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AFIF vs. RCTIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFIF and RCTIX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

AFIF vs. RCTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anfield Universal Fixed Income ETF (AFIF) and River Canyon Total Return Bond Fund (RCTIX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.46%
31.53%
AFIF
RCTIX

Key characteristics

Sharpe Ratio

AFIF:

3.59

RCTIX:

2.50

Sortino Ratio

AFIF:

5.77

RCTIX:

3.60

Omega Ratio

AFIF:

1.76

RCTIX:

1.52

Calmar Ratio

AFIF:

10.65

RCTIX:

4.59

Martin Ratio

AFIF:

37.97

RCTIX:

13.33

Ulcer Index

AFIF:

0.19%

RCTIX:

0.48%

Daily Std Dev

AFIF:

2.02%

RCTIX:

2.58%

Max Drawdown

AFIF:

-10.27%

RCTIX:

-10.89%

Current Drawdown

AFIF:

-0.38%

RCTIX:

-1.40%

Returns By Period

In the year-to-date period, AFIF achieves a 6.87% return, which is significantly higher than RCTIX's 6.26% return.


AFIF

YTD

6.87%

1M

0.23%

6M

3.01%

1Y

7.23%

5Y*

2.33%

10Y*

N/A

RCTIX

YTD

6.26%

1M

-0.69%

6M

2.45%

1Y

6.45%

5Y*

3.98%

10Y*

N/A

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AFIF vs. RCTIX - Expense Ratio Comparison

AFIF has a 1.23% expense ratio, which is higher than RCTIX's 0.89% expense ratio.


AFIF
Anfield Universal Fixed Income ETF
Expense ratio chart for AFIF: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for RCTIX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

AFIF vs. RCTIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anfield Universal Fixed Income ETF (AFIF) and River Canyon Total Return Bond Fund (RCTIX). 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 AFIF, currently valued at 3.59, compared to the broader market0.002.004.003.592.50
The chart of Sortino ratio for AFIF, currently valued at 5.77, compared to the broader market-2.000.002.004.006.008.0010.005.773.60
The chart of Omega ratio for AFIF, currently valued at 1.76, compared to the broader market0.501.001.502.002.503.001.761.52
The chart of Calmar ratio for AFIF, currently valued at 10.65, compared to the broader market0.005.0010.0015.0010.654.59
The chart of Martin ratio for AFIF, currently valued at 37.97, compared to the broader market0.0020.0040.0060.0080.00100.0037.9713.33
AFIF
RCTIX

The current AFIF Sharpe Ratio is 3.59, which is higher than the RCTIX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of AFIF and RCTIX, 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 Ratio2.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
3.59
2.50
AFIF
RCTIX

Dividends

AFIF vs. RCTIX - Dividend Comparison

AFIF's dividend yield for the trailing twelve months is around 5.60%, less than RCTIX's 7.05% yield.


TTM202320222021202020192018201720162015
AFIF
Anfield Universal Fixed Income ETF
5.60%5.92%3.49%1.75%1.26%2.56%0.69%0.00%0.00%0.00%
RCTIX
River Canyon Total Return Bond Fund
7.05%8.51%6.00%3.02%3.79%2.70%3.30%4.89%2.32%5.74%

Drawdowns

AFIF vs. RCTIX - Drawdown Comparison

The maximum AFIF drawdown since its inception was -10.27%, smaller than the maximum RCTIX drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for AFIF and RCTIX. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.38%
-1.40%
AFIF
RCTIX

Volatility

AFIF vs. RCTIX - Volatility Comparison

The current volatility for Anfield Universal Fixed Income ETF (AFIF) is 0.56%, while River Canyon Total Return Bond Fund (RCTIX) has a volatility of 1.12%. This indicates that AFIF experiences smaller price fluctuations and is considered to be less risky than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%JulyAugustSeptemberOctoberNovemberDecember
0.56%
1.12%
AFIF
RCTIX
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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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