LFEQ vs. RFDA

Last updated Jun 24, 2026

LFEQ (VanEck Long/Flat Trend ETF) and RFDA (RiverFront Dynamic US Dividend Advantage ETF) are both Large Cap Growth Equities funds. LFEQ is passively managed, while RFDA is actively managed. Over the past 5 years, LFEQ returned 9.18%/yr vs 12.89%/yr for RFDA. Their correlation of 0.86 suggests significant overlap in exposure. LFEQ charges 0.58%/yr vs 0.52%/yr for RFDA.

Performance

LFEQ vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long/Flat Trend ETF (LFEQ) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFEQ achieves a 7.96% return, which is significantly lower than RFDA's 10.77% return.

LFEQ

• 1D: -1.29%
• 1M: -1.28%
• YTD: 7.96%
• 6M: 7.08%
• 1Y: 22.91%
• 3Y*: 16.77%
• 5Y*: 9.18%
• 10Y*: —

RFDA

• 1D: 0.22%
• 1M: 0.36%
• YTD: 10.77%
• 6M: 9.90%
• 1Y: 26.59%
• 3Y*: 18.80%
• 5Y*: 12.89%
• 10Y*: 13.39%

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

LFEQ vs. RFDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LFEQ VanEck Long/Flat Trend ETF	7.96%	10.49%	24.30%	19.66%	-22.05%	27.97%	17.56%	24.07%	-5.55%	5.48%
RFDA RiverFront Dynamic US Dividend Advantage ETF	10.77%	16.42%	20.12%	16.98%	-8.58%	25.94%	11.26%	27.15%	-9.27%	5.51%

Correlation

The correlation between LFEQ and RFDA is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 5, 2017	0.86

The correlation between LFEQ and RFDA has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

LFEQ vs. RFDA - Sectors Allocation Comparison

Sectors	LFEQ	RFDA
Technology	35.7%	21.1%
Financial Services	11.6%	14.4%
Communication Services	11.3%	8.3%
Consumer Cyclical	10.2%	7.4%
Healthcare	8.5%	9.7%
Industrials	8.3%	8.6%
Consumer Defensive	4.9%	7.0%
Energy	3.5%	11.7%
Utilities	2.4%	4.8%
Real Estate	1.9%	4.9%
Basic Materials	1.8%	1.9%

Return for Risk

LFEQ vs. RFDA — Risk / Return Rank

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

LFEQ

LFEQ Risk / Return Rank: 60
LFEQ Sharpe Ratio Rank: 60
LFEQ Sortino Ratio Rank: 58
LFEQ Omega Ratio Rank: 58
LFEQ Calmar Ratio Rank: 56
LFEQ Martin Ratio Rank: 67

RFDA

RFDA Risk / Return Rank: 81
RFDA Sharpe Ratio Rank: 78
RFDA Sortino Ratio Rank: 76
RFDA Omega Ratio Rank: 78
RFDA Calmar Ratio Rank: 89
RFDA Martin Ratio Rank: 87

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.

LFEQ vs. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) 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.

	LFEQ	RFDA	Difference
Sharpe ratio: Return per unit of total volatility	1.84	2.28	-0.44
Sortino ratio: Return per unit of downside risk	2.53	3.14	-0.61
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.09
Calmar ratio: Return relative to maximum drawdown	2.56	4.90	-2.34
Martin ratio: Return relative to average drawdown	11.38	17.52	-6.14

LFEQ vs. RFDA - Sharpe Ratio Comparison

The current LFEQ Sharpe Ratio is 1.84, which is comparable to the RFDA Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of LFEQ 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.

Drawdowns

LFEQ vs. RFDA - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, roughly equal to the maximum RFDA drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for LFEQ and RFDA.

Drawdown Indicators

	LFEQ	RFDA	Difference
Max Drawdown Largest peak-to-trough decline	-35.19%	-34.60%	-0.59%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-5.45%	-3.53%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-19.35%	+0.38%
Max Drawdown (5Y) Largest decline over 5 years	-25.55%	-19.35%	-6.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.60%	—
Current Drawdown Current decline from peak	-3.00%	-1.67%	-1.33%
Average Drawdown Average peak-to-trough decline	-6.13%	-3.73%	-2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	1.52%	+0.50%

Volatility

LFEQ vs. RFDA - Volatility Comparison

VanEck Long/Flat Trend ETF (LFEQ) has a higher volatility of 4.60% compared to RiverFront Dynamic US Dividend Advantage ETF (RFDA) at 3.29%. This indicates that LFEQ'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.

Volatility by Period

	LFEQ	RFDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.60%	3.29%	+1.31%
Volatility (6M) Calculated over the trailing 6-month period	9.88%	8.77%	+1.11%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	11.72%	+0.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.46%	15.75%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.59%	16.87%	+0.72%

LFEQ vs. RFDA - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is higher than RFDA's 0.52% expense ratio.

Dividends

LFEQ vs. RFDA - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.84%, less than RFDA's 1.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LFEQ VanEck Long/Flat Trend ETF	0.84%	0.90%	0.74%	1.56%	1.19%	0.37%	2.06%	1.45%	1.07%	0.79%	0.00%
RFDA RiverFront Dynamic US Dividend Advantage ETF	1.80%	1.89%	2.23%	2.68%	3.57%	1.44%	1.62%	1.87%	2.44%	1.90%	0.98%

Frequently Asked Questions

Can I hold both LFEQ and RFDA in my portfolio?

LFEQ and RFDA have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFEQ or RFDA?

LFEQ has higher volatility (4.60%) compared to RFDA (3.29%). In terms of maximum drawdown, LFEQ dropped -35.19% vs RFDA's -34.60%.

Which ETF is better, LFEQ or RFDA?

On 5-year performance, RFDA leads with 12.89% vs 9.18% for LFEQ. On fees, RFDA is cheaper at 0.52% per year. On volatility, RFDA has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFEQ or RFDA?

Over the 5-year period, RFDA has performed better with a 12.89% return vs 9.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFEQ or RFDA?

RFDA is cheaper with a 0.52% expense ratio, compared with 0.58% for LFEQ.

Which ETF pays a higher dividend yield, LFEQ or RFDA?

RFDA has the higher dividend yield at 1.80%, compared with 0.84% for LFEQ.

What is the main difference between LFEQ and RFDA?

They also come from different issuers: VanEck and SS&C. Their fees differ too: 0.58% for LFEQ and 0.52% for RFDA.

Which has better risk-adjusted returns?

RFDA currently has the higher Sharpe Ratio (2.28 vs 1.84), 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.