RODM vs. NSRIX

Last updated Aug 2, 2026

RODM (Hartford Multifactor Developed Markets (ex-US) ETF) and NSRIX (Northern Global Sustainability Index Fund) are both funds - RODM is a Foreign Large Cap Equities fund tracking the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while NSRIX is a Global Equities fund managed by Northern Trust. Over the past 10 years, RODM returned 9.08%/yr vs 12.68%/yr for NSRIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.29% expense ratio.

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.

Returns By Period

In the year-to-date period, RODM achieves a 14.40% return, which is significantly higher than NSRIX's 9.33% return. Over the past 10 years, RODM has underperformed NSRIX with an annualized return of 9.08%, while NSRIX has yielded a comparatively higher 12.68% annualized return.

RODM

• 1D: -0.53%
• 1M: 2.51%
• 6M: 9.90%
• YTD: 14.40%
• 1Y: 26.71%
• 3Y*: 20.07%
• 5Y*: 10.28%
• 10Y*: 9.08%
• ALL TIME*: 8.08%

NSRIX

• 1D: 2.31%
• 1M: -0.28%
• 6M: 6.94%
• YTD: 9.33%
• 1Y: 20.38%
• 3Y*: 17.59%
• 5Y*: 10.90%
• 10Y*: 12.68%
• ALL TIME*: 8.82%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
NSRIX Northern Global Sustainability Index Fund	$0.00	$0.00	$0.00
RODM Hartford Multifactor Developed Markets (ex-US) ETF	$2.73M	$3.04M	$3.79M

RODM vs. NSRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RODM Hartford Multifactor Developed Markets (ex-US) ETF	14.40%	34.42%	8.02%	15.76%	-14.54%	11.11%	-0.62%	17.15%	-9.97%	25.14%
NSRIX Northern Global Sustainability Index Fund	9.33%	21.03%	17.02%	25.44%	-19.45%	24.60%	15.49%	28.29%	-7.65%	21.21%

Correlation

The correlation between RODM and NSRIX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.60
Correlation (3Y) Balances recent behavior with more history.	0.65
Correlation (5Y) Shows whether the relationship held over a longer period.	0.75
Correlation (10Y) Provides a long-term view across more market conditions.	0.80
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015	0.76

The correlation between RODM and NSRIX shifts across timeframes, from 0.60 (1 year) to 0.80 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

RODM vs. NSRIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RODM

RODM Risk / Return Rank: 92
RODM Sharpe Ratio Rank: 93
RODM Sortino Ratio Rank: 93
RODM Omega Ratio Rank: 92
RODM Calmar Ratio Rank: 90
RODM Martin Ratio Rank: 92

NSRIX

NSRIX Risk / Return Rank: 57
NSRIX Sharpe Ratio Rank: 56
NSRIX Sortino Ratio Rank: 58
NSRIX Omega Ratio Rank: 54
NSRIX Calmar Ratio Rank: 52
NSRIX Martin Ratio Rank: 64

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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	NSRIX	Difference
Sharpe ratio: Return per unit of total volatility	2.53	1.41	+1.12
Sortino ratio: Return per unit of downside risk	3.57	2.06	+1.51
Omega ratio: Gain probability vs. loss probability	1.46	1.26	+0.20
Calmar ratio: Return relative to maximum drawdown	3.86	1.88	+1.98
Martin ratio: Return relative to average drawdown	15.55	8.07	+7.48

RODM vs. NSRIX - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.53, which is higher than the NSRIX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of RODM and NSRIX, 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. 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.

Drawdown Indicators

	RODM	NSRIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.98%	-55.30%	+19.32%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	-10.36%	+3.26%
Max Drawdown (3Y) Largest decline over 3 years	-10.58%	-17.58%	+7.00%
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	-0.53%	-1.01%	+0.48%
Average Drawdown Average peak-to-trough decline	-6.30%	-8.39%	+2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	2.40%	-0.64%

Volatility

RODM vs. NSRIX - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.27%, while Northern Global Sustainability Index Fund (NSRIX) has a volatility of 3.83%. 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.

Volatility by Period

	RODM	NSRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.27%	3.83%	-0.56%
Volatility (6M) Calculated over the trailing 6-month period	8.94%	11.12%	-2.18%
Volatility (1Y) Calculated over the trailing 1-year period	10.87%	13.79%	-2.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.46%	16.60%	-3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.96%	17.06%	-2.10%

RODM vs. NSRIX - Expense Ratio Comparison

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

Dividends

RODM vs. NSRIX - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.78%, less than NSRIX's 5.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NSRIX Northern Global Sustainability Index Fund	5.18%	5.66%	5.55%	1.57%	1.90%	5.26%	1.62%	2.70%	3.46%	3.14%	3.46%	3.79%
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

Can I hold both RODM and NSRIX in my portfolio?

RODM and NSRIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RODM or NSRIX?

NSRIX has higher volatility (3.83%) compared to RODM (3.27%). In terms of maximum drawdown, RODM dropped -35.98% vs NSRIX's -55.30%.

Which has better risk-adjusted returns?

RODM currently has the higher Sharpe Ratio (2.53 vs 1.41), 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.