RODM vs. JHID

Last updated Jul 17, 2026

RODM (Hartford Multifactor Developed Markets (ex-US) ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. RODM is passively managed, while JHID is actively managed. Over the past 3 years, RODM returned 19.39%/yr vs 19.96%/yr for JHID. Their correlation of 0.92 suggests significant overlap in exposure. RODM charges 0.29%/yr vs 0.46%/yr for JHID.

Performance

RODM vs. JHID - Performance Comparison

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

Returns By Period

In the year-to-date period, RODM achieves a 12.67% return, which is significantly lower than JHID's 14.58% return.

RODM

• 1D: -0.61%
• 1M: 0.80%
• 6M: 10.59%
• YTD: 12.67%
• 1Y: 24.61%
• 3Y*: 19.39%
• 5Y*: 10.22%
• 10Y*: 9.02%

JHID

• 1D: -0.44%
• 1M: -0.18%
• 6M: 10.79%
• YTD: 14.58%
• 1Y: 31.71%
• 3Y*: 19.96%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RODM vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
RODM Hartford Multifactor Developed Markets (ex-US) ETF	12.67%	34.42%	8.02%	15.76%	0.63%
JHID John Hancock International High Dividend ETF	14.58%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between RODM and JHID is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.92

The correlation between RODM and JHID has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

RODM vs. JHID - Sectors Allocation Comparison

Sectors	RODM	JHID
Financial Services	26.7%	28.6%
Industrials	16.2%	15.7%
Healthcare	10.8%	6.4%
Consumer Defensive	7.8%	7.9%
Consumer Cyclical	7.1%	4.8%
Technology	6.8%	9.6%
Basic Materials	5.4%	6.6%
Energy	5.3%	6.0%
Communication Services	5.2%	2.8%
Utilities	4.5%	5.8%
Real Estate	3.4%	5.8%

Return for Risk

RODM vs. JHID — Risk / Return Rank

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

RODM

RODM Risk / Return Rank: 86
RODM Sharpe Ratio Rank: 88
RODM Sortino Ratio Rank: 88
RODM Omega Ratio Rank: 86
RODM Calmar Ratio Rank: 82
RODM Martin Ratio Rank: 85

JHID

JHID Risk / Return Rank: 88
JHID Sharpe Ratio Rank: 91
JHID Sortino Ratio Rank: 90
JHID Omega Ratio Rank: 89
JHID Calmar Ratio Rank: 85
JHID Martin Ratio Rank: 87

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. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and John Hancock International High Dividend ETF (JHID). 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.

	RODM	JHID	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.45	-0.17
Sortino ratio: Return per unit of downside risk	3.25	3.42	-0.18
Omega ratio: Gain probability vs. loss probability	1.41	1.44	-0.03
Calmar ratio: Return relative to maximum drawdown	3.48	3.78	-0.30
Martin ratio: Return relative to average drawdown	13.67	14.44	-0.76

RODM vs. JHID - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.28, which is comparable to the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of RODM and JHID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RODM vs. JHID - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for RODM and JHID.

Drawdown Indicators

	RODM	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-35.98%	-12.42%	-23.56%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	-8.42%	+1.32%
Max Drawdown (3Y) Largest decline over 3 years	-10.58%	-12.42%	+1.84%
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	-0.61%	-0.44%	-0.17%
Average Drawdown Average peak-to-trough decline	-6.33%	-2.43%	-3.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	2.20%	-0.40%

Volatility

RODM vs. JHID - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 2.72%, while John Hancock International High Dividend ETF (JHID) has a volatility of 3.19%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than JHID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RODM	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.72%	3.19%	-0.47%
Volatility (6M) Calculated over the trailing 6-month period	8.93%	11.09%	-2.16%
Volatility (1Y) Calculated over the trailing 1-year period	10.90%	13.03%	-2.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.46%	13.90%	-0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.97%	13.90%	+1.07%

RODM vs. JHID - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is lower than JHID's 0.46% expense ratio.

Dividends

RODM vs. JHID - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.83%, less than JHID's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JHID John Hancock International High Dividend ETF	3.42%	3.13%	5.15%	5.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	2.83%	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

Can I hold both RODM and JHID in my portfolio?

With a correlation of 0.91, RODM and JHID move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RODM or JHID?

JHID has higher volatility (3.19%) compared to RODM (2.72%). In terms of maximum drawdown, RODM dropped -35.98% vs JHID's -12.42%.

Which ETF is better, RODM or JHID?

On 3-year performance, JHID leads with 19.96% vs 19.39% for RODM. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 2.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RODM or JHID?

Over the 3-year period, JHID has performed better with a 19.96% return vs 19.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RODM or JHID?

RODM is cheaper with a 0.29% expense ratio, compared with 0.46% for JHID.

Which ETF pays a higher dividend yield, RODM or JHID?

JHID has the higher dividend yield at 3.42%, compared with 2.83% for RODM.

What is the main difference between RODM and JHID?

They also come from different issuers: Hartford and John Hancock. Their fees differ too: 0.29% for RODM and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.45 vs 2.28), 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.