RODM vs. VOO
Compare and contrast key facts about Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Vanguard S&P 500 ETF (VOO).
RODM and VOO 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 The Hartford that tracks the performance of the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. It was launched on Feb 25, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both RODM and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RODM or VOO.
Key characteristics
| RODM | VOO | |
|---|---|---|
| YTD Return | 8.61% | 26.13% |
| 1Y Return | 16.89% | 33.91% |
| 3Y Return (Ann) | 2.47% | 9.98% |
| 5Y Return (Ann) | 4.01% | 15.61% |
| Sharpe Ratio | 1.51 | 2.82 |
| Sortino Ratio | 2.19 | 3.76 |
| Omega Ratio | 1.27 | 1.53 |
| Calmar Ratio | 1.44 | 4.05 |
| Martin Ratio | 9.08 | 18.48 |
| Ulcer Index | 1.81% | 1.85% |
| Daily Std Dev | 10.83% | 12.12% |
| Max Drawdown | -35.98% | -33.99% |
| Current Drawdown | -5.39% | -0.88% |
Correlation
The correlation between RODM and VOO is 0.70, 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. VOO - Performance Comparison
In the year-to-date period, RODM achieves a 8.61% return, which is significantly lower than VOO's 26.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RODM vs. VOO - Expense Ratio Comparison
RODM has a 0.29% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
RODM vs. VOO - 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 S&P 500 ETF (VOO). 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.
Dividends
RODM vs. VOO - Dividend Comparison
RODM's dividend yield for the trailing twelve months is around 3.88%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 3.88% | 4.43% | 3.81% | 4.40% | 2.82% | 2.82% | 2.03% | 2.24% | 3.19% | 2.60% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
RODM vs. VOO - Drawdown Comparison
The maximum RODM drawdown since its inception was -35.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RODM and VOO. For additional features, visit the drawdowns tool.
Volatility
RODM vs. VOO - Volatility Comparison
The current volatility for Hartford Multifactor Developed Markets (ex-US) ETF (RODM) is 3.23%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.84%. This indicates that RODM experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.