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FTGS vs. RFDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGS vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Growth Strength ETF (FTGS) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTGS achieves a 5.22% return, which is significantly lower than RFDA's 11.40% return.


FTGS

1D
-0.75%
1M
3.43%
YTD
5.22%
6M
5.10%
1Y
12.55%
3Y*
18.88%
5Y*
10Y*

RFDA

1D
-0.92%
1M
4.27%
YTD
11.40%
6M
12.25%
1Y
29.49%
3Y*
19.19%
5Y*
13.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGS vs. RFDA - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTGS
First Trust Growth Strength ETF
5.22%12.78%15.76%33.69%1.09%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
11.40%16.42%20.12%16.98%1.58%

Correlation

The correlation between FTGS and RFDA is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2022

0.81

The correlation between FTGS and RFDA shifts across timeframes, from 0.70 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

FTGS vs. RFDA - Sectors Allocation Comparison


Sectors
FTGS
RFDA

Technology

30.6%
19.9%

Healthcare

17.6%
8.8%

Financial Services

16.2%
14.7%

Consumer Cyclical

13.6%
7.0%

Industrials

12.3%
8.9%

Communication Services

5.7%
8.8%

Energy

4.8%
12.5%

Consumer Defensive

2.0%
7.6%

Basic Materials

1.9%
1.8%

Real Estate

-

5.0%

Utilities

-

5.0%

Technology

FTGS
30.6%
RFDA
19.9%

Healthcare

FTGS
17.6%
RFDA
8.8%

Financial Services

FTGS
16.2%
RFDA
14.7%

Consumer Cyclical

FTGS
13.6%
RFDA
7.0%

Industrials

FTGS
12.3%
RFDA
8.9%

Communication Services

FTGS
5.7%
RFDA
8.8%

Energy

FTGS
4.8%
RFDA
12.5%

Consumer Defensive

FTGS
2.0%
RFDA
7.6%

Basic Materials

FTGS
1.9%
RFDA
1.8%

Real Estate

FTGS

-

RFDA
5.0%

Utilities

FTGS

-

RFDA
5.0%

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Return for Risk

FTGS vs. RFDA — Risk / Return Rank

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

FTGS
FTGS Risk / Return Rank: 2727
Overall Rank
FTGS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FTGS Sortino Ratio Rank: 2626
Sortino Ratio Rank
FTGS Omega Ratio Rank: 2424
Omega Ratio Rank
FTGS Calmar Ratio Rank: 2727
Calmar Ratio Rank
FTGS Martin Ratio Rank: 3131
Martin Ratio Rank

RFDA
RFDA Risk / Return Rank: 8383
Overall Rank
RFDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RFDA Sortino Ratio Rank: 7878
Sortino Ratio Rank
RFDA Omega Ratio Rank: 7979
Omega Ratio Rank
RFDA Calmar Ratio Rank: 9090
Calmar Ratio Rank
RFDA Martin Ratio Rank: 8989
Martin Ratio Rank
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.

FTGS vs. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Growth Strength ETF (FTGS) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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.


FTGSRFDADifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

1.17

1.47

-0.31

Calmar ratioReturn relative to maximum drawdown

1.33

5.44

-4.11

Martin ratioReturn relative to average drawdown

4.51

19.87

-15.36

FTGS vs. RFDA - Sharpe Ratio Comparison

The current FTGS Sharpe Ratio is 0.94, which is lower than the RFDA Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of FTGS and RFDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTGSRFDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.55

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.79

+0.31

Drawdowns

FTGS vs. RFDA - Drawdown Comparison

The maximum FTGS drawdown since its inception was -19.99%, smaller than the maximum RFDA drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for FTGS and RFDA.


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Drawdown Indicators


FTGSRFDADifference

Max Drawdown

Largest peak-to-trough decline

-19.99%

-34.60%

+14.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-5.45%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.99%

-19.35%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

Current Drawdown

Current decline from peak

-1.66%

-0.92%

-0.74%

Average Drawdown

Average peak-to-trough decline

-2.75%

-3.74%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

1.49%

+1.30%

Volatility

FTGS vs. RFDA - Volatility Comparison

First Trust Growth Strength ETF (FTGS) has a higher volatility of 3.33% compared to RiverFront Dynamic US Dividend Advantage ETF (RFDA) at 2.66%. This indicates that FTGS's price experiences larger fluctuations and is considered to be riskier than RFDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTGSRFDADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

2.66%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

8.47%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

11.64%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

15.73%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

16.85%

+0.30%

FTGS vs. RFDA - Expense Ratio Comparison

FTGS has a 0.60% expense ratio, which is higher than RFDA's 0.52% expense ratio.


Dividends

FTGS vs. RFDA - Dividend Comparison

FTGS's dividend yield for the trailing twelve months is around 0.09%, less than RFDA's 1.77% yield.


PositionTTM2025202420232022202120202019201820172016
FTGS
First Trust Growth Strength ETF
0.09%0.16%0.39%0.62%0.21%0.00%0.00%0.00%0.00%0.00%0.00%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
1.77%1.89%2.23%2.68%3.57%1.44%1.62%1.87%2.44%1.90%0.98%

Frequently Asked Questions


FTGS and RFDA have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTGS has higher volatility (3.33%) compared to RFDA (2.66%). In terms of maximum drawdown, FTGS dropped -19.99% vs RFDA's -34.60%.

On 3-year performance, RFDA leads with 19.19% vs 18.88% for FTGS. On fees, RFDA is cheaper at 0.52% per year. On volatility, RFDA has been the lower-risk option at 2.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RFDA has performed better with a 19.19% return vs 18.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RFDA is cheaper with a 0.52% expense ratio, compared with 0.60% for FTGS.

RFDA has the higher dividend yield at 1.77%, compared with 0.09% for FTGS.

They also come from different issuers: First Trust and SS&C. Their fees differ too: 0.60% for FTGS and 0.52% for RFDA.

RFDA currently has the higher Sharpe Ratio (2.55 vs 0.94), 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.

Portfolio Optimizer

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