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RODM vs. NSRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RODM and NSRIX is 0.78, 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.


-0.50.00.51.00.8

Performance

RODM vs. NSRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Northern Global Sustainability Index Fund (NSRIX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
57.21%
137.65%
RODM
NSRIX

Key characteristics

Sharpe Ratio

RODM:

0.94

NSRIX:

0.93

Sortino Ratio

RODM:

1.38

NSRIX:

1.25

Omega Ratio

RODM:

1.17

NSRIX:

1.20

Calmar Ratio

RODM:

1.37

NSRIX:

1.41

Martin Ratio

RODM:

4.60

NSRIX:

5.92

Ulcer Index

RODM:

2.23%

NSRIX:

2.25%

Daily Std Dev

RODM:

10.88%

NSRIX:

14.33%

Max Drawdown

RODM:

-35.98%

NSRIX:

-55.30%

Current Drawdown

RODM:

-6.55%

NSRIX:

-9.46%

Returns By Period

In the year-to-date period, RODM achieves a 7.27% return, which is significantly lower than NSRIX's 11.01% return.


RODM

YTD

7.27%

1M

-1.91%

6M

5.20%

1Y

8.72%

5Y*

3.33%

10Y*

N/A

NSRIX

YTD

11.01%

1M

-6.74%

6M

-1.77%

1Y

11.94%

5Y*

10.13%

10Y*

9.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RODM vs. NSRIX - Expense Ratio Comparison

Both RODM and NSRIX have an expense ratio of 0.29%.


RODM
Hartford Multifactor Developed Markets (ex-US) ETF
Expense ratio chart for RODM: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for NSRIX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

RODM vs. NSRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Northern Global Sustainability Index Fund (NSRIX). 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.


Sharpe ratio
The chart of Sharpe ratio for RODM, currently valued at 0.94, compared to the broader market0.002.004.000.940.93
The chart of Sortino ratio for RODM, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.381.25
The chart of Omega ratio for RODM, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.20
The chart of Calmar ratio for RODM, currently valued at 1.37, compared to the broader market0.005.0010.0015.001.371.41
The chart of Martin ratio for RODM, currently valued at 4.60, compared to the broader market0.0020.0040.0060.0080.00100.004.605.92
RODM
NSRIX

The current RODM Sharpe Ratio is 0.94, which is comparable to the NSRIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of RODM and NSRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.94
0.93
RODM
NSRIX

Dividends

RODM vs. NSRIX - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 3.92%, while NSRIX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.03%4.43%3.81%4.40%2.82%2.82%2.03%2.24%3.19%2.60%0.00%0.00%
NSRIX
Northern Global Sustainability Index Fund
0.00%1.57%1.55%1.32%1.62%1.90%2.10%1.88%2.27%1.95%2.22%1.78%

Drawdowns

RODM vs. NSRIX - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum NSRIX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for RODM and NSRIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.55%
-9.46%
RODM
NSRIX

Volatility

RODM vs. NSRIX - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.28%, while Northern Global Sustainability Index Fund (NSRIX) has a volatility of 6.65%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than NSRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.28%
6.65%
RODM
NSRIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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