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DFRA vs. BEDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFRA vs. BEDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA) and BNY Mellon Enhanced Dividend Income ETF (BEDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFRA achieves a 8.60% return, which is significantly lower than BEDY's 10.40% return.


DFRA

1D
-0.14%
1M
-2.02%
YTD
8.60%
6M
8.04%
1Y
15.09%
3Y*
12.75%
5Y*
10Y*

BEDY

1D
-0.33%
1M
2.93%
YTD
10.40%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFRA vs. BEDY - Yearly Performance Comparison


Correlation

The correlation between DFRA and BEDY is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 9, 2025

0.73

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Return for Risk

DFRA vs. BEDY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFRA
DFRA Risk / Return Rank: 2929
Overall Rank
DFRA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DFRA Sortino Ratio Rank: 2727
Sortino Ratio Rank
DFRA Omega Ratio Rank: 2929
Omega Ratio Rank
DFRA Calmar Ratio Rank: 2727
Calmar Ratio Rank
DFRA Martin Ratio Rank: 3131
Martin Ratio Rank

BEDY
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFRA vs. BEDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA) and BNY Mellon Enhanced Dividend Income ETF (BEDY). 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.


DFRABEDYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.30

Martin ratioReturn relative to average drawdown

4.50

DFRA vs. BEDY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DFRABEDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

2.27

-1.59

Drawdowns

DFRA vs. BEDY - Drawdown Comparison

The maximum DFRA drawdown since its inception was -19.35%, which is greater than BEDY's maximum drawdown of -6.25%. Use the drawdown chart below to compare losses from any high point for DFRA and BEDY.


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Drawdown Indicators


DFRABEDYDifference

Max Drawdown

Largest peak-to-trough decline

-19.35%

-6.25%

-13.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

Current Drawdown

Current decline from peak

-7.31%

-0.33%

-6.98%

Average Drawdown

Average peak-to-trough decline

-3.96%

-1.36%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

Volatility

DFRA vs. BEDY - Volatility Comparison


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Volatility by Period


DFRABEDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

11.98%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

11.98%

+5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

11.98%

+5.54%

DFRA vs. BEDY - Expense Ratio Comparison

DFRA has a 0.69% expense ratio, which is higher than BEDY's 0.50% expense ratio.


Dividends

DFRA vs. BEDY - Dividend Comparison

DFRA's dividend yield for the trailing twelve months is around 4.20%, more than BEDY's 3.35% yield.


PositionTTM20252024202320222021
BEDY
BNY Mellon Enhanced Dividend Income ETF
3.35%0.09%0.00%0.00%0.00%0.00%
DFRA
Donoghue Forlines Yield Enhanced Real Asset ETF
4.20%2.86%10.13%4.70%8.40%0.08%

Frequently Asked Questions


DFRA and BEDY have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BEDY is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BEDY is cheaper with a 0.50% expense ratio, compared with 0.69% for DFRA.

DFRA has the higher dividend yield at 4.20%, compared with 3.35% for BEDY.

They also come from different issuers: Donoghue Forlines and BNY Mellon. Their fees differ too: 0.69% for DFRA and 0.50% for BEDY.

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