RODM vs. BRK-B

Last updated Jun 14, 2026

RODM (Hartford Multifactor Developed Markets (ex-US) ETF) is Foreign Large Cap Equities fund tracking the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, RODM returned 9.30%/yr vs 13.22%/yr for BRK-B. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

RODM vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RODM achieves a 12.24% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, RODM has underperformed BRK-B with an annualized return of 9.30%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

RODM

• 1D: 0.10%
• 1M: 0.36%
• YTD: 12.24%
• 6M: 13.78%
• 1Y: 26.14%
• 3Y*: 20.24%
• 5Y*: 9.72%
• 10Y*: 9.30%

BRK-B

• 1D: 0.71%
• 1M: 1.36%
• YTD: -2.67%
• 6M: -2.06%
• 1Y: 0.35%
• 3Y*: 13.30%
• 5Y*: 11.27%
• 10Y*: 13.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RODM vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RODM Hartford Multifactor Developed Markets (ex-US) ETF	12.24%	34.42%	8.02%	15.76%	-14.54%	11.11%	-0.62%	17.15%	-9.97%	25.14%
BRK-B Berkshire Hathaway Inc.	-2.67%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between RODM and BRK-B is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015	0.51

Over the past year, the correlation between RODM and BRK-B has dropped to 0.24 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Return for Risk

RODM vs. BRK-B — Risk / Return Rank

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

RODM

RODM Risk / Return Rank: 81
RODM Sharpe Ratio Rank: 82
RODM Sortino Ratio Rank: 83
RODM Omega Ratio Rank: 81
RODM Calmar Ratio Rank: 78
RODM Martin Ratio Rank: 82

BRK-B

BRK-B Risk / Return Rank: 39
BRK-B Sharpe Ratio Rank: 42
BRK-B Sortino Ratio Rank: 34
BRK-B Omega Ratio Rank: 33
BRK-B Calmar Ratio Rank: 42
BRK-B Martin Ratio Rank: 42

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.

RODM vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Berkshire Hathaway Inc. (BRK-B). 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	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.31	-0.02	+2.33
Sortino ratio: Return per unit of downside risk	3.24	0.08	+3.16
Omega ratio: Gain probability vs. loss probability	1.42	1.01	+0.41
Calmar ratio: Return relative to maximum drawdown	3.58	-0.02	+3.60
Martin ratio: Return relative to average drawdown	14.22	-0.05	+14.27

RODM vs. BRK-B - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.31, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of RODM and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RODM vs. BRK-B - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for RODM and BRK-B.

Drawdown Indicators

	RODM	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-35.98%	-53.86%	+17.88%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	-9.42%	+2.32%
Max Drawdown (3Y) Largest decline over 3 years	-10.58%	-14.95%	+4.37%
Max Drawdown (5Y) Largest decline over 5 years	-28.85%	-26.58%	-2.27%
Max Drawdown (10Y) Largest decline over 10 years	-35.98%	-29.57%	-6.41%
Current Drawdown Current decline from peak	-0.31%	-9.36%	+9.05%
Average Drawdown Average peak-to-trough decline	-6.37%	-11.07%	+4.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	4.53%	-2.75%

Volatility

RODM vs. BRK-B - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.54%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RODM	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	3.95%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	8.76%	10.78%	-2.02%
Volatility (1Y) Calculated over the trailing 1-year period	11.02%	14.38%	-3.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.47%	17.12%	-3.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	19.44%	-4.23%

Dividends

RODM vs. BRK-B - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.77%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	2.77%	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

Can I hold both RODM and BRK-B in my portfolio?

RODM and BRK-B have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RODM or BRK-B?

BRK-B has higher volatility (3.95%) compared to RODM (3.54%). In terms of maximum drawdown, RODM dropped -35.98% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

RODM currently has the higher Sharpe Ratio (2.31 vs -0.02), 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.