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RWIN vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWIN vs. RODM - Performance Comparison

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

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Returns By Period


RWIN

1D
-0.12%
1M
0.70%
6M
YTD
1Y
3Y*
5Y*
10Y*

RODM

1D
0.22%
1M
1.59%
6M
10.57%
YTD
12.92%
1Y
24.91%
3Y*
19.27%
5Y*
10.27%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWIN vs. RODM - Yearly Performance Comparison


Correlation

The correlation between RWIN and RODM is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 8, 2026

0.84

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Return for Risk

RWIN vs. RODM — Risk / Return Rank

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

RWIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


RODM
RODM Risk / Return Rank: 8787
Overall Rank
RODM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 8989
Sortino Ratio Rank
RODM Omega Ratio Rank: 8787
Omega Ratio Rank
RODM Calmar Ratio Rank: 8383
Calmar Ratio Rank
RODM Martin Ratio Rank: 8686
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.

RWIN vs. RODM - Risk-Adjusted Trends Comparison

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


RWINRODMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.52

Martin ratioReturn relative to average drawdown

13.84

RWIN vs. RODM - Sharpe Ratio Comparison


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Drawdowns

RWIN vs. RODM - Drawdown Comparison

The maximum RWIN drawdown since its inception was -4.09%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for RWIN and RODM.


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Drawdown Indicators


RWINRODMDifference

Max Drawdown

Largest peak-to-trough decline

-4.09%

-35.98%

+31.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

Current Drawdown

Current decline from peak

-0.92%

-0.39%

-0.53%

Average Drawdown

Average peak-to-trough decline

-1.32%

-6.32%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

Volatility

RWIN vs. RODM - Volatility Comparison


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Volatility by Period


RWINRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

10.85%

+3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

13.45%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

14.95%

-0.12%

RWIN vs. RODM - Expense Ratio Comparison

RWIN has a 0.42% expense ratio, which is higher than RODM's 0.29% expense ratio.


Dividends

RWIN vs. RODM - Dividend Comparison

RWIN's dividend yield for the trailing twelve months is around 1.01%, less than RODM's 2.82% yield.


PositionTTM20252024202320222021202020192018201720162015
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.82%3.11%4.09%4.42%3.81%4.41%2.82%2.82%2.03%2.24%3.19%2.60%
RWIN
Rayliant NxtGen Multifactor International Equity ETF
1.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RWIN and RODM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RODM is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RODM is cheaper with a 0.29% expense ratio, compared with 0.42% for RWIN.

RODM has the higher dividend yield at 2.82%, compared with 1.01% for RWIN.

They also come from different issuers: Rayliant and Hartford. Their fees differ too: 0.42% for RWIN and 0.29% for RODM.

Portfolio Optimizer

Find the right allocation for RWIN and RODM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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