RODM vs. TLCI
RODM (Hartford Multifactor Developed Markets (ex-US) ETF) and TLCI (Touchstone International Equity ETF) are both Foreign Large Cap Equities funds. RODM is passively managed, while TLCI is actively managed. Over the past year, RODM returned 25.72% vs 2.23% for TLCI. A 0.77 correlation means they provide meaningful diversification when combined. RODM charges 0.29%/yr vs 0.37%/yr for TLCI.
Performance
RODM vs. TLCI - Performance Comparison
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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*
- —
RODM vs. TLCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 10.94% | 24.62% |
TLCI Touchstone International Equity ETF | 0.28% | 4.35% |
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.
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Return for Risk
RODM vs. TLCI — Risk / Return Rank
RODM
TLCI
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.
| RODM | TLCI | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| RODM | TLCI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.47% | -3.69% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -2.84% | -3.52% |
Ulcer IndexDepth 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.
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Volatility by Period
| RODM | TLCI | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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