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

Correlation

The correlation between RODM and VYMI is 0.89, 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.


-0.50.00.51.00.9

Performance

RODM vs. VYMI - 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 International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
67.77%
85.88%
RODM
VYMI

Key characteristics

Sharpe Ratio

RODM:

0.92

VYMI:

0.70

Sortino Ratio

RODM:

1.35

VYMI:

1.00

Omega Ratio

RODM:

1.17

VYMI:

1.12

Calmar Ratio

RODM:

1.34

VYMI:

1.02

Martin Ratio

RODM:

4.68

VYMI:

3.23

Ulcer Index

RODM:

2.15%

VYMI:

2.63%

Daily Std Dev

RODM:

10.94%

VYMI:

12.18%

Max Drawdown

RODM:

-35.98%

VYMI:

-40.00%

Current Drawdown

RODM:

-6.65%

VYMI:

-8.30%

Returns By Period

In the year-to-date period, RODM achieves a 7.16% return, which is significantly higher than VYMI's 5.62% return.


RODM

YTD

7.16%

1M

-1.98%

6M

4.30%

1Y

9.24%

5Y*

3.32%

10Y*

N/A

VYMI

YTD

5.62%

1M

-3.34%

6M

0.42%

1Y

7.52%

5Y*

5.69%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RODM vs. VYMI - Expense Ratio Comparison

RODM has a 0.29% expense ratio, which is higher than VYMI's 0.22% expense ratio.


RODM
Hartford Multifactor Developed Markets (ex-US) ETF
Expense ratio chart for RODM: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

RODM vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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.


Sharpe ratio
The chart of Sharpe ratio for RODM, currently valued at 0.92, compared to the broader market0.002.004.000.920.70
The chart of Sortino ratio for RODM, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.0010.001.351.00
The chart of Omega ratio for RODM, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.12
The chart of Calmar ratio for RODM, currently valued at 1.34, compared to the broader market0.005.0010.0015.001.341.02
The chart of Martin ratio for RODM, currently valued at 4.68, compared to the broader market0.0020.0040.0060.0080.00100.004.683.23
RODM
VYMI

The current RODM Sharpe Ratio is 0.92, which is higher than the VYMI Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of RODM and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.92
0.70
RODM
VYMI

Dividends

RODM vs. VYMI - Dividend Comparison

RODM's dividend yield for the trailing twelve months is around 3.93%, more than VYMI's 3.42% yield.


TTM202320222021202020192018201720162015
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
3.93%4.43%3.81%4.40%2.82%2.82%2.03%2.24%3.19%2.60%
VYMI
Vanguard International High Dividend Yield ETF
3.42%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Drawdowns

RODM vs. VYMI - Drawdown Comparison

The maximum RODM drawdown since its inception was -35.98%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for RODM and VYMI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.65%
-8.30%
RODM
VYMI

Volatility

RODM vs. VYMI - Volatility Comparison

Hartford Multifactor Developed Markets (ex-US) ETF (RODM) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.28% and 3.30%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.28%
3.30%
RODM
VYMI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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