PortfoliosLab logoPortfoliosLab logo
RODM vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RODM vs. TIP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, RODM achieves a 11.64% return, which is significantly higher than TIP's 1.53% return. Over the past 10 years, RODM has outperformed TIP with an annualized return of 9.24%, while TIP has yielded a comparatively lower 2.54% annualized return.


RODM

1D
-0.53%
1M
0.90%
YTD
11.64%
6M
12.64%
1Y
25.47%
3Y*
19.57%
5Y*
9.73%
10Y*
9.24%

TIP

1D
0.14%
1M
0.39%
YTD
1.53%
6M
1.63%
1Y
4.91%
3Y*
3.83%
5Y*
1.10%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RODM vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
11.64%34.42%8.02%15.76%-14.54%11.11%-0.62%17.15%-9.97%25.14%
TIP
iShares TIPS Bond ETF
1.53%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between RODM and TIP is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2015

0.12

Over the past year, RODM and TIP have become more correlated (0.33) than their long-term average of 0.12, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RODM vs. TIP — Risk / Return Rank

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

RODM
RODM Risk / Return Rank: 7878
Overall Rank
RODM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 8080
Sortino Ratio Rank
RODM Omega Ratio Rank: 7878
Omega Ratio Rank
RODM Calmar Ratio Rank: 7676
Calmar Ratio Rank
RODM Martin Ratio Rank: 7979
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4949
Overall Rank
TIP Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5050
Sortino Ratio Rank
TIP Omega Ratio Rank: 4444
Omega Ratio Rank
TIP Calmar Ratio Rank: 5555
Calmar Ratio Rank
TIP Martin Ratio Rank: 4848
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. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and iShares TIPS Bond ETF (TIP). 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.


RODMTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.42

1.26

+0.16

Calmar ratioReturn relative to maximum drawdown

3.60

2.49

+1.11

Martin ratioReturn relative to average drawdown

14.32

7.45

+6.87

RODM vs. TIP - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.33, which is higher than the TIP Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of RODM and TIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RODM vs. TIP - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for RODM and TIP.


Loading charts...

Drawdown Indicators


RODMTIPDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-14.57%

-21.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-1.98%

-5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-4.54%

-6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

-14.51%

-14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

-14.51%

-21.47%

Current Drawdown

Current decline from peak

-0.84%

-0.33%

-0.51%

Average Drawdown

Average peak-to-trough decline

-6.36%

-3.43%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

0.66%

+1.12%

Volatility

RODM vs. TIP - Volatility Comparison

Hartford Multifactor Developed Markets (ex-US) ETF (RODM) has a higher volatility of 3.58% compared to iShares TIPS Bond ETF (TIP) at 1.03%. This indicates that RODM's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RODMTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

1.03%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

2.33%

+6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.01%

3.38%

+7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

6.21%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

5.74%

+9.48%

RODM vs. TIP - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is higher than TIP's 0.18% expense ratio.


Dividends

RODM vs. TIP - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.78%, less than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


RODM and TIP have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RODM has higher volatility (3.58%) compared to TIP (1.03%). In terms of maximum drawdown, RODM dropped -35.98% vs TIP's -14.57%.

On 10-year performance, RODM leads with 9.24% vs 2.54% for TIP. On fees, TIP is cheaper at 0.18% per year. On volatility, TIP has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RODM has performed better with a 9.24% return vs 2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TIP is cheaper with a 0.18% expense ratio, compared with 0.29% for RODM.

TIP has the higher dividend yield at 3.76%, compared with 2.78% for RODM.

RODM is categorized as Foreign Large Cap Equities, while TIP is Inflation-Protected Bonds. RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.29% for RODM and 0.18% for TIP.

RODM currently has the higher Sharpe Ratio (2.33 vs 1.46), 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.

Portfolio Optimizer

Find the right allocation for RODM and TIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer