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RODM vs. NSRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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RODM vs. NSRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
7.69%34.42%8.02%15.76%-14.54%11.11%-0.62%17.15%-9.97%25.14%
NSRIX
Northern Global Sustainability Index Fund
-4.47%21.03%17.02%25.44%-19.45%24.60%15.49%28.29%-7.65%21.21%

Returns By Period

In the year-to-date period, RODM achieves a 7.69% return, which is significantly higher than NSRIX's -4.47% return. Over the past 10 years, RODM has underperformed NSRIX with an annualized return of 8.84%, while NSRIX has yielded a comparatively higher 11.73% annualized return.


RODM

1D
1.01%
1M
-2.35%
YTD
7.69%
6M
13.13%
1Y
32.16%
3Y*
19.45%
5Y*
10.14%
10Y*
8.84%

NSRIX

1D
3.03%
1M
-6.03%
YTD
-4.47%
6M
-1.31%
1Y
19.52%
3Y*
16.16%
5Y*
9.78%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RODM vs. NSRIX - Expense Ratio Comparison

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


Return for Risk

RODM vs. NSRIX — Risk / Return Rank

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

RODM
RODM Risk / Return Rank: 9494
Overall Rank
RODM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 9595
Sortino Ratio Rank
RODM Omega Ratio Rank: 9595
Omega Ratio Rank
RODM Calmar Ratio Rank: 9292
Calmar Ratio Rank
RODM Martin Ratio Rank: 9595
Martin Ratio Rank

NSRIX
NSRIX Risk / Return Rank: 5858
Overall Rank
NSRIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NSRIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
NSRIX Omega Ratio Rank: 6363
Omega Ratio Rank
NSRIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
NSRIX Martin Ratio Rank: 5353
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. NSRIX - Risk-Adjusted Trends 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.


RODMNSRIXDifference

Sharpe ratio

Return per unit of total volatility

2.41

1.18

+1.24

Sortino ratio

Return per unit of downside risk

3.15

1.79

+1.36

Omega ratio

Gain probability vs. loss probability

1.49

1.26

+0.23

Calmar ratio

Return relative to maximum drawdown

3.48

1.25

+2.23

Martin ratio

Return relative to average drawdown

16.44

5.53

+10.91

RODM vs. NSRIX - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.41, which is higher than the NSRIX Sharpe Ratio of 1.18. 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.


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Sharpe Ratios by Period


RODMNSRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.18

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.60

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.69

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.42

+0.08

Correlation

The correlation between RODM and NSRIX is 0.76, 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.


Dividends

RODM vs. NSRIX - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.89%, less than NSRIX's 5.92% yield.


TTM20252024202320222021202020192018201720162015
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.89%3.11%4.09%4.42%3.81%4.41%2.82%2.82%2.03%2.24%3.19%2.60%
NSRIX
Northern Global Sustainability Index Fund
5.92%5.66%5.55%1.57%1.90%5.26%1.62%2.70%3.46%3.14%3.46%3.79%

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.


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Drawdown Indicators


RODMNSRIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-55.30%

+19.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-10.97%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

-27.86%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

-33.66%

-2.32%

Current Drawdown

Current decline from peak

-3.14%

-7.64%

+4.50%

Average Drawdown

Average peak-to-trough decline

-6.46%

-8.52%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.95%

-0.96%

Volatility

RODM vs. NSRIX - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 5.20%, while Northern Global Sustainability Index Fund (NSRIX) has a volatility of 5.96%. 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.


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Volatility by Period


RODMNSRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

5.96%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

9.99%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

17.42%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

16.38%

-2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

17.09%

-1.88%