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NFTY vs. RFEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NFTY and RFEM is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

NFTY vs. RFEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust India NIFTY 50 Equal Weight ETF (NFTY) and First Trust RiverFront Dynamic Emerging Markets ETF (RFEM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

NFTY:

17.05%

RFEM:

15.30%

Max Drawdown

NFTY:

-47.67%

RFEM:

-2.37%

Current Drawdown

NFTY:

-12.39%

RFEM:

-1.43%

Returns By Period


NFTY

YTD

1.07%

1M

3.38%

6M

-3.79%

1Y

2.52%

5Y*

18.88%

10Y*

5.95%

RFEM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NFTY vs. RFEM - Expense Ratio Comparison

NFTY has a 0.80% expense ratio, which is lower than RFEM's 0.95% expense ratio.


Risk-Adjusted Performance

NFTY vs. RFEM — Risk-Adjusted Performance Rank

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

NFTY
The Risk-Adjusted Performance Rank of NFTY is 2626
Overall Rank
The Sharpe Ratio Rank of NFTY is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of NFTY is 2626
Sortino Ratio Rank
The Omega Ratio Rank of NFTY is 2424
Omega Ratio Rank
The Calmar Ratio Rank of NFTY is 2727
Calmar Ratio Rank
The Martin Ratio Rank of NFTY is 2222
Martin Ratio Rank

RFEM
The Risk-Adjusted Performance Rank of RFEM is 5656
Overall Rank
The Sharpe Ratio Rank of RFEM is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of RFEM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of RFEM is 5252
Omega Ratio Rank
The Calmar Ratio Rank of RFEM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of RFEM is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NFTY vs. RFEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust India NIFTY 50 Equal Weight ETF (NFTY) and First Trust RiverFront Dynamic Emerging Markets ETF (RFEM). 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.



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Dividends

NFTY vs. RFEM - Dividend Comparison

NFTY's dividend yield for the trailing twelve months is around 1.45%, less than RFEM's 3.47% yield.


TTM20242023202220212020201920182017201620152014
NFTY
First Trust India NIFTY 50 Equal Weight ETF
1.45%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.40%0.52%
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
3.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NFTY vs. RFEM - Drawdown Comparison

The maximum NFTY drawdown since its inception was -47.67%, which is greater than RFEM's maximum drawdown of -2.37%. Use the drawdown chart below to compare losses from any high point for NFTY and RFEM. For additional features, visit the drawdowns tool.


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Volatility

NFTY vs. RFEM - Volatility Comparison


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