RODM vs. IVLU
Compare and contrast key facts about Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and iShares MSCI Intl Value Factor ETF (IVLU).
RODM and IVLU 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 The Hartford that tracks the performance of the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. It was launched on Feb 25, 2015. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. Both RODM and IVLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RODM or IVLU.
Key characteristics
| RODM | IVLU | |
|---|---|---|
| YTD Return | 8.61% | 6.79% |
| 1Y Return | 16.89% | 13.67% |
| 3Y Return (Ann) | 2.47% | 6.25% |
| 5Y Return (Ann) | 4.01% | 6.46% |
| Sharpe Ratio | 1.51 | 1.04 |
| Sortino Ratio | 2.19 | 1.45 |
| Omega Ratio | 1.27 | 1.18 |
| Calmar Ratio | 1.44 | 1.66 |
| Martin Ratio | 9.08 | 5.34 |
| Ulcer Index | 1.81% | 2.50% |
| Daily Std Dev | 10.83% | 12.87% |
| Max Drawdown | -35.98% | -41.86% |
| Current Drawdown | -5.39% | -7.33% |
Correlation
The correlation between RODM and IVLU is 0.85, 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.
Performance
RODM vs. IVLU - Performance Comparison
In the year-to-date period, RODM achieves a 8.61% return, which is significantly higher than IVLU's 6.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RODM vs. IVLU - Expense Ratio Comparison
RODM has a 0.29% expense ratio, which is lower than IVLU's 0.30% expense ratio.
Risk-Adjusted Performance
RODM vs. IVLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and iShares MSCI Intl Value Factor ETF (IVLU). 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.
Dividends
RODM vs. IVLU - Dividend Comparison
RODM's dividend yield for the trailing twelve months is around 3.88%, less than IVLU's 4.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 3.88% | 4.43% | 3.81% | 4.40% | 2.82% | 2.82% | 2.03% | 2.24% | 3.19% | 2.60% |
IVLU iShares MSCI Intl Value Factor ETF | 4.56% | 4.69% | 3.59% | 3.25% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
Drawdowns
RODM vs. IVLU - Drawdown Comparison
The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum IVLU drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for RODM and IVLU. For additional features, visit the drawdowns tool.
Volatility
RODM vs. IVLU - Volatility Comparison
The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.23%, while iShares MSCI Intl Value Factor ETF (IVLU) has a volatility of 4.01%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.