date period, ROAM achieves a 8.57% return, which is significantly higher than SVOAX's 4.54% return. Over the past 10 years, ROAM has underperformed SVOAX with an annualized return of 3.11%, while SVOAX has yielded a comparatively higher 8.14% annualized return.
ROAM
8.57%
10.20%
5.12%
7.94%
11.62%
3.11%
SVOAX
4.54%
5.77%
-0.64%
13.40%
12.31%
8.14%
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ROAM vs. SVOAX - Expense Ratio Comparison
ROAM has a 0.44% expense ratio, which is lower than SVOAX's 0.90% expense ratio.
Risk-Adjusted Performance
ROAM vs. SVOAX — Risk-Adjusted Performance Rank
ROAM
SVOAX
ROAM vs. SVOAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Emerging Markets ETF (ROAM) and SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX). 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. SVOAX - Dividend Comparison
ROAM's dividend yield for the trailing twelve months is around 3.82%, more than SVOAX's 1.63% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROAM Hartford Multifactor Emerging Markets ETF | 3.82% | 4.15% | 5.40% | 5.24% | 4.22% | 3.04% | 3.55% | 2.54% | 1.84% | 1.89% | 2.24% | 0.00% |
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 1.63% | 1.81% | 1.96% | 1.73% | 1.78% | 1.44% | 1.75% | 1.87% | 1.52% | 1.48% | 1.55% | 1.46% |
Drawdowns
ROAM vs. SVOAX - Drawdown Comparison
The maximum ROAM drawdown since its inception was -45.46%, roughly equal to the maximum SVOAX drawdown of -47.22%. Use the drawdown chart below to compare losses from any high point for ROAM and SVOAX. For additional features, visit the drawdowns tool.
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Volatility
ROAM vs. SVOAX - Volatility Comparison
Hartford Multifactor Emerging Markets ETF (ROAM) and SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) have volatilities of 4.22% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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