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

Performance

RODM vs. TLCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Touchstone International Equity ETF (TLCI). 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 10.94% return, which is significantly higher than TLCI's 0.28% return.


RODM

1D
-0.05%
1M
-1.11%
YTD
10.94%
6M
11.39%
1Y
25.72%
3Y*
20.45%
5Y*
9.96%
10Y*
9.39%

TLCI

1D
-1.03%
1M
1.32%
YTD
0.28%
6M
0.45%
1Y
2.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RODM vs. TLCI - Yearly Performance Comparison


Correlation

The correlation between RODM and TLCI is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2025

0.77

The correlation between RODM and TLCI has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.

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. TLCI — Risk / Return Rank

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

RODM
RODM Risk / Return Rank: 7777
Overall Rank
RODM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 7878
Sortino Ratio Rank
RODM Omega Ratio Rank: 7676
Omega Ratio Rank
RODM Calmar Ratio Rank: 7474
Calmar Ratio Rank
RODM Martin Ratio Rank: 7777
Martin Ratio Rank

TLCI
TLCI Risk / Return Rank: 1010
Overall Rank
TLCI Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLCI Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLCI Omega Ratio Rank: 1010
Omega Ratio Rank
TLCI Calmar Ratio Rank: 1010
Calmar Ratio Rank
TLCI Martin Ratio Rank: 1111
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. TLCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Touchstone International Equity ETF (TLCI). 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.


RODMTLCIDifference
Sharpe ratioReturn per unit of total volatility

+2.20

Sortino ratioReturn per unit of downside risk

+2.99

Omega ratioGain probability vs. loss probability

1.43

1.04

+0.39

Calmar ratioReturn relative to maximum drawdown

3.64

0.19

+3.45

Martin ratioReturn relative to average drawdown

14.43

0.58

+13.86

RODM vs. TLCI - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.37, which is higher than the TLCI Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of RODM and TLCI, 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. TLCI - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, which is greater than TLCI's maximum drawdown of -12.15%. Use the drawdown chart below to compare losses from any high point for RODM and TLCI.


Loading charts...

Drawdown Indicators


RODMTLCIDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-12.15%

-23.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-11.83%

+4.73%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

Current Drawdown

Current decline from peak

-1.47%

-3.69%

+2.22%

Average Drawdown

Average peak-to-trough decline

-6.36%

-2.84%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

3.87%

-2.08%

Volatility

RODM vs. TLCI - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.15%, while Touchstone International Equity ETF (TLCI) has a volatility of 3.41%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than TLCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RODMTLCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.41%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

11.26%

-2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

13.43%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.45%

15.68%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

15.68%

-0.49%

RODM vs. TLCI - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is lower than TLCI's 0.37% expense ratio.


Dividends

RODM vs. TLCI - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.80%, more than TLCI's 0.60% yield.


PositionTTM20252024202320222021202020192018201720162015
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.80%3.11%4.09%4.42%3.81%4.41%2.82%2.82%2.03%2.24%3.19%2.60%
TLCI
Touchstone International Equity ETF
0.60%0.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RODM and TLCI have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLCI has higher volatility (3.41%) compared to RODM (3.15%). In terms of maximum drawdown, RODM dropped -35.98% vs TLCI's -12.15%.

On 1-year performance, RODM leads with 25.72% vs 2.23% for TLCI. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RODM has performed better with a 25.72% return vs 2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RODM is cheaper with a 0.29% expense ratio, compared with 0.37% for TLCI.

RODM has the higher dividend yield at 2.80%, compared with 0.60% for TLCI.

They also come from different issuers: Hartford and Touchstone. Their fees differ too: 0.29% for RODM and 0.37% for TLCI.

RODM currently has the higher Sharpe Ratio (2.37 vs 0.17), 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 TLCI

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