RODM vs. VNQ
RODM (Hartford Multifactor Developed Markets (ex-US) ETF) and VNQ (Vanguard Real Estate ETF) are both exchange-traded funds - RODM is a Foreign Large Cap Equities fund tracking the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while VNQ is a REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Both are passively managed. Over the past 10 years, RODM returned 9.30%/yr vs 5.65%/yr for VNQ. A 0.51 correlation means they provide meaningful diversification when combined. RODM charges 0.29%/yr vs 0.13%/yr for VNQ.
Performance
RODM vs. VNQ - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with RODM having a 12.24% return and VNQ slightly higher at 12.51%. Over the past 10 years, RODM has outperformed VNQ with an annualized return of 9.30%, while VNQ has yielded a comparatively lower 5.65% annualized return.
RODM
- 1D
- 0.10%
- 1M
- 0.36%
- YTD
- 12.24%
- 6M
- 13.78%
- 1Y
- 26.14%
- 3Y*
- 20.24%
- 5Y*
- 9.72%
- 10Y*
- 9.30%
VNQ
- 1D
- 0.92%
- 1M
- 3.35%
- YTD
- 12.51%
- 6M
- 12.32%
- 1Y
- 14.02%
- 3Y*
- 10.14%
- 5Y*
- 2.55%
- 10Y*
- 5.65%
RODM vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 12.24% | 34.42% | 8.02% | 15.76% | -14.54% | 11.11% | -0.62% | 17.15% | -9.97% | 25.14% |
VNQ Vanguard Real Estate ETF | 12.51% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Correlation
The correlation between RODM and VNQ is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015 | 0.51 |
The correlation between RODM and VNQ shifts across timeframes, from 0.51 (all time) to 0.61 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RODM vs. VNQ — Risk / Return Rank
RODM
VNQ
RODM vs. VNQ - 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 Real Estate ETF (VNQ). 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 | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.17 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 1.56 | +2.02 |
| Martin ratioReturn relative to average drawdown | 14.22 | 4.90 | +9.32 |
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Drawdowns
RODM vs. VNQ - Drawdown Comparison
The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for RODM and VNQ.
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Drawdown Indicators
| RODM | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.98% | -73.07% | +37.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -8.34% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -10.58% | -17.46% | +6.88% |
Max Drawdown (5Y)Largest decline over 5 years | -28.85% | -34.48% | +5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -35.98% | -42.40% | +6.42% |
Current DrawdownCurrent decline from peak | -0.31% | 0.00% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -13.61% | +7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.65% | -0.87% |
Volatility
RODM vs. VNQ - Volatility Comparison
The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.54%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.72%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RODM | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 4.72% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 9.77% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 13.54% | -2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.47% | 18.84% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 20.72% | -5.51% |
RODM vs. VNQ - Expense Ratio Comparison
RODM has a 0.29% expense ratio, which is higher than VNQ's 0.13% expense ratio.
Dividends
RODM vs. VNQ - Dividend Comparison
RODM's dividend yield for the trailing twelve months is around 2.77%, less than VNQ's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 2.77% | 3.11% | 4.09% | 4.42% | 3.81% | 4.41% | 2.82% | 2.82% | 2.03% | 2.24% | 3.19% | 2.60% |
VNQ Vanguard Real Estate ETF | 3.54% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
RODM and VNQ have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNQ has higher volatility (4.72%) compared to RODM (3.54%). In terms of maximum drawdown, RODM dropped -35.98% vs VNQ's -73.07%.
On 10-year performance, RODM leads with 9.30% vs 5.65% for VNQ. On fees, VNQ is cheaper at 0.13% per year. On volatility, RODM has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RODM has performed better with a 9.30% return vs 5.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VNQ is cheaper with a 0.13% expense ratio, compared with 0.29% for RODM.
VNQ has the higher dividend yield at 3.54%, compared with 2.77% for RODM.
RODM is categorized as Foreign Large Cap Equities, while VNQ is REIT. RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index, while VNQ tracks MSCI US Investable Market Real Estate 25/50 Index. They also come from different issuers: Hartford and Vanguard. Their fees differ too: 0.29% for RODM and 0.13% for VNQ.
RODM currently has the higher Sharpe Ratio (2.31 vs 0.96), 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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