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TTAI vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTAI vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) 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

In the year-to-date period, TTAI achieves a 3.82% return, which is significantly lower than RODM's 11.53% return.


TTAI

1D
-0.18%
1M
1.51%
YTD
3.82%
6M
3.76%
1Y
8.28%
3Y*
9.76%
5Y*
1.76%
10Y*

RODM

1D
0.49%
1M
0.81%
YTD
11.53%
6M
14.47%
1Y
25.55%
3Y*
20.76%
5Y*
9.68%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTAI vs. RODM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
3.82%13.27%0.39%18.22%-24.37%16.87%18.30%24.52%-17.73%7.27%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
11.53%34.42%8.02%15.76%-14.54%11.11%-0.62%17.15%-9.97%8.92%

Correlation

The correlation between TTAI and RODM is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2017

0.80

The correlation between TTAI and RODM shifts across timeframes, from 0.73 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

TTAI vs. RODM - Sectors Allocation Comparison


Sectors
TTAI
RODM

Technology

34.4%
10.5%

Consumer Cyclical

15.2%
5.9%

Healthcare

14.8%
9.1%

Industrials

11.1%
16.7%

Consumer Defensive

7.2%
4.1%

Financial Services

6.2%
25.9%

Communication Services

5.8%
5.5%

Basic Materials

2.4%
6.3%

Energy

1.9%
6.6%

Utilities

1.2%
4.9%

Real Estate

-

3.6%

Technology

TTAI
34.4%
RODM
10.5%

Consumer Cyclical

TTAI
15.2%
RODM
5.9%

Healthcare

TTAI
14.8%
RODM
9.1%

Industrials

TTAI
11.1%
RODM
16.7%

Consumer Defensive

TTAI
7.2%
RODM
4.1%

Financial Services

TTAI
6.2%
RODM
25.9%

Communication Services

TTAI
5.8%
RODM
5.5%

Basic Materials

TTAI
2.4%
RODM
6.3%

Energy

TTAI
1.9%
RODM
6.6%

Utilities

TTAI
1.2%
RODM
4.9%

Real Estate

TTAI

-

RODM
3.6%

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Return for Risk

TTAI vs. RODM — Risk / Return Rank

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

TTAI
TTAI Risk / Return Rank: 1818
Overall Rank
TTAI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TTAI Sortino Ratio Rank: 1717
Sortino Ratio Rank
TTAI Omega Ratio Rank: 1717
Omega Ratio Rank
TTAI Calmar Ratio Rank: 1717
Calmar Ratio Rank
TTAI Martin Ratio Rank: 2020
Martin Ratio Rank

RODM
RODM Risk / Return Rank: 7575
Overall Rank
RODM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 7676
Sortino Ratio Rank
RODM Omega Ratio Rank: 7575
Omega Ratio Rank
RODM Calmar Ratio Rank: 7373
Calmar Ratio Rank
RODM Martin Ratio Rank: 7777
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.

TTAI vs. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) 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.


TTAIRODMDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-2.54

Omega ratioGain probability vs. loss probability

1.10

1.44

-0.34

Calmar ratioReturn relative to maximum drawdown

0.64

3.61

-2.97

Martin ratioReturn relative to average drawdown

2.27

14.53

-12.26

TTAI vs. RODM - Sharpe Ratio Comparison

The current TTAI Sharpe Ratio is 0.49, which is lower than the RODM Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of TTAI and RODM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TTAIRODMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

2.40

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.72

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.52

-0.23

Drawdowns

TTAI vs. RODM - Drawdown Comparison

The maximum TTAI drawdown since its inception was -34.17%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for TTAI and RODM.


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Drawdown Indicators


TTAIRODMDifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-35.98%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-7.10%

-5.90%

Max Drawdown (3Y)

Largest decline over 3 years

-21.34%

-10.58%

-10.76%

Max Drawdown (5Y)

Largest decline over 5 years

-34.13%

-28.85%

-5.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

Current Drawdown

Current decline from peak

-1.51%

-0.94%

-0.57%

Average Drawdown

Average peak-to-trough decline

-9.20%

-6.38%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

1.76%

+1.90%

Volatility

TTAI vs. RODM - Volatility Comparison

TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 5.92% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.06%. This indicates that TTAI'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


TTAIRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

3.06%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

14.17%

8.40%

+5.77%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

10.70%

+6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

13.43%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.89%

15.24%

+3.65%

TTAI vs. RODM - Expense Ratio Comparison

TTAI has a 0.61% expense ratio, which is higher than RODM's 0.29% expense ratio.


Dividends

TTAI vs. RODM - Dividend Comparison

TTAI's dividend yield for the trailing twelve months is around 2.45%, less than RODM's 2.79% yield.


PositionTTM20252024202320222021202020192018201720162015
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.79%3.11%4.09%4.42%3.81%4.41%2.82%2.82%2.03%2.24%3.19%2.60%
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
2.45%2.30%2.13%2.39%9.36%2.01%0.64%1.90%0.92%0.26%0.00%0.00%

Frequently Asked Questions


TTAI and RODM have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTAI has higher volatility (5.92%) compared to RODM (3.06%). In terms of maximum drawdown, TTAI dropped -34.17% vs RODM's -35.98%.

On 5-year performance, RODM leads with 9.68% vs 1.76% for TTAI. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RODM has performed better with a 9.68% return vs 1.76%. 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 0.61% for TTAI.

RODM has the higher dividend yield at 2.79%, compared with 2.45% for TTAI.

They also come from different issuers: TrimTabs and Hartford. Their fees differ too: 0.61% for TTAI and 0.29% for RODM.

RODM currently has the higher Sharpe Ratio (2.40 vs 0.49), 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.

Portfolio Optimizer

Find the right allocation for TTAI and RODM

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