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RODM vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RODM vs. IAU - Performance Comparison

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

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Returns By Period

In the year-to-date period, RODM achieves a 12.24% return, which is significantly higher than IAU's -2.44% return. Over the past 10 years, RODM has underperformed IAU with an annualized return of 9.30%, while IAU has yielded a comparatively higher 12.31% 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%

IAU

1D
0.08%
1M
-9.54%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RODM vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between RODM and IAU is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2015

0.21

The correlation between RODM and IAU shifts across timeframes, from 0.21 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RODM vs. IAU — Risk / Return Rank

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

RODM
RODM Risk / Return Rank: 8181
Overall Rank
RODM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 8383
Sortino Ratio Rank
RODM Omega Ratio Rank: 8181
Omega Ratio Rank
RODM Calmar Ratio Rank: 7878
Calmar Ratio Rank
RODM Martin Ratio Rank: 8282
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
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. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and iShares Gold Trust (IAU). 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.


RODMIAUDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.42

1.19

+0.23

Calmar ratioReturn relative to maximum drawdown

3.58

0.99

+2.59

Martin ratioReturn relative to average drawdown

14.22

2.83

+11.39

RODM vs. IAU - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.31, which is higher than the IAU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of RODM and IAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RODM vs. IAU - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for RODM and IAU.


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Drawdown Indicators


RODMIAUDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-45.14%

+9.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-24.40%

+17.30%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-24.40%

+13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

-24.40%

-4.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

-24.40%

-11.58%

Current Drawdown

Current decline from peak

-0.31%

-22.03%

+21.72%

Average Drawdown

Average peak-to-trough decline

-6.37%

-15.97%

+9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

8.47%

-6.69%

Volatility

RODM vs. IAU - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.54%, while iShares Gold Trust (IAU) has a volatility of 7.70%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RODMIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

7.70%

-4.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

23.94%

-15.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

27.17%

-16.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

18.16%

-4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

16.02%

-0.81%

RODM vs. IAU - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is higher than IAU's 0.25% expense ratio.


Dividends

RODM vs. IAU - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IAU
iShares Gold Trust
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


RODM and IAU have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (7.70%) compared to RODM (3.54%). In terms of maximum drawdown, RODM dropped -35.98% vs IAU's -45.14%.

On 10-year performance, IAU leads with 12.31% vs 9.30% for RODM. On fees, IAU is cheaper at 0.25% per year. On volatility, RODM has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IAU has performed better with a 12.31% return vs 9.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAU is cheaper with a 0.25% expense ratio, compared with 0.29% for RODM.

RODM has the higher dividend yield at 2.77%, compared with 0.00% for IAU.

RODM is categorized as Foreign Large Cap Equities, while IAU is Gold. RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while IAU tracks LBMA Gold Price. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.29% for RODM and 0.25% for IAU.

RODM currently has the higher Sharpe Ratio (2.31 vs 0.89), 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.

Portfolio Optimizer

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