RODM vs. AGG
RODM (Hartford Multifactor Developed Markets (ex-US) ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - RODM is a Foreign Large Cap Equities fund tracking the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 10 years, RODM returned 9.24%/yr vs 1.56%/yr for AGG. At a 0.12 correlation, their price movements are largely independent. RODM charges 0.29%/yr vs 0.03%/yr for AGG.
Performance
RODM vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, RODM achieves a 11.64% return, which is significantly higher than AGG's 0.61% return. Over the past 10 years, RODM has outperformed AGG with an annualized return of 9.24%, while AGG has yielded a comparatively lower 1.56% annualized return.
RODM
- 1D
- -0.53%
- 1M
- 0.90%
- YTD
- 11.64%
- 6M
- 12.64%
- 1Y
- 25.47%
- 3Y*
- 19.57%
- 5Y*
- 9.73%
- 10Y*
- 9.24%
AGG
- 1D
- 0.09%
- 1M
- 1.18%
- YTD
- 0.61%
- 6M
- 0.92%
- 1Y
- 4.96%
- 3Y*
- 4.06%
- 5Y*
- 0.18%
- 10Y*
- 1.56%
RODM vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 11.64% | 34.42% | 8.02% | 15.76% | -14.54% | 11.11% | -0.62% | 17.15% | -9.97% | 25.14% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.61% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between RODM and AGG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015 | 0.12 |
Over the past year, RODM and AGG have become more correlated (0.45) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
RODM vs. AGG — Risk / Return Rank
RODM
AGG
RODM vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RODM | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 1.80 | +1.80 |
| Martin ratioReturn relative to average drawdown | 14.32 | 5.30 | +9.01 |
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Drawdowns
RODM vs. AGG - Drawdown Comparison
The maximum RODM drawdown since its inception was -35.98%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for RODM and AGG.
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Drawdown Indicators
| RODM | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.98% | -18.43% | -17.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -2.76% | -4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -10.58% | -6.11% | -4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -28.85% | -17.82% | -11.03% |
Max Drawdown (10Y)Largest decline over 10 years | -35.98% | -18.43% | -17.55% |
Current DrawdownCurrent decline from peak | -0.84% | -1.79% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -2.71% | -3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 0.94% | +0.84% |
Volatility
RODM vs. AGG - Volatility Comparison
Hartford Multifactor Developed Markets (ex-US) ETF (RODM) has a higher volatility of 3.58% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that RODM's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RODM | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 1.37% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 2.81% | +5.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 3.80% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 6.10% | +7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 5.41% | +9.81% |
RODM vs. AGG - Expense Ratio Comparison
RODM has a 0.29% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
RODM vs. AGG - Dividend Comparison
RODM's dividend yield for the trailing twelve months is around 2.78%, less than AGG's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.97% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 2.78% | 3.11% | 4.09% | 4.42% | 3.81% | 4.41% | 2.82% | 2.82% | 2.03% | 2.24% | 3.19% | 2.60% |
Frequently Asked Questions
RODM and AGG have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RODM has higher volatility (3.58%) compared to AGG (1.37%). In terms of maximum drawdown, RODM dropped -35.98% vs AGG's -18.43%.
On 10-year performance, RODM leads with 9.24% vs 1.56% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RODM has performed better with a 9.24% return vs 1.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.29% for RODM.
AGG has the higher dividend yield at 3.97%, compared with 2.78% for RODM.
RODM is categorized as Foreign Large Cap Equities, while AGG is Total Bond Market. RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.29% for RODM and 0.03% for AGG.
RODM currently has the higher Sharpe Ratio (2.33 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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