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RODM vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RODM and VEA is 0.69, 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.


Performance

RODM vs. VEA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

RODM:

1.58

VEA:

0.70

Sortino Ratio

RODM:

2.09

VEA:

1.00

Omega Ratio

RODM:

1.30

VEA:

1.13

Calmar Ratio

RODM:

1.99

VEA:

0.80

Martin Ratio

RODM:

7.17

VEA:

2.41

Ulcer Index

RODM:

2.93%

VEA:

4.45%

Daily Std Dev

RODM:

14.06%

VEA:

17.25%

Max Drawdown

RODM:

-35.98%

VEA:

-60.69%

Current Drawdown

RODM:

-0.51%

VEA:

-0.65%

Returns By Period

In the year-to-date period, RODM achieves a 17.31% return, which is significantly higher than VEA's 15.21% return. Both investments have delivered pretty close results over the past 10 years, with RODM having a 5.86% annualized return and VEA not far behind at 5.79%.


RODM

YTD

17.31%

1M

5.54%

6M

15.55%

1Y

22.04%

3Y*

11.10%

5Y*

11.87%

10Y*

5.86%

VEA

YTD

15.21%

1M

6.49%

6M

13.47%

1Y

11.94%

3Y*

10.49%

5Y*

12.11%

10Y*

5.79%

*Annualized

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RODM vs. VEA - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is higher than VEA's 0.05% expense ratio.


Risk-Adjusted Performance

RODM vs. VEA — Risk-Adjusted Performance Rank

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

RODM
The Risk-Adjusted Performance Rank of RODM is 9191
Overall Rank
The Sharpe Ratio Rank of RODM is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of RODM is 9191
Sortino Ratio Rank
The Omega Ratio Rank of RODM is 9090
Omega Ratio Rank
The Calmar Ratio Rank of RODM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of RODM is 9090
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 6767
Overall Rank
The Sharpe Ratio Rank of VEA is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RODM vs. VEA - Risk-Adjusted Performance Comparison

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


The current RODM Sharpe Ratio is 1.58, which is higher than the VEA Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of RODM and VEA, 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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Dividends

RODM vs. VEA - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 3.49%, more than VEA's 2.84% yield.


TTM20242023202220212020201920182017201620152014
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
3.49%4.09%4.43%3.81%4.40%2.82%2.82%2.03%2.24%3.19%2.60%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.84%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

RODM vs. VEA - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for RODM and VEA. For additional features, visit the drawdowns tool.


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Volatility

RODM vs. VEA - Volatility Comparison

Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 2.80% and 2.80%, 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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