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ROAM vs. VMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROAM vs. VMAX - Performance Comparison

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

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ROAM vs. VMAX - Yearly Performance Comparison


2026 (YTD)202520242023
ROAM
Hartford Multifactor Emerging Markets ETF
6.43%32.08%6.21%5.79%
VMAX
Hartford US Value ETF
3.79%15.65%15.89%6.98%

Returns By Period

In the year-to-date period, ROAM achieves a 6.43% return, which is significantly higher than VMAX's 3.79% return.


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%

VMAX

1D
1.83%
1M
-1.87%
YTD
3.79%
6M
7.09%
1Y
19.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROAM vs. VMAX - Expense Ratio Comparison

ROAM has a 0.44% expense ratio, which is higher than VMAX's 0.29% expense ratio.


Return for Risk

ROAM vs. VMAX — Risk / Return Rank

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

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

VMAX
VMAX Risk / Return Rank: 6464
Overall Rank
VMAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VMAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VMAX Omega Ratio Rank: 6464
Omega Ratio Rank
VMAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VMAX Martin Ratio Rank: 7373
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.

ROAM vs. VMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Emerging Markets ETF (ROAM) and Hartford US Value ETF (VMAX). 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.


ROAMVMAXDifference

Sharpe ratio

Return per unit of total volatility

2.24

1.07

+1.17

Sortino ratio

Return per unit of downside risk

2.93

1.53

+1.39

Omega ratio

Gain probability vs. loss probability

1.44

1.23

+0.21

Calmar ratio

Return relative to maximum drawdown

3.09

1.55

+1.55

Martin ratio

Return relative to average drawdown

13.21

7.49

+5.73

ROAM vs. VMAX - Sharpe Ratio Comparison

The current ROAM Sharpe Ratio is 2.24, which is higher than the VMAX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ROAM and VMAX, 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


ROAMVMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

1.07

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

1.20

-0.90

Correlation

The correlation between ROAM and VMAX is 0.53, 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.


Dividends

ROAM vs. VMAX - Dividend Comparison

ROAM's dividend yield for the trailing twelve months is around 2.98%, more than VMAX's 2.06% yield.


TTM20252024202320222021202020192018201720162015
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%
VMAX
Hartford US Value ETF
2.06%2.14%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ROAM vs. VMAX - Drawdown Comparison

The maximum ROAM drawdown since its inception was -45.47%, which is greater than VMAX's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for ROAM and VMAX.


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Drawdown Indicators


ROAMVMAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.47%

-19.05%

-26.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-13.38%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

Max Drawdown (10Y)

Largest decline over 10 years

-45.47%

Current Drawdown

Current decline from peak

-7.69%

-2.36%

-5.33%

Average Drawdown

Average peak-to-trough decline

-11.28%

-2.72%

-8.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.76%

-0.04%

Volatility

ROAM vs. VMAX - Volatility Comparison

Hartford Multifactor Emerging Markets ETF (ROAM) has a higher volatility of 7.59% compared to Hartford US Value ETF (VMAX) at 4.21%. This indicates that ROAM's price experiences larger fluctuations and is considered to be riskier than VMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROAMVMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

4.21%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

9.83%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

18.42%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

15.81%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

15.81%

+2.02%