RODM vs. HDMV
Compare and contrast key facts about Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV).
RODM and HDMV 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. HDMV is an actively managed fund by First Trust. It was launched on Aug 24, 2016.
Performance
RODM vs. HDMV - Performance Comparison
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RODM vs. HDMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 6.61% | 34.42% | 8.02% | 15.76% | -14.54% | 11.11% | -0.62% | 17.15% | -9.97% | 25.14% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.18% | 29.31% | 2.99% | 9.62% | -11.47% | 7.39% | -9.42% | 15.00% | -7.60% | 27.49% |
Returns By Period
In the year-to-date period, RODM achieves a 6.61% return, which is significantly higher than HDMV's 4.18% 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%
HDMV
- 1D
- 2.14%
- 1M
- -6.09%
- YTD
- 4.18%
- 6M
- 7.46%
- 1Y
- 20.52%
- 3Y*
- 12.99%
- 5Y*
- 7.11%
- 10Y*
- —
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RODM vs. HDMV - Expense Ratio Comparison
RODM has a 0.29% expense ratio, which is lower than HDMV's 0.80% expense ratio.
Return for Risk
RODM vs. HDMV — Risk / Return Rank
RODM
HDMV
RODM vs. HDMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV). 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 | HDMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 1.57 | +0.79 |
Sortino ratioReturn per unit of downside risk | 3.08 | 2.04 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.31 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.28 | +1.01 |
Martin ratioReturn relative to average drawdown | 15.59 | 8.16 | +7.43 |
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 | HDMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 1.57 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.60 | +0.14 |
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 | 0.41 | +0.08 |
Correlation
The correlation between RODM and HDMV is 0.88, 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. HDMV - Dividend Comparison
RODM's dividend yield for the trailing twelve months is around 2.92%, less than HDMV's 4.70% 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% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.70% | 5.09% | 3.24% | 3.14% | 3.53% | 3.11% | 1.45% | 3.63% | 2.88% | 3.23% | 0.18% | 0.00% |
Drawdowns
RODM vs. HDMV - Drawdown Comparison
The maximum RODM drawdown since its inception was -35.98%, which is greater than HDMV's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for RODM and HDMV.
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Drawdown Indicators
| RODM | HDMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.98% | -32.01% | -3.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -8.73% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -28.85% | -24.11% | -4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.98% | — | — |
Current DrawdownCurrent decline from peak | -4.11% | -6.09% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -6.83% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.44% | -0.46% |
Volatility
RODM vs. HDMV - Volatility Comparison
The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 5.36%, while First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) has a volatility of 6.07%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than HDMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RODM | HDMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 6.07% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 8.25% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 13.16% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 11.94% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 13.23% | +1.98% |