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RODM vs. HFSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RODM vs. HFSI - Performance Comparison

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

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RODM vs. HFSI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
6.61%34.42%8.02%15.76%-14.54%-0.15%
HFSI
Hartford Strategic Income ETF
-0.99%9.56%7.91%9.91%-12.60%-1.57%

Returns By Period

In the year-to-date period, RODM achieves a 6.61% return, which is significantly higher than HFSI's -0.99% 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%

HFSI

1D
0.35%
1M
-2.49%
YTD
-0.99%
6M
0.35%
1Y
6.27%
3Y*
7.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RODM vs. HFSI - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is lower than HFSI's 0.49% expense ratio.


Return for Risk

RODM vs. HFSI — 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

HFSI
HFSI Risk / Return Rank: 7777
Overall Rank
HFSI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HFSI Sortino Ratio Rank: 8080
Sortino Ratio Rank
HFSI Omega Ratio Rank: 8080
Omega Ratio Rank
HFSI Calmar Ratio Rank: 7272
Calmar Ratio Rank
HFSI Martin Ratio Rank: 7272
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. HFSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Hartford Strategic Income ETF (HFSI). 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.


RODMHFSIDifference

Sharpe ratio

Return per unit of total volatility

2.36

1.47

+0.89

Sortino ratio

Return per unit of downside risk

3.08

2.01

+1.08

Omega ratio

Gain probability vs. loss probability

1.48

1.29

+0.19

Calmar ratio

Return relative to maximum drawdown

3.29

1.78

+1.51

Martin ratio

Return relative to average drawdown

15.59

7.04

+8.55

RODM vs. HFSI - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.36, which is higher than the HFSI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of RODM and HFSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RODMHFSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.47

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

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

0.45

+0.04

Correlation

The correlation between RODM and HFSI is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RODM vs. HFSI - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.92%, less than HFSI's 5.66% 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%
HFSI
Hartford Strategic Income ETF
5.66%5.67%6.51%5.77%4.87%0.71%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RODM vs. HFSI - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, which is greater than HFSI's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for RODM and HFSI.


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Drawdown Indicators


RODMHFSIDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-19.34%

-16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-3.56%

-5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

Current Drawdown

Current decline from peak

-4.11%

-2.49%

-1.62%

Average Drawdown

Average peak-to-trough decline

-6.47%

-5.91%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

0.90%

+1.08%

Volatility

RODM vs. HFSI - Volatility Comparison

Hartford Multifactor Developed Markets (ex-US) ETF (RODM) has a higher volatility of 5.36% compared to Hartford Strategic Income ETF (HFSI) at 1.61%. This indicates that RODM's price experiences larger fluctuations and is considered to be riskier than HFSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RODMHFSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

1.61%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

2.37%

+5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

4.27%

+9.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

5.02%

+8.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

5.02%

+10.19%