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RODM vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RODM vs. IBIT - 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 Bitcoin Trust ETF (IBIT). 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 IBIT's -27.41% 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%

IBIT

1D
-0.03%
1M
-21.94%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RODM vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
12.24%34.42%8.14%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between RODM and IBIT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.28

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Return for Risk

RODM vs. IBIT — 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

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - 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 Bitcoin Trust ETF (IBIT). 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.


RODMIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.24

Sortino ratioReturn per unit of downside risk

+4.54

Omega ratioGain probability vs. loss probability

1.42

0.85

+0.56

Calmar ratioReturn relative to maximum drawdown

3.58

-0.78

+4.36

Martin ratioReturn relative to average drawdown

14.22

-1.37

+15.59

RODM vs. IBIT - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.31, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of RODM and IBIT, 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. IBIT - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for RODM and IBIT.


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Drawdown Indicators


RODMIBITDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-52.11%

+16.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-52.11%

+45.01%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

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

-0.31%

-49.45%

+49.14%

Average Drawdown

Average peak-to-trough decline

-6.37%

-16.53%

+10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

29.64%

-27.86%

Volatility

RODM vs. IBIT - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.54%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RODMIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

12.07%

-8.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

34.45%

-25.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

44.10%

-33.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

50.26%

-36.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

50.26%

-35.05%

RODM vs. IBIT - Expense Ratio Comparison

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


Dividends

RODM vs. IBIT - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
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 IBIT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to RODM (3.54%). In terms of maximum drawdown, RODM dropped -35.98% vs IBIT's -52.11%.

On 1-year performance, RODM leads with 26.14% vs -39.67% for IBIT. On fees, IBIT 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 1-year period, RODM has performed better with a 26.14% return vs -39.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT 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 IBIT.

RODM is categorized as Foreign Large Cap Equities, while IBIT is Cryptocurrency. RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.29% for RODM and 0.25% for IBIT.

RODM currently has the higher Sharpe Ratio (2.31 vs -0.92), 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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