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RODM vs. VIDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RODM vs. VIDI - Performance Comparison

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

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Returns By Period

In the year-to-date period, RODM achieves a 11.53% return, which is significantly lower than VIDI's 22.11% return. Over the past 10 years, RODM has underperformed VIDI with an annualized return of 8.86%, while VIDI has yielded a comparatively higher 10.88% annualized return.


RODM

1D
0.49%
1M
0.81%
YTD
11.53%
6M
14.47%
1Y
25.55%
3Y*
20.76%
5Y*
9.68%
10Y*
8.86%

VIDI

1D
-0.36%
1M
5.51%
YTD
22.11%
6M
25.01%
1Y
48.31%
3Y*
27.28%
5Y*
12.06%
10Y*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RODM vs. VIDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
11.53%34.42%8.02%15.76%-14.54%11.11%-0.62%17.15%-9.97%25.14%
VIDI
Vident International Equity Fund
22.11%41.83%6.03%18.92%-13.83%11.93%1.18%15.84%-17.65%33.56%

Correlation

The correlation between RODM and VIDI is 0.77, 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

0.77

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

0.82

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

0.86

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

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2015

0.80

The correlation between RODM and VIDI has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

RODM vs. VIDI - Sectors Allocation Comparison


Sectors
RODM
VIDI

Financial Services

25.9%
18.5%

Industrials

16.7%
18.8%

Technology

10.5%
13.7%

Healthcare

9.1%
6.1%

Energy

6.6%
8.0%

Basic Materials

6.3%
8.4%

Consumer Cyclical

5.9%
10.4%

Communication Services

5.5%
6.0%

Utilities

4.9%
3.1%

Consumer Defensive

4.1%
6.2%

Real Estate

3.6%
0.8%

Financial Services

RODM
25.9%
VIDI
18.5%

Industrials

RODM
16.7%
VIDI
18.8%

Technology

RODM
10.5%
VIDI
13.7%

Healthcare

RODM
9.1%
VIDI
6.1%

Energy

RODM
6.6%
VIDI
8.0%

Basic Materials

RODM
6.3%
VIDI
8.4%

Consumer Cyclical

RODM
5.9%
VIDI
10.4%

Communication Services

RODM
5.5%
VIDI
6.0%

Utilities

RODM
4.9%
VIDI
3.1%

Consumer Defensive

RODM
4.1%
VIDI
6.2%

Real Estate

RODM
3.6%
VIDI
0.8%

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Return for Risk

RODM vs. VIDI — Risk / Return Rank

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

RODM
RODM Risk / Return Rank: 7575
Overall Rank
RODM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 7676
Sortino Ratio Rank
RODM Omega Ratio Rank: 7575
Omega Ratio Rank
RODM Calmar Ratio Rank: 7373
Calmar Ratio Rank
RODM Martin Ratio Rank: 7777
Martin Ratio Rank

VIDI
VIDI Risk / Return Rank: 9090
Overall Rank
VIDI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9292
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8686
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8787
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. VIDI - Risk-Adjusted Trends Comparison

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


RODMVIDIDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.44

1.61

-0.18

Calmar ratioReturn relative to maximum drawdown

3.61

4.82

-1.21

Martin ratioReturn relative to average drawdown

14.53

18.57

-4.04

RODM vs. VIDI - Sharpe Ratio Comparison

The current RODM Sharpe Ratio is 2.40, which is comparable to the VIDI Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of RODM and VIDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RODMVIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

3.37

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.76

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.61

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.43

+0.09

Drawdowns

RODM vs. VIDI - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum VIDI drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for RODM and VIDI.


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Drawdown Indicators


RODMVIDIDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-48.39%

+12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-10.07%

+2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-14.54%

+3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

-30.00%

+1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

-48.39%

+12.41%

Current Drawdown

Current decline from peak

-0.94%

-1.39%

+0.45%

Average Drawdown

Average peak-to-trough decline

-6.38%

-10.38%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

2.61%

-0.85%

Volatility

RODM vs. VIDI - Volatility Comparison

The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.06%, while Vident International Equity Fund (VIDI) has a volatility of 4.13%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than VIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RODMVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

4.13%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

11.95%

-3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

14.43%

-3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

15.94%

-2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.24%

18.01%

-2.77%

RODM vs. VIDI - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is lower than VIDI's 0.59% expense ratio.


Dividends

RODM vs. VIDI - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 2.79%, less than VIDI's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.79%3.11%4.09%4.42%3.81%4.41%2.82%2.82%2.03%2.24%3.19%2.60%
VIDI
Vident International Equity Fund
3.64%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions


RODM and VIDI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIDI has higher volatility (4.13%) compared to RODM (3.06%). In terms of maximum drawdown, RODM dropped -35.98% vs VIDI's -48.39%.

On 10-year performance, VIDI leads with 10.88% vs 8.86% for RODM. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIDI has performed better with a 10.88% return vs 8.86%. 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 0.59% for VIDI.

VIDI has the higher dividend yield at 3.64%, compared with 2.79% for RODM.

RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while VIDI tracks Vident International Equity Index. They also come from different issuers: Hartford and Vident. Their fees differ too: 0.29% for RODM and 0.59% for VIDI.

VIDI currently has the higher Sharpe Ratio (3.37 vs 2.40), 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

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