TDI vs. RODM
TDI (Touchstone Dynamic International ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds. TDI is actively managed, while RODM is passively managed. Over the past year, TDI returned 42.61% vs 25.48% for RODM. Their correlation of 0.82 suggests significant overlap in exposure. TDI charges 0.65%/yr vs 0.29%/yr for RODM.
Performance
TDI vs. RODM - Performance Comparison
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Returns By Period
In the year-to-date period, TDI achieves a 18.78% return, which is significantly higher than RODM's 10.99% return.
TDI
- 1D
- -1.13%
- 1M
- 4.89%
- YTD
- 18.78%
- 6M
- 22.24%
- 1Y
- 42.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RODM
- 1D
- -0.22%
- 1M
- 1.13%
- YTD
- 10.99%
- 6M
- 14.14%
- 1Y
- 25.48%
- 3Y*
- 20.42%
- 5Y*
- 9.57%
- 10Y*
- 8.89%
TDI vs. RODM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TDI Touchstone Dynamic International ETF | 18.78% | 43.12% | 6.39% | 4.12% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 10.99% | 34.42% | 8.02% | 4.10% |
Correlation
The correlation between TDI and RODM is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2023 | 0.82 |
The correlation between TDI and RODM has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.
TDI vs. RODM - Sectors Allocation Comparison
Sectors
TDI
RODM
Financial Services
Technology
Industrials
Energy
Healthcare
Basic Materials
Communication Services
Consumer Cyclical
Utilities
Consumer Defensive
Real Estate
-
Financial Services
TDI
RODM
Technology
TDI
RODM
Industrials
TDI
RODM
Energy
TDI
RODM
Healthcare
TDI
RODM
Basic Materials
TDI
RODM
Communication Services
TDI
RODM
Consumer Cyclical
TDI
RODM
Utilities
TDI
RODM
Consumer Defensive
TDI
RODM
Real Estate
TDI
-
RODM
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Return for Risk
TDI vs. RODM — Risk / Return Rank
TDI
RODM
TDI vs. RODM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) 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.
| TDI | RODM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.47 | 2.39 | +0.08 |
Sortino ratioReturn per unit of downside risk | 3.25 | 3.35 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.44 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.54 | 3.60 | -0.06 |
Martin ratioReturn relative to average drawdown | 14.18 | 14.50 | -0.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDI | RODM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.39 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.74 | 0.52 | +1.23 |
Drawdowns
TDI vs. RODM - Drawdown Comparison
The maximum TDI drawdown since its inception was -14.99%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for TDI and RODM.
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Drawdown Indicators
| TDI | RODM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -35.98% | +20.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -7.10% | -4.99% |
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 DrawdownCurrent decline from peak | -1.13% | -1.42% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -2.21% | -6.38% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.76% | +1.25% |
Volatility
TDI vs. RODM - Volatility Comparison
Touchstone Dynamic International ETF (TDI) has a higher volatility of 6.02% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.12%. This indicates that TDI's price experiences larger fluctuations and is considered to be riskier than RODM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDI | RODM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 3.12% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 8.41% | +6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 10.74% | +6.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 13.43% | +3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 15.24% | +1.60% |
TDI vs. RODM - Expense Ratio Comparison
TDI has a 0.65% expense ratio, which is higher than RODM's 0.29% expense ratio.
Dividends
TDI vs. RODM - Dividend Comparison
TDI's dividend yield for the trailing twelve months is around 1.63%, less than RODM's 2.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 2.80% | 3.11% | 4.09% | 4.42% | 3.81% | 4.41% | 2.82% | 2.82% | 2.03% | 2.24% | 3.19% | 2.60% |
TDI Touchstone Dynamic International ETF | 1.63% | 1.94% | 3.39% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TDI and RODM have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDI has higher volatility (6.02%) compared to RODM (3.12%). In terms of maximum drawdown, TDI dropped -14.99% vs RODM's -35.98%.
On 1-year performance, TDI leads with 42.61% vs 25.48% for RODM. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TDI has performed better with a 42.61% return vs 25.48%. 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 0.65% for TDI.
RODM has the higher dividend yield at 2.80%, compared with 1.63% for TDI.
They also come from different issuers: Touchstone and Hartford. Their fees differ too: 0.65% for TDI and 0.29% for RODM.
TDI currently has the higher Sharpe Ratio (2.47 vs 2.39), 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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