RODM vs. DWMF
Compare and contrast key facts about Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and WisdomTree International Multifactor Fund (DWMF).
RODM and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RODM is a passively managed fund by Hartford that tracks the performance of the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. It was launched on Feb 25, 2015. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
RODM vs. DWMF - Performance Comparison
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RODM vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 6.61% | 34.42% | 8.02% | 15.76% | -14.54% | 11.11% | -0.62% | 17.15% | -8.35% |
DWMF WisdomTree International Multifactor Fund | 3.84% | 24.42% | 10.22% | 10.78% | -7.31% | 11.24% | -1.18% | 16.10% | -7.30% |
Returns By Period
In the year-to-date period, RODM achieves a 6.61% return, which is significantly higher than DWMF's 3.84% return.
RODM
- 1D
- 2.34%
- 1M
- -4.11%
- YTD
- 6.61%
- 6M
- 12.52%
- 1Y
- 31.42%
- 3Y*
- 19.05%
- 5Y*
- 9.92%
- 10Y*
- 8.73%
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
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RODM vs. DWMF - Expense Ratio Comparison
RODM has a 0.29% expense ratio, which is lower than DWMF's 0.38% expense ratio.
Return for Risk
RODM vs. DWMF — Risk / Return Rank
RODM
DWMF
RODM vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and WisdomTree International Multifactor Fund (DWMF). 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.
| RODM | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 1.38 | +0.98 |
Sortino ratioReturn per unit of downside risk | 3.08 | 2.02 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.29 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.13 | +1.16 |
Martin ratioReturn relative to average drawdown | 15.59 | 8.12 | +7.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RODM | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 1.38 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.84 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.53 | -0.03 |
Correlation
The correlation between RODM and DWMF is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RODM vs. DWMF - Dividend Comparison
RODM's dividend yield for the trailing twelve months is around 2.92%, more than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 2.92% | 3.11% | 4.09% | 4.42% | 3.81% | 4.41% | 2.82% | 2.82% | 2.03% | 2.24% | 3.19% | 2.60% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% |
Drawdowns
RODM vs. DWMF - Drawdown Comparison
The maximum RODM drawdown since its inception was -35.98%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for RODM and DWMF.
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Drawdown Indicators
| RODM | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.98% | -29.72% | -6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -8.74% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -28.85% | -17.00% | -11.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.98% | — | — |
Current DrawdownCurrent decline from peak | -4.11% | -5.33% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -3.88% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.29% | -0.31% |
Volatility
RODM vs. DWMF - Volatility Comparison
The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 5.36%, while WisdomTree International Multifactor Fund (DWMF) has a volatility of 5.84%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RODM | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 5.84% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 8.39% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 13.70% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 11.20% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 14.16% | +1.05% |