RODM vs. VEU

Last updated Apr 2, 2026

Compare and contrast key facts about Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Vanguard FTSE All-World ex-US ETF (VEU).

RODM and VEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RODM is a passively managed fund by Hartford that tracks the performance of the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. It was launched on Feb 25, 2015. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. Both RODM and VEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

RODM vs. VEU - 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 All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

RODM vs. VEU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RODM Hartford Multifactor Developed Markets (ex-US) ETF	7.69%	34.42%	8.02%	15.76%	-14.54%	11.11%	-0.62%	17.15%	-9.97%	25.14%
VEU Vanguard FTSE All-World ex-US ETF	3.60%	32.35%	5.56%	15.84%	-15.58%	8.27%	11.10%	21.83%	-14.18%	27.40%

Returns By Period

In the year-to-date period, RODM achieves a 7.69% return, which is significantly higher than VEU's 3.60% return. Both investments have delivered pretty close results over the past 10 years, with RODM having a 8.84% annualized return and VEU not far ahead at 9.16%.

RODM

• 1D: 1.01%
• 1M: -2.35%
• YTD: 7.69%
• 6M: 13.13%
• 1Y: 32.16%
• 3Y*: 19.45%
• 5Y*: 10.14%
• 10Y*: 8.84%

VEU

• 1D: 1.32%
• 1M: -5.22%
• YTD: 3.60%
• 6M: 7.76%
• 1Y: 28.98%
• 3Y*: 16.19%
• 5Y*: 7.74%
• 10Y*: 9.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RODM vs. VEU - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is higher than VEU's 0.07% expense ratio.

RODM

Hartford Multifactor Developed Markets (ex-US) ETF

VEU

Vanguard FTSE All-World ex-US ETF

Return for Risk

RODM vs. VEU — Risk / Return Rank

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

RODM

RODM Risk / Return Rank: 94
RODM Sharpe Ratio Rank: 94
RODM Sortino Ratio Rank: 95
RODM Omega Ratio Rank: 95
RODM Calmar Ratio Rank: 92
RODM Martin Ratio Rank: 95

VEU

VEU Risk / Return Rank: 84
VEU Sharpe Ratio Rank: 83
VEU Sortino Ratio Rank: 85
VEU Omega Ratio Rank: 84
VEU Calmar Ratio Rank: 85
VEU Martin Ratio Rank: 84

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. VEU - Risk-Adjusted Trends Comparison

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

	RODM	VEU	Difference
Sharpe ratio Return per unit of total volatility	2.41	1.69	+0.73
Sortino ratio Return per unit of downside risk	3.15	2.32	+0.83
Omega ratio Gain probability vs. loss probability	1.49	1.34	+0.15
Calmar ratio Return relative to maximum drawdown	3.48	2.57	+0.91
Martin ratio Return relative to average drawdown	16.44	9.83	+6.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RODM vs. VEU - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.41, which is higher than the VEU Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of RODM and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RODM	VEU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	1.69	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.49	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.54	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.23	+0.27

Correlation

The correlation between RODM and VEU is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

RODM vs. VEU - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.89%, which matches VEU's 2.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RODM Hartford Multifactor Developed Markets (ex-US) ETF	2.89%	3.11%	4.09%	4.42%	3.81%	4.41%	2.82%	2.82%	2.03%	2.24%	3.19%	2.60%
VEU Vanguard FTSE All-World ex-US ETF	2.88%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%

Drawdowns

RODM vs. VEU - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for RODM and VEU.

Drawdown Indicators

	RODM	VEU	Difference
Max Drawdown Largest peak-to-trough decline	-35.98%	-61.52%	+25.54%
Max Drawdown (1Y) Largest decline over 1 year	-9.40%	-11.43%	+2.03%
Max Drawdown (5Y) Largest decline over 5 years	-28.85%	-29.31%	+0.46%
Max Drawdown (10Y) Largest decline over 10 years	-35.98%	-34.98%	-1.00%
Current Drawdown Current decline from peak	-3.14%	-7.36%	+4.22%
Average Drawdown Average peak-to-trough decline	-6.46%	-13.23%	+6.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	2.99%	-1.00%

Volatility

RODM vs. VEU - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 5.20%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 7.65%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RODM	VEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.20%	7.65%	-2.45%
Volatility (6M) Calculated over the trailing 6-month period	7.95%	11.61%	-3.66%
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	17.25%	-3.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.42%	15.83%	-2.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	17.13%	-1.92%