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GRW vs. RFDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRW vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Durable Growth ETF (GRW) 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


GRW

1D
1.13%
1M
-1.32%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

RFDA

1D
0.15%
1M
1.66%
6M
12.44%
YTD
14.14%
1Y
26.35%
3Y*
17.71%
5Y*
12.90%
10Y*
13.32%
ALL TIME*
13.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$173.33K$124.39K$212.92K
$102.21K$102.34K$118.80K

GRW vs. RFDA - Yearly Performance Comparison


Correlation

The correlation between GRW and RFDA is 0.22, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

0.22

GRW vs. RFDA - Sectors Allocation Comparison


Sectors
GRW
RFDA

Industrials

41.5%
9.3%

Technology

26.9%
15.4%

Financial Services

8.8%
18.8%

Communication Services

7.9%
6.2%

Consumer Cyclical

7.5%
8.1%

Basic Materials

3.9%
1.8%

Healthcare

3.7%
12.2%

Consumer Defensive

-

7.1%

Energy

-

11.1%

Real Estate

-

5.1%

Utilities

-

4.9%

Industrials

GRW
41.5%
RFDA
9.3%

Technology

GRW
26.9%
RFDA
15.4%

Financial Services

GRW
8.8%
RFDA
18.8%

Communication Services

GRW
7.9%
RFDA
6.2%

Consumer Cyclical

GRW
7.5%
RFDA
8.1%

Basic Materials

GRW
3.9%
RFDA
1.8%

Healthcare

GRW
3.7%
RFDA
12.2%

Consumer Defensive

GRW

-

RFDA
7.1%

Energy

GRW

-

RFDA
11.1%

Real Estate

GRW

-

RFDA
5.1%

Utilities

GRW

-

RFDA
4.9%

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Return for Risk

GRW vs. RFDA — Risk / Return Rank

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

GRW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


RFDA
RFDA Risk / Return Rank: 8989
Overall Rank
RFDA Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RFDA Sortino Ratio Rank: 8585
Sortino Ratio Rank
RFDA Omega Ratio Rank: 8686
Omega Ratio Rank
RFDA Calmar Ratio Rank: 9393
Calmar Ratio Rank
RFDA Martin Ratio Rank: 9292
Martin Ratio Rank
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.

GRW vs. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Durable Growth ETF (GRW) 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.

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.


GRWRFDADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

4.47

Martin ratioReturn relative to average drawdown

15.99

GRW vs. RFDA - Sharpe Ratio Comparison


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Drawdowns

GRW vs. RFDA - Drawdown Comparison

The maximum GRW drawdown since its inception was -4.12%, smaller than the maximum RFDA drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for GRW and RFDA.


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Drawdown Indicators


GRWRFDADifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-34.60%

+30.48%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

Current Drawdown

Current decline from peak

-1.85%

-0.84%

-1.01%

Average Drawdown

Average peak-to-trough decline

-1.73%

-3.70%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

Volatility

GRW vs. RFDA - Volatility Comparison


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Volatility by Period


GRWRFDADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

11.76%

+3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

15.72%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

16.84%

-1.12%

GRW vs. RFDA - Expense Ratio Comparison

GRW has a 0.75% expense ratio, which is higher than RFDA's 0.52% expense ratio.


Dividends

GRW vs. RFDA - Dividend Comparison

GRW has not paid dividends to shareholders, while RFDA's dividend yield for the trailing twelve months is around 1.77%.


PositionTTM2025202420232022202120202019201820172016
GRW
TCW Durable Growth ETF
0.00%0.00%0.00%0.00%0.00%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


GRW and RFDA have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RFDA is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RFDA is cheaper with a 0.52% expense ratio, compared with 0.75% for GRW.

RFDA has the higher dividend yield at 1.77%, compared with 0.00% for GRW.

They also come from different issuers: TCW and SS&C. Their fees differ too: 0.75% for GRW and 0.52% for RFDA.

Portfolio Optimizer

Find the right allocation for GRW and RFDA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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