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RODM vs. ROSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RODM vs. ROSC - Performance Comparison

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

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RODM vs. ROSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
6.61%34.42%8.02%15.76%-14.54%11.11%-0.62%17.15%-9.97%25.14%
ROSC
Hartford Multifactor Small Cap ETF
3.15%10.18%7.28%18.88%-10.58%31.37%5.27%17.09%-12.38%24.49%

Returns By Period

In the year-to-date period, RODM achieves a 6.61% return, which is significantly higher than ROSC's 3.15% return. Over the past 10 years, RODM has underperformed ROSC with an annualized return of 8.73%, while ROSC has yielded a comparatively higher 9.94% annualized return.


RODM

1D
2.34%
1M
-4.11%
YTD
6.61%
6M
12.52%
1Y
31.42%
3Y*
19.05%
5Y*
9.92%
10Y*
8.73%

ROSC

1D
1.33%
1M
-3.65%
YTD
3.15%
6M
7.48%
1Y
22.55%
3Y*
12.82%
5Y*
6.99%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RODM vs. ROSC - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is lower than ROSC's 0.34% expense ratio.


Return for Risk

RODM vs. ROSC — 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: 9595
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 9595
Sortino Ratio Rank
RODM Omega Ratio Rank: 9696
Omega Ratio Rank
RODM Calmar Ratio Rank: 9292
Calmar Ratio Rank
RODM Martin Ratio Rank: 9595
Martin Ratio Rank

ROSC
ROSC Risk / Return Rank: 6969
Overall Rank
ROSC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 7070
Sortino Ratio Rank
ROSC Omega Ratio Rank: 6262
Omega Ratio Rank
ROSC Calmar Ratio Rank: 7474
Calmar Ratio Rank
ROSC Martin Ratio Rank: 7171
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. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Hartford Multifactor Small Cap ETF (ROSC). 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.


RODMROSCDifference

Sharpe ratio

Return per unit of total volatility

2.36

1.17

+1.19

Sortino ratio

Return per unit of downside risk

3.08

1.77

+1.32

Omega ratio

Gain probability vs. loss probability

1.48

1.23

+0.25

Calmar ratio

Return relative to maximum drawdown

3.29

1.91

+1.38

Martin ratio

Return relative to average drawdown

15.59

7.26

+8.33

RODM vs. ROSC - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.36, which is higher than the ROSC Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of RODM and ROSC, 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


RODMROSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.17

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.36

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.49

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.43

+0.07

Correlation

The correlation between RODM and ROSC is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RODM vs. ROSC - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.92%, more than ROSC's 2.03% yield.


TTM20252024202320222021202020192018201720162015
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.92%3.11%4.09%4.42%3.81%4.41%2.82%2.82%2.03%2.24%3.19%2.60%
ROSC
Hartford Multifactor Small Cap ETF
2.03%2.08%2.00%2.01%1.51%2.13%1.75%3.05%2.86%2.13%2.20%2.48%

Drawdowns

RODM vs. ROSC - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for RODM and ROSC.


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Drawdown Indicators


RODMROSCDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-43.13%

+7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-11.91%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

-23.74%

-5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

-43.13%

+7.15%

Current Drawdown

Current decline from peak

-4.11%

-5.31%

+1.20%

Average Drawdown

Average peak-to-trough decline

-6.47%

-7.31%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

3.13%

-1.15%

Volatility

RODM vs. ROSC - Volatility Comparison

Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Hartford Multifactor Small Cap ETF (ROSC) have volatilities of 5.36% and 5.24%, 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.


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Volatility by Period


RODMROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

5.24%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

11.14%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

19.29%

-5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

19.41%

-5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

20.26%

-5.05%