DRAI vs. MVFD

Last updated Aug 4, 2026

DRAI (Draco Evolution AI ETF) and MVFD (Monarch Volume Factor Dividend Tree ETF) are both Diversified Portfolio funds. DRAI is actively managed, while MVFD is passively managed. Over the past year, DRAI returned 22.27% vs 22.49% for MVFD. Their 0.45 correlation means their historical movements had little consistent relationship. DRAI charges 1.50%/yr vs 1.19%/yr for MVFD.

Performance

DRAI vs. MVFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Draco Evolution AI ETF (DRAI) and Monarch Volume Factor Dividend Tree ETF (MVFD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DRAI having a 10.27% return and MVFD slightly lower at 9.82%.

DRAI

• 1D: 0.66%
• 1M: -1.47%
• 6M: 8.38%
• YTD: 10.27%
• 1Y: 22.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.64%

MVFD

• 1D: 0.00%
• 1M: 2.73%
• 6M: 1.45%
• YTD: 9.82%
• 1Y: 22.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRAI Draco Evolution AI ETF	$26.95K	$31.20K	$111.12K
MVFD Monarch Volume Factor Dividend Tree ETF	$413.52K	$539.85K	$364.38K

DRAI vs. MVFD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DRAI Draco Evolution AI ETF	10.27%	33.68%	-6.79%
MVFD Monarch Volume Factor Dividend Tree ETF	9.82%	10.09%	8.52%

Correlation

The correlation between DRAI and MVFD is 0.31, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.31
Correlation (All Time) Calculated using the full available price history since Jul 10, 2024	0.45

The correlation between DRAI and MVFD shifts across timeframes, from 0.31 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DRAI vs. MVFD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRAI

DRAI Risk / Return Rank: 61
DRAI Sharpe Ratio Rank: 60
DRAI Sortino Ratio Rank: 57
DRAI Omega Ratio Rank: 64
DRAI Calmar Ratio Rank: 70
DRAI Martin Ratio Rank: 53

MVFD

MVFD Risk / Return Rank: 57
MVFD Sharpe Ratio Rank: 56
MVFD Sortino Ratio Rank: 56
MVFD Omega Ratio Rank: 55
MVFD Calmar Ratio Rank: 64
MVFD Martin Ratio Rank: 54

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRAI vs. MVFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Draco Evolution AI ETF (DRAI) and Monarch Volume Factor Dividend Tree ETF (MVFD). 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.

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.

	DRAI	MVFD	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.52	0.00
Sortino ratio: Return per unit of downside risk	2.08	2.16	-0.08
Omega ratio: Gain probability vs. loss probability	1.29	1.27	+0.02
Calmar ratio: Return relative to maximum drawdown	2.61	2.49	+0.12
Martin ratio: Return relative to average drawdown	6.49	7.00	-0.51

DRAI vs. MVFD - Sharpe Ratio Comparison

The current DRAI Sharpe Ratio is 1.52, which is comparable to the MVFD Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of DRAI and MVFD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRAI vs. MVFD - Drawdown Comparison

The maximum DRAI drawdown since its inception was -13.69%, smaller than the maximum MVFD drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for DRAI and MVFD.

Drawdown Indicators

	DRAI	MVFD	Difference
Max Drawdown Largest peak-to-trough decline	-13.69%	-19.07%	+5.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.59%	-9.08%	+0.49%
Current Drawdown Current decline from peak	-7.41%	-1.59%	-5.82%
Average Drawdown Average peak-to-trough decline	-4.22%	-3.88%	-0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.44%	3.22%	+0.22%

Volatility

DRAI vs. MVFD - Volatility Comparison

The current volatility for Draco Evolution AI ETF (DRAI) is 2.49%, while Monarch Volume Factor Dividend Tree ETF (MVFD) has a volatility of 2.78%. This indicates that DRAI experiences smaller price fluctuations and is considered to be less risky than MVFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRAI	MVFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.49%	2.78%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	11.96%	9.51%	+2.45%
Volatility (1Y) Calculated over the trailing 1-year period	14.79%	14.91%	-0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.05%	16.73%	+0.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.05%	16.73%	+0.32%

DRAI vs. MVFD - Expense Ratio Comparison

DRAI has a 1.50% expense ratio, which is higher than MVFD's 1.19% expense ratio.

Dividends

DRAI vs. MVFD - Dividend Comparison

DRAI's dividend yield for the trailing twelve months is around 1.72%, more than MVFD's 1.51% yield.

Position	TTM	2025	2024
DRAI Draco Evolution AI ETF	1.72%	1.48%	2.18%
MVFD Monarch Volume Factor Dividend Tree ETF	1.51%	1.34%	1.38%

Frequently Asked Questions

Can I hold both DRAI and MVFD in my portfolio?

DRAI and MVFD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRAI or MVFD?

MVFD has higher volatility (2.78%) compared to DRAI (2.49%). In terms of maximum drawdown, DRAI dropped -13.69% vs MVFD's -19.07%.

Which ETF is better, DRAI or MVFD?

On 1-year performance, MVFD leads with 22.49% vs 22.27% for DRAI. On fees, MVFD is cheaper at 1.19% per year. On volatility, DRAI has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRAI or MVFD?

Over the 1-year period, MVFD has performed better with a 22.49% return vs 22.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRAI or MVFD?

MVFD is cheaper with a 1.19% expense ratio, compared with 1.50% for DRAI.

Which ETF pays a higher dividend yield, DRAI or MVFD?

DRAI has the higher dividend yield at 1.72%, compared with 1.51% for MVFD.

What is the main difference between DRAI and MVFD?

They also come from different issuers: Draco Evolution and Monarch. Their fees differ too: 1.50% for DRAI and 1.19% for MVFD.

Which has better risk-adjusted returns?

MVFD currently has the higher Sharpe Ratio (1.52 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.