PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADFI vs. AAA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ADFIAAA
YTD Return2.82%5.48%
1Y Return9.23%7.98%
3Y Return (Ann)-1.17%4.92%
Sharpe Ratio1.573.98
Sortino Ratio2.266.61
Omega Ratio1.281.92
Calmar Ratio0.6316.79
Martin Ratio8.1976.03
Ulcer Index1.22%0.10%
Daily Std Dev6.39%1.98%
Max Drawdown-17.62%-2.64%
Current Drawdown-6.65%0.00%

Correlation

-0.50.00.51.0-0.0

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.

Performance

ADFI vs. AAA - Performance Comparison

In the year-to-date period, ADFI achieves a 2.82% return, which is significantly lower than AAA's 5.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
5.18%
3.25%
ADFI
AAA

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


ADFI
Sharpe ratio
The chart of Sharpe ratio for ADFI, currently valued at 1.57, compared to the broader market0.002.004.001.57
Sortino ratio
The chart of Sortino ratio for ADFI, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.0012.002.26
Omega ratio
The chart of Omega ratio for ADFI, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for ADFI, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.64
Martin ratio
The chart of Martin ratio for ADFI, currently valued at 8.19, compared to the broader market0.0020.0040.0060.0080.00100.008.19
AAA
Sharpe ratio
The chart of Sharpe ratio for AAA, currently valued at 3.98, compared to the broader market0.002.004.003.98
Sortino ratio
The chart of Sortino ratio for AAA, currently valued at 6.61, compared to the broader market-2.000.002.004.006.008.0010.0012.006.61
Omega ratio
The chart of Omega ratio for AAA, currently valued at 1.92, compared to the broader market1.001.502.002.503.001.92
Calmar ratio
The chart of Calmar ratio for AAA, currently valued at 16.79, compared to the broader market0.005.0010.0015.0016.79
Martin ratio
The chart of Martin ratio for AAA, currently valued at 76.03, compared to the broader market0.0020.0040.0060.0080.00100.0076.03

ADFI vs. AAA - Sharpe Ratio Comparison

The current ADFI Sharpe Ratio is 1.57, which is lower than the AAA Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of ADFI and AAA, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00MayJuneJulyAugustSeptemberOctober
1.57
3.98
ADFI
AAA

Dividends

ADFI vs. AAA - Dividend Comparison

ADFI's dividend yield for the trailing twelve months is around 3.07%, less than AAA's 6.32% yield.


TTM2023202220212020
ADFI
Anfield Dynamic Fixed Income ETF
3.07%2.90%1.60%0.80%0.50%
AAA
AAF First Priority CLO Bond ETF
6.32%6.11%2.78%1.05%0.32%

Drawdowns

ADFI vs. AAA - Drawdown Comparison

The maximum ADFI drawdown since its inception was -17.62%, which is greater than AAA's maximum drawdown of -2.64%. Use the drawdown chart below to compare losses from any high point for ADFI and AAA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-6.51%
0
ADFI
AAA

Volatility

ADFI vs. AAA - Volatility Comparison

Anfield Dynamic Fixed Income ETF (ADFI) has a higher volatility of 1.66% compared to AAF First Priority CLO Bond ETF (AAA) at 0.58%. 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%MayJuneJulyAugustSeptemberOctober
1.66%
0.58%
ADFI
AAA