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ADFI vs. AAA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADFI and AAA is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

ADFI vs. AAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anfield Dynamic Fixed Income ETF (ADFI) and AAF First Priority CLO Bond ETF (AAA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-8.09%
17.82%
ADFI
AAA

Key characteristics

Sharpe Ratio

ADFI:

0.15

AAA:

3.65

Sortino Ratio

ADFI:

0.26

AAA:

6.15

Omega Ratio

ADFI:

1.03

AAA:

1.81

Calmar Ratio

ADFI:

0.09

AAA:

18.15

Martin Ratio

ADFI:

0.59

AAA:

70.08

Ulcer Index

ADFI:

1.71%

AAA:

0.10%

Daily Std Dev

ADFI:

6.53%

AAA:

1.87%

Max Drawdown

ADFI:

-17.59%

AAA:

-2.63%

Current Drawdown

ADFI:

-8.55%

AAA:

0.00%

Returns By Period

In the year-to-date period, ADFI achieves a 0.67% return, which is significantly lower than AAA's 6.71% return.


ADFI

YTD

0.67%

1M

-0.41%

6M

0.18%

1Y

1.00%

5Y*

N/A

10Y*

N/A

AAA

YTD

6.71%

1M

0.44%

6M

3.18%

1Y

6.92%

5Y*

N/A

10Y*

N/A

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ADFI vs. AAA - Expense Ratio Comparison

ADFI has a 1.75% expense ratio, which is higher than AAA's 0.25% expense ratio.


ADFI
Anfield Dynamic Fixed Income ETF
Expense ratio chart for ADFI: current value at 1.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.75%
Expense ratio chart for AAA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

ADFI vs. AAA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anfield Dynamic Fixed Income ETF (ADFI) and AAF First Priority CLO Bond ETF (AAA). 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.


Sharpe ratio
The chart of Sharpe ratio for ADFI, currently valued at 0.15, compared to the broader market0.002.004.000.153.65
The chart of Sortino ratio for ADFI, currently valued at 0.26, compared to the broader market-2.000.002.004.006.008.0010.000.266.15
The chart of Omega ratio for ADFI, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.81
The chart of Calmar ratio for ADFI, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.0918.15
The chart of Martin ratio for ADFI, currently valued at 0.59, compared to the broader market0.0020.0040.0060.0080.00100.000.5970.08
ADFI
AAA

The current ADFI Sharpe Ratio is 0.15, which is lower than the AAA Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of ADFI and AAA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.15
3.65
ADFI
AAA

Dividends

ADFI vs. AAA - Dividend Comparison

ADFI's dividend yield for the trailing twelve months is around 3.18%, less than AAA's 6.21% yield.


TTM2023202220212020
ADFI
Anfield Dynamic Fixed Income ETF
3.18%2.91%1.61%0.82%0.51%
AAA
AAF First Priority CLO Bond ETF
6.21%6.12%2.78%1.06%0.32%

Drawdowns

ADFI vs. AAA - Drawdown Comparison

The maximum ADFI drawdown since its inception was -17.59%, which is greater than AAA's maximum drawdown of -2.63%. Use the drawdown chart below to compare losses from any high point for ADFI and AAA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.42%
0
ADFI
AAA

Volatility

ADFI vs. AAA - Volatility Comparison

Anfield Dynamic Fixed Income ETF (ADFI) has a higher volatility of 2.67% compared to AAF First Priority CLO Bond ETF (AAA) at 0.54%. This indicates that ADFI's price experiences larger fluctuations and is considered to be riskier than AAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%JulyAugustSeptemberOctoberNovemberDecember
2.67%
0.54%
ADFI
AAA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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