PortfoliosLab logoPortfoliosLab logo
RODM vs. DWMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RODM vs. DWMF - Performance Comparison

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

Loading graphics...

RODM vs. DWMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

RODM
RODM Risk / Return Rank: 9494
Overall Rank
RODM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 9595
Sortino Ratio Rank
RODM Omega Ratio Rank: 9696
Omega Ratio Rank
RODM Calmar Ratio Rank: 9292
Calmar Ratio Rank
RODM Martin Ratio Rank: 9595
Martin Ratio Rank

DWMF
DWMF Risk / Return Rank: 7878
Overall Rank
DWMF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DWMF Sortino Ratio Rank: 7979
Sortino Ratio Rank
DWMF Omega Ratio Rank: 7777
Omega Ratio Rank
DWMF Calmar Ratio Rank: 7979
Calmar Ratio Rank
DWMF Martin Ratio Rank: 7777
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.

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.


RODMDWMFDifference

Sharpe ratio

Return per unit of total volatility

2.36

1.38

+0.98

Sortino ratio

Return per unit of downside risk

3.08

2.02

+1.06

Omega ratio

Gain probability vs. loss probability

1.48

1.29

+0.19

Calmar ratio

Return relative to maximum drawdown

3.29

2.13

+1.16

Martin ratio

Return relative to average drawdown

15.59

8.12

+7.47

RODM vs. DWMF - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.36, which is higher than the DWMF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of RODM and DWMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RODMDWMFDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


RODMDWMFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.11%

-5.33%

+1.22%

Average Drawdown

Average peak-to-trough decline

-6.47%

-3.88%

-2.59%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


RODMDWMFDifference

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%