RODM vs. SCHF

Last updated Aug 2, 2026

RODM (Hartford Multifactor Developed Markets (ex-US) ETF) and SCHF (Schwab International Equity ETF) are both Foreign Large Cap Equities funds - RODM tracks the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index while SCHF tracks the FTSE Developed ex U.S. Index. Both are passively managed. Over the past 10 years, RODM returned 9.08%/yr vs 10.18%/yr for SCHF. Their correlation of 0.87 means they have usually moved in the same direction. RODM charges 0.29%/yr vs 0.06%/yr for SCHF.

Performance

RODM vs. SCHF - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with RODM having a 14.40% return and SCHF slightly higher at 14.79%. Over the past 10 years, RODM has underperformed SCHF with an annualized return of 9.08%, while SCHF has yielded a comparatively higher 10.18% 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%

SCHF

• 1D: -0.58%
• 1M: -0.15%
• 6M: 8.48%
• YTD: 14.79%
• 1Y: 30.87%
• 3Y*: 18.32%
• 5Y*: 10.08%
• 10Y*: 10.18%
• ALL TIME*: 7.84%

*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)
RODM Hartford Multifactor Developed Markets (ex-US) ETF	$2.73M	$3.04M	$3.79M
SCHF Schwab International Equity ETF	$215.25M	$219.24M	$213.98M

RODM vs. SCHF - 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%
SCHF Schwab International Equity ETF	14.79%	34.55%	3.28%	18.35%	-14.80%	11.40%	9.48%	22.26%	-14.29%	26.03%

Correlation

The correlation between RODM and SCHF is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.91
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (10Y) Provides a long-term view across more market conditions.	0.93
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015	0.87

The correlation between RODM and SCHF shifts across timeframes, from 0.83 (1 year) to 0.94 (5 years), reflecting how their relationship changes across market environments.

RODM vs. SCHF - Sectors Allocation Comparison

Sectors	RODM	SCHF
Financial Services	27.2%	25.6%
Industrials	17.0%	14.3%
Healthcare	9.7%	7.1%
Consumer Defensive	8.1%	5.1%
Technology	6.9%	16.4%
Consumer Cyclical	6.8%	6.3%
Communication Services	5.5%	2.4%
Energy	5.4%	5.3%
Utilities	5.2%	3.2%
Basic Materials	4.8%	6.7%
Real Estate	3.5%	1.9%

Return for Risk

RODM vs. SCHF — 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

SCHF

SCHF Risk / Return Rank: 77
SCHF Sharpe Ratio Rank: 77
SCHF Sortino Ratio Rank: 76
SCHF Omega Ratio Rank: 77
SCHF Calmar Ratio Rank: 76
SCHF Martin Ratio Rank: 78

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. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Schwab International Equity ETF (SCHF). 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	SCHF	Difference
Sharpe ratio: Return per unit of total volatility	2.53	1.75	+0.78
Sortino ratio: Return per unit of downside risk	3.57	2.42	+1.15
Omega ratio: Gain probability vs. loss probability	1.46	1.32	+0.14
Calmar ratio: Return relative to maximum drawdown	3.86	2.65	+1.21
Martin ratio: Return relative to average drawdown	15.55	9.84	+5.71

RODM vs. SCHF - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.53, which is higher than the SCHF Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of RODM and SCHF, 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. SCHF - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, roughly equal to the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for RODM and SCHF.

Drawdown Indicators

	RODM	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	-35.98%	-34.87%	-1.11%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	-11.48%	+4.38%
Max Drawdown (3Y) Largest decline over 3 years	-10.58%	-13.41%	+2.83%
Max Drawdown (5Y) Largest decline over 5 years	-28.85%	-29.14%	+0.29%
Max Drawdown (10Y) Largest decline over 10 years	-35.98%	-34.87%	-1.11%
Current Drawdown Current decline from peak	-0.53%	-2.45%	+1.92%
Average Drawdown Average peak-to-trough decline	-6.30%	-7.33%	+1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	3.08%	-1.32%

Volatility

RODM vs. SCHF - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.27%, while Schwab International Equity ETF (SCHF) has a volatility of 5.38%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RODM	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.27%	5.38%	-2.11%
Volatility (6M) Calculated over the trailing 6-month period	8.94%	15.48%	-6.54%
Volatility (1Y) Calculated over the trailing 1-year period	10.87%	17.39%	-6.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.46%	16.70%	-3.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.96%	17.05%	-2.09%

RODM vs. SCHF - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is higher than SCHF's 0.06% expense ratio.

Dividends

RODM vs. SCHF - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.78%, less than SCHF's 3.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHF Schwab International Equity ETF	3.07%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%

Frequently Asked Questions

Can I hold both RODM and SCHF in my portfolio?

RODM and SCHF have a correlation of 0.83, 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 SCHF?

SCHF has higher volatility (5.38%) compared to RODM (3.27%). In terms of maximum drawdown, RODM dropped -35.98% vs SCHF's -34.87%.

Which ETF is better, RODM or SCHF?

On 10-year performance, SCHF leads with 10.18% vs 9.08% for RODM. On fees, SCHF is cheaper at 0.06% per year. On volatility, RODM has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RODM or SCHF?

Over the 10-year period, SCHF has performed better with a 10.18% return vs 9.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RODM or SCHF?

SCHF is cheaper with a 0.06% expense ratio, compared with 0.29% for RODM.

Which ETF pays a higher dividend yield, RODM or SCHF?

SCHF has the higher dividend yield at 3.07%, compared with 2.78% for RODM.

What is the main difference between RODM and SCHF?

RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while SCHF tracks FTSE Developed ex U.S. Index. They also come from different issuers: Hartford and Charles Schwab. Their fees differ too: 0.29% for RODM and 0.06% for SCHF.

Which has better risk-adjusted returns?

RODM currently has the higher Sharpe Ratio (2.53 vs 1.75), 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.