RODM vs. NSRIX
Compare and contrast key facts about Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Northern Global Sustainability Index Fund (NSRIX).
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. NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RODM or NSRIX.
Key characteristics
| RODM | NSRIX | |
|---|---|---|
| YTD Return | 8.61% | 20.21% |
| 1Y Return | 16.89% | 28.48% |
| 3Y Return (Ann) | 2.47% | 6.86% |
| 5Y Return (Ann) | 4.01% | 12.63% |
| Sharpe Ratio | 1.51 | 2.23 |
| Sortino Ratio | 2.19 | 2.94 |
| Omega Ratio | 1.27 | 1.44 |
| Calmar Ratio | 1.44 | 3.21 |
| Martin Ratio | 9.08 | 13.99 |
| Ulcer Index | 1.81% | 2.05% |
| Daily Std Dev | 10.83% | 12.85% |
| Max Drawdown | -35.98% | -55.30% |
| Current Drawdown | -5.39% | -0.85% |
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.
Performance
RODM vs. NSRIX - Performance Comparison
In the year-to-date period, RODM achieves a 8.61% return, which is significantly lower than NSRIX's 20.21% 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. NSRIX - Expense Ratio Comparison
Both RODM and NSRIX have an expense ratio of 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.
Dividends
RODM vs. NSRIX - Dividend Comparison
RODM's dividend yield for the trailing twelve months is around 3.88%, more than NSRIX's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
NSRIX Northern Global Sustainability Index Fund | 1.31% | 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.
Volatility
RODM vs. NSRIX - Volatility Comparison
Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Northern Global Sustainability Index Fund (NSRIX) have volatilities of 3.23% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.