RODM vs. JPRE
RODM (Hartford Multifactor Developed Markets (ex-US) ETF) and JPRE (JPMorgan Realty Income ETF) are both exchange-traded funds - RODM is a Foreign Large Cap Equities fund tracking the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while JPRE is a REIT fund actively managed by JPMorgan. RODM is passively managed, while JPRE is actively managed. Over the past 3 years, RODM returned 19.57%/yr vs 10.20%/yr for JPRE. A 0.57 correlation means they provide meaningful diversification when combined. RODM charges 0.29%/yr vs 0.50%/yr for JPRE.
Performance
RODM vs. JPRE - Performance Comparison
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Returns By Period
In the year-to-date period, RODM achieves a 11.64% return, which is significantly lower than JPRE's 13.29% return.
RODM
- 1D
- -0.53%
- 1M
- 0.90%
- YTD
- 11.64%
- 6M
- 12.64%
- 1Y
- 25.47%
- 3Y*
- 19.57%
- 5Y*
- 9.73%
- 10Y*
- 9.24%
JPRE
- 1D
- -0.70%
- 1M
- 3.63%
- YTD
- 13.29%
- 6M
- 12.69%
- 1Y
- 12.70%
- 3Y*
- 10.20%
- 5Y*
- —
- 10Y*
- —
RODM vs. JPRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 11.64% | 34.42% | 8.02% | 15.76% | -5.19% |
JPRE JPMorgan Realty Income ETF | 13.29% | 1.36% | 7.43% | 13.41% | -9.60% |
Correlation
The correlation between RODM and JPRE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 23, 2022 | 0.57 |
The correlation between RODM and JPRE has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.
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Return for Risk
RODM vs. JPRE — Risk / Return Rank
RODM
JPRE
RODM vs. JPRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and JPMorgan Realty Income ETF (JPRE). 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 | JPRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.17 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 1.66 | +1.95 |
| Martin ratioReturn relative to average drawdown | 14.32 | 4.55 | +9.77 |
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Drawdowns
RODM vs. JPRE - Drawdown Comparison
The maximum RODM drawdown since its inception was -35.98%, which is greater than JPRE's maximum drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for RODM and JPRE.
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Drawdown Indicators
| RODM | JPRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.98% | -23.84% | -12.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -7.70% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -10.58% | -16.27% | +5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -28.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.98% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.70% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -8.10% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.80% | -1.02% |
Volatility
RODM vs. JPRE - Volatility Comparison
The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.58%, while JPMorgan Realty Income ETF (JPRE) has a volatility of 5.15%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than JPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RODM | JPRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 5.15% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 10.07% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 13.47% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 18.29% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 18.29% | -3.07% |
RODM vs. JPRE - Expense Ratio Comparison
RODM has a 0.29% expense ratio, which is lower than JPRE's 0.50% expense ratio.
Dividends
RODM vs. JPRE - Dividend Comparison
RODM's dividend yield for the trailing twelve months is around 2.78%, more than JPRE's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPRE JPMorgan Realty Income ETF | 2.20% | 2.62% | 2.21% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 2.78% | 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 JPRE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPRE has higher volatility (5.15%) compared to RODM (3.58%). In terms of maximum drawdown, RODM dropped -35.98% vs JPRE's -23.84%.
On 3-year performance, RODM leads with 19.57% vs 10.20% for JPRE. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, RODM has performed better with a 19.57% return vs 10.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RODM is cheaper with a 0.29% expense ratio, compared with 0.50% for JPRE.
RODM has the higher dividend yield at 2.78%, compared with 2.20% for JPRE.
RODM is categorized as Foreign Large Cap Equities, while JPRE is REIT. They also come from different issuers: Hartford and JPMorgan. Their fees differ too: 0.29% for RODM and 0.50% for JPRE.
RODM currently has the higher Sharpe Ratio (2.33 vs 0.95), 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.
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