TXUE vs. RODM
TXUE (Thornburg International Equity ETF) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds. TXUE is actively managed, while RODM is passively managed. Over the past year, TXUE returned 20.99% vs 25.55% for RODM. Their correlation of 0.87 suggests significant overlap in exposure. TXUE charges 0.65%/yr vs 0.29%/yr for RODM.
Performance
TXUE vs. RODM - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TXUE having a 11.09% return and RODM slightly higher at 11.53%.
TXUE
- 1D
- 0.67%
- 1M
- 2.88%
- YTD
- 11.09%
- 6M
- 12.91%
- 1Y
- 20.99%
- 3Y*
- —
- 5Y*
- —
- 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%
TXUE vs. RODM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TXUE Thornburg International Equity ETF | 11.09% | 25.67% |
RODM Hartford Multifactor Developed Markets (ex-US) ETF | 11.53% | 31.82% |
Correlation
The correlation between TXUE and RODM is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025 | 0.87 |
The correlation between TXUE and RODM has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.
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Return for Risk
TXUE vs. RODM — Risk / Return Rank
TXUE
RODM
TXUE vs. RODM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity ETF (TXUE) 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.
| TXUE | RODM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.44 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 3.61 | -1.72 |
| Martin ratioReturn relative to average drawdown | 7.03 | 14.53 | -7.50 |
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
| TXUE | RODM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.40 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.69 | 0.52 | +1.17 |
Drawdowns
TXUE vs. RODM - Drawdown Comparison
The maximum TXUE drawdown since its inception was -12.97%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for TXUE and RODM.
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Drawdown Indicators
| TXUE | RODM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.97% | -35.98% | +23.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -7.10% | -4.04% |
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 | -0.51% | -0.94% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -1.83% | -6.38% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 1.76% | +1.23% |
Volatility
TXUE vs. RODM - Volatility Comparison
Thornburg International Equity ETF (TXUE) has a higher volatility of 4.32% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.06%. This indicates that TXUE'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
| TXUE | RODM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 3.06% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 8.40% | +3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 10.70% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 13.43% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 15.24% | +1.27% |
TXUE vs. RODM - Expense Ratio Comparison
TXUE has a 0.65% expense ratio, which is higher than RODM's 0.29% expense ratio.
Dividends
TXUE vs. RODM - Dividend Comparison
TXUE's dividend yield for the trailing twelve months is around 0.97%, less than RODM's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TXUE Thornburg International Equity ETF | 0.97% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TXUE and RODM have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TXUE has higher volatility (4.32%) compared to RODM (3.06%). In terms of maximum drawdown, TXUE dropped -12.97% vs RODM's -35.98%.
On 1-year performance, RODM leads with 25.55% vs 20.99% for TXUE. 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 1-year period, RODM has performed better with a 25.55% return vs 20.99%. 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 TXUE.
RODM has the higher dividend yield at 2.79%, compared with 0.97% for TXUE.
They also come from different issuers: Thornburg and Hartford. Their fees differ too: 0.65% for TXUE and 0.29% for RODM.
RODM currently has the higher Sharpe Ratio (2.40 vs 1.52), 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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