- Issuer
- Anfield
- Inception Date
- Aug 17, 2020
- Region
- North America (U.S.)
- Category
- Intermediate Core-Plus Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $46M
Share Price Chart
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Performance
ADFI Performance Chart
Anfield Dynamic Fixed Income ETF (ADFI) is up 0.0% since the beginning of the year. ADFI is currently trading at $8 per share. Investors who bought $1,000 worth of ADFI shares 5 years ago would now be looking at an investment worth $991.
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Returns By Period
Anfield Dynamic Fixed Income ETF (ADFI) has returned 0.02% so far this year and 2.70% over the past 12 months.
Anfield Dynamic Fixed Income ETF
- 1D
- -0.35%
- 1M
- 0.50%
- YTD
- 0.02%
- 6M
- 0.31%
- 1Y
- 2.70%
- 3Y*
- 3.34%
- 5Y*
- -0.18%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ADFI Monthly Returns History
Based on dividend-adjusted daily data since Aug 18, 2020, ADFI's average daily return is 0.00%, while the average monthly return is -0.04%.
Historically, 52% of months were positive and 48% were negative. The best month was Nov 2023 with a return of +4.3%, while the worst month was Apr 2022 at -3.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.
On a daily basis, ADFI closed higher 48% of trading days. The best single day was Nov 10, 2022 with a return of +2.2%, while the worst single day was Jun 13, 2022 at -2.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.00% | 1.15% | -1.61% | 0.21% | 0.49% | -0.20% | 0.02% | ||||||
| 2025 | 1.51% | 0.94% | -0.50% | 0.16% | -0.05% | 0.99% | -0.09% | 0.74% | 0.94% | 0.32% | 0.50% | 0.04% | 5.61% |
| 2024 | -0.50% | -0.81% | 0.83% | -1.89% | 1.32% | 0.88% | 1.91% | 1.02% | 1.07% | -1.88% | 0.69% | -2.01% | 0.51% |
| 2023 | 3.40% | -2.29% | 2.02% | 0.20% | -1.00% | 0.52% | 0.34% | -0.50% | -1.76% | -1.67% | 4.31% | 3.20% | 6.70% |
| 2022 | -2.25% | -1.20% | -1.90% | -3.78% | 0.64% | -2.59% | 2.76% | -2.76% | -3.43% | 0.27% | 3.27% | -1.08% | -11.66% |
| 2021 | -0.94% | -1.73% | -0.63% | 0.47% | 0.13% | 0.58% | 0.36% | 0.02% | -0.78% | -0.11% | -0.62% | -0.17% | -3.38% |
Benchmark Metrics
Anfield Dynamic Fixed Income ETF has an annualized alpha of -2.08%, beta of 0.11, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since August 18, 2020.
- This ETF participated in 39.20% of S&P 500 Index downside but only 13.63% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.11 may look defensive, but with R2 of 0.10 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.10 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -2.08%
- Beta
- 0.11
- R²
- 0.10
- Upside Capture
- 13.63%
- Downside Capture
- 39.20%
Expense Ratio
ADFI has a high expense ratio of 1.75%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ADFI ranks 20 for risk / return — in the bottom 20% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Anfield Dynamic Fixed Income ETF (ADFI) and compare them to S&P 500 Index.
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.
| ADFI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.37 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 2.78 | -1.69 |
| Martin ratioReturn relative to average drawdown | 3.07 | 12.44 | -9.37 |
Dividends
Dividend History
Anfield Dynamic Fixed Income ETF provided a 3.23% dividend yield over the last twelve months, with an annual payout of $0.27 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.27 | $0.28 | $0.27 | $0.25 | $0.13 | $0.08 | $0.05 |
Dividend yield | 3.23% | 3.30% | 3.17% | 2.90% | 1.60% | 0.80% | 0.50% |
Monthly Dividends
The table displays the monthly dividend distributions for Anfield Dynamic Fixed Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.11 | ||||||
| 2025 | $0.00 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.05 | $0.28 |
| 2024 | $0.00 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.05 | $0.27 |
| 2023 | $0.00 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.05 | $0.25 |
| 2022 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.05 | $0.13 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.00 | $0.00 | $0.00 | $0.03 | $0.08 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Anfield Dynamic Fixed Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Anfield Dynamic Fixed Income ETF was 17.62%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Anfield Dynamic Fixed Income ETF drawdown is 3.61%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -17.62%Oct 2022 | 2y 1mo | — | 5y 9moSep 2020 - now |
2020 pullback2020 | -0.58%Aug 2020 | 2d | 6d | 8dAug 2020 - Sep 2020 |
2020 pullback2020 | -0.26%Aug 2020 | 1d | 2d | 3dAug 2020 - Aug 2020 |
Drawdown Indicators
| ADFI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.62% | -56.78% | +39.16% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -9.10% | +6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -5.60% | -18.90% | +13.30% |
Max Drawdown (5Y)Largest decline over 5 years | -16.11% | -25.43% | +9.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.61% | -1.80% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -10.71% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 2.03% | -1.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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