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Rhodoks are more specialized infantry. Excellent archers and solid spear infantry that need good strategy to be effective.
Khergit are light cavalry. They have horse archers and the fastest horses in the game, but generally are considered weaker than the other nations.
Swadians and Vaegir are well rounded. Both have good heavy cavalry and archers.
Sarranids are also well rounded. Very strong heavy cavalry, and their archers mostly use thrown weapons.
The Rhodoks are great at anti-cavalry. You want to pack the spearmen close together. That spear wall will crush enemy cavalry, and the AI is happy to charge it blindly. The Rhodok sharpshooters can 1hit kill most units in the game. 30 of those are absolutely devastating, but they need time to get shots off. Terrain is very important for them. Another advantage is that Rhodok Sergeants tend to use blunt weapons, making lots of prisoners.
When I play Rhodok or Nord I will use a small number of mercenary or Khergit cavalry to supplement the army.
I've been trying to do it that way. If you can get the sharpshooters to the top of a steep hill they are absolutely devastating. However if they are caught out in the open on relatively flat terrain, they are very vulnerable to cavalry. That's why I say the Rhodoks are the best at castle defense -- the combination of sharpshooters on the walls plus a sergeant shield wall at the top of the ladder is very hard to defeat.
That's actually one thing I don't like about them. You can't use Rhodok sergeants to grind down a castle garrison with multiple sieges, because they knock the enemy unconscious most of the time rather than killing them, therefore the garrison recovers almost to full strength by the time you return for the second assault. I greatly prefer to use either Nord huscarls or Vaegir guards when attacking castles -- they always hit to kill, and their axes are great for breaking through the shield wall.
Personally I usually don't have patience for that so I often just bring along a small number of Nord Huscarls and companions to lead the way and follow up with Rhodok Sergreants. Together they can easily gain a foothold on the wall. I will have some sharpshooters lower down the list so they show up with reinforcements and shoot down into the courtyard. Then there is no need for mulitple sieges because the sharpshooters will take care of their reinforcements as they spawn in. Distracting part of their force myself can also split their forces and prevent a push back from attrition.
Swadia is just overpowered as heck. The closest thing they have to a balancing factor is their early tier units are much worse than other faction's early tier units, but that doesn't matter since they overall have some of the best high tier units. Swadian Knights are the best calvarly in the game, but Sarranid Mamelukes are ALMOST their equal. In fact Swadian Knights are probably the best unit in the game period, even dismounted they are only beaten by a few units. Swadian Sergeants usually beat Rhodok Sergeants but are less effective defensively, and are overall probably the second strongest infantry unit in the game. Swadian Sharpshooters are admittedly not that impressive in field battles, but are second to Rhodok Sharpshooters in terms of defending against a siege, however in this case it's a pretty big gap, and both the Vaegir and Sarranid archer's are still situationally better choices depending on the castle in question.
Rhodok's clearly is the worst faction, but their sharpshooters are the best ranged unit in the game at taking out armored enemies. However they usually get outdone in field battles by both Vaegir and Sarranid archers due to rate of fire alone. They do beat every single archer in the game at melee fighting though, being able to stand up to most T3 infantry. They are also by far the best ranged unit at defending against a siege, and are a top pick for an attacking side as well. Rhodok infantry also is pretty bad until their last tier, at which point they make a huge jump in quality to being one of the top 3 infantry units. They can at least stop a calvary charge, but I'd still rather have Huscarls if I wanted to use infantry in a field battle.
Nord's have the worst archers in the game in terms of actual arrow DPS, but Nord archer's are oddly capable of defending themselves in melee. They also move rather fast, so if you want archers that don't need a lot of babysitting, they will work surprisingly well. Nords also have the best infantry in the game. Huscarls are among the 4 best units in the game, along with Rhodok Sharpshooters, Swadian Knights, and Sarranid Mamelukes. If you can keep them in a tight formation, they will also shred most calvary, even Swadian Knights if the terrain isn't flat. Huscarls are arguably a better counter vs calvary than Rhodok infantry. They even have powerful throwing axes.
Vaegirs are a faction that seems slightly underpowered, but their units are somewhat unique, and perform well in certain situations. First off, they have the second best archer unit in the game, although that's purely due to having slightly worse armor than the Sarranid Master Archer. Their calvary is inferior to both the Sarranids and the Swadians, but they do more damage per hit and move faster. Their infantry is what makes them weird. The last tier of their infantry uses 2 handed weapons, which gives them a reach and damage advantage vs most units, but causes them to soak in ranged damage hits that would have otherwise been blocked if they had a shield. So it's better to send them in after you send shield bearing infantry so they don't end up dying before even getting into melee. Requires a bit of micromanaging, but it could be worth it as they really do manage to outdamage most units once they close in.
Khergits are obvious in what they do. They are exclusively calvary, and most of them also have bows. They are almost useless in sieges, but in field battles they will dominate anything that isn't a Mameluke, Swadian Knight, Vaegir Knight, Huscarl, or Rhodok Sergeants . Micromanaged properly, and they will dominate even those units. Lancer's are inferior to all the other high tier calvary, but are easier to train and tend to be faster. When dismounted they are basically like Vaegir Infantry units. Khergit Veteran Horse Archer's require some micromanagement, but when used right they will shred any unit that lacks ranged capabilities. Sadly it takes much longer to use them to their fullest extent than it does to use something like a Swadian Knight, and they often end up being just a gimmick, especially since most other Khergit units have a chance to spawn with ranged weapons anyways. When dismounted they are just terrible.
Sarranids have the game's worst infantry, but the best archers and the only calvary unit in the game that can possibly compare to Swadian Knights. Their infantry do tend to spawn with jarids though, which do surprisingly good damage. Other than that there isn't much else to say about them. They have the best archers, but in siege battles Rhodok Sharpshooters are usually a better pick.
Since the AI never uses advanced tactics in field battles, and tends to break formation as soon as battle starts, the only situation I can think of where having nothing but advanced calvary would be a bad idea is when the terrain is too hilly to build up speed, but even then you can just order them to dismount. So while other setups could theoretically perform better vs a smart opponent, getting as many Swadian Knights as you can afford is usually the best strategy vs the AI. In siege battles you want Huscarls and Rhodok Sharpshooters instead, but to be honest Swadian Knights perform well in those too.
However, while I used to find it thrilling to watch the Swadian knight tsunami of death sweep across the enemy lines, I now find it boring. Most battles are over before they have begun, and your character barely has any opporunity to personally fight the enemy, since they all die so quickly.
That's why I have tried playing as a footsoldier in my last couple of games, first with the Nords and now with the Rhodoks. I am finding it a lot more interesting, and challenging -- battlefield tactics and positioning your troops is extremely important and can mean the difference between defeat and victory. I liked the Nords better than the Rhodoks though, both in the field and during castle sieges.
Rhodoks become much better with a formation mod. When you can put those spearmen in a formation that is tightly packed and 4-5 rows deep, they will eat up even Swadian knights. Nord Veterans and Huscarls can do the same thing but will take much heavier losses (not good considering how long it takes to develop Huscarls)
The board shields they carry also let Rhodok spearmen tank enemy archers while your own sharpshooters go to work.
And if you play without a handicap, the casualty rate from heavy infantry/cavalry JUMPS by like 30% or so, since their armor effectiveness drops dramatically.
They're also hugely expensive to maintain.
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Part though of why the Rhodok are the best of all the armies is is due to how quickly they train, how inexpensive they are, and the fact that when used properly, no other army can threaten them in the slightest, even with just the native battle options.
That said, without mods to improve orders and formations, Rhodok can be frustrating to use, since outside of a castle defense, you MUST surround your crossbowmen with a ring of infantry to keep enemy at bay. Depending on where you're fighting this can be easier or harder, but the very basic mechanics native offers certainly don't help matters (when playing native, I usually run with multiple tiers of spearmen to make aligning the formations easier..and it's not like you actually expect anything but your sergeants to kill anything, so all they need to do is be a body between the enemy and ranged troops. With mods, I'll generally run with veteran spearmen and sergeants which can be easily formed into multiple ranks/units and arranged easily.
On the other hand, if you do have mods that improve battle orders and the like, Rhodok are nearly invinicble, because they're the only defensive oriented civ and their staying power combined with ranged damage output dwarfs every other nation. And even their melee isn't horrible. While I generally dislike the spearmen, the sergeants are monsters, depending on whether they got a cleaver or military hammer. Cleaver sergeants cut through light infantry like butter and with near impunity to their weaker attacks (though heavy infantry will usually beat them since the cleavers, while high damage, are cutting and suffer the full effect of armor reduction) while hammer sergeants just murder everything.
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As far as worst nation.....it depends. I usually toss up Khergit or Sarrinid depending on your goals.
Sarrinid are just plain hard to use well, since they need A LOT of micromanagement for maximum effect (they rely on large amounts of quick, hard-hitting light infantry to soften up the enemy so that their mediocre heavy infantry/cavalry can clean up), while Khergit generally suck at anything that doesn't entail raiding villages (which is the ONLY thing they genunely excell at).
They far too difficult to control in field battles, and while they have good archers, their infantry caps out at medium infantry and will usually lose badly vs heavy infantry in sieges. They can do ok in taking castles, if you're patient and have a very high engineering skill (since all their top end units (even their melee) have good bows), but just tend to suffer badly if you try to brute force it due to their medium-ish armor.
I like using Khergit Lancers in my Rhodok army for that reason. They add alot of flexibility; either distracting heavy cavalry or flanking infantry/archers.
Sarranids get a lot of crap, but they're a solid faction. The low level footmen carry throwing weapons and huge spears that can get accidental kills. Sarranid archers aim well, fire quickly, and have great armor. Mamelukes are great cavalry with massive armor and maces that will knock the enemy unconscious, giving you prisoners. Sarranid infantry are... well... I'd much rather go hire some Nords or Rhodoks.