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OGIG vs. RFDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OGIG vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) 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, OGIG achieves a -9.21% return, which is significantly lower than RFDA's 11.40% return.


OGIG

1D
-3.46%
1M
6.90%
YTD
-9.21%
6M
-10.93%
1Y
-6.52%
3Y*
15.13%
5Y*
-2.07%
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)

OGIG vs. RFDA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OGIG
O’Shares Global Internet Giants ETF
-9.21%14.39%25.97%50.25%-50.64%-9.30%107.92%36.90%-24.48%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
11.40%16.42%20.12%16.98%-8.58%25.94%11.26%27.15%-13.11%

Correlation

The correlation between OGIG and RFDA is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2018

0.65

The correlation between OGIG and RFDA shifts across timeframes, from 0.50 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

OGIG vs. RFDA - Sectors Allocation Comparison


Sectors
OGIG
RFDA

Technology

54.4%
19.9%

Communication Services

26.4%
8.8%

Consumer Cyclical

16.5%
7.0%

Industrials

1.1%
8.9%

Healthcare

0.8%
8.8%

Real Estate

0.7%
5.0%

Financial Services

0.2%
14.7%

Basic Materials

-

1.8%

Consumer Defensive

-

7.6%

Energy

-

12.5%

Utilities

-

5.0%

Technology

OGIG
54.4%
RFDA
19.9%

Communication Services

OGIG
26.4%
RFDA
8.8%

Consumer Cyclical

OGIG
16.5%
RFDA
7.0%

Industrials

OGIG
1.1%
RFDA
8.9%

Healthcare

OGIG
0.8%
RFDA
8.8%

Real Estate

OGIG
0.7%
RFDA
5.0%

Financial Services

OGIG
0.2%
RFDA
14.7%

Basic Materials

OGIG

-

RFDA
1.8%

Consumer Defensive

OGIG

-

RFDA
7.6%

Energy

OGIG

-

RFDA
12.5%

Utilities

OGIG

-

RFDA
5.0%

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Return for Risk

OGIG vs. RFDA — Risk / Return Rank

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

OGIG
OGIG Risk / Return Rank: 66
Overall Rank
OGIG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OGIG Sortino Ratio Rank: 66
Sortino Ratio Rank
OGIG Omega Ratio Rank: 66
Omega Ratio Rank
OGIG Calmar Ratio Rank: 77
Calmar Ratio Rank
OGIG Martin Ratio Rank: 77
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.

OGIG vs. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) 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.


OGIGRFDADifference
Sharpe ratioReturn per unit of total volatility

-2.84

Sortino ratioReturn per unit of downside risk

-3.78

Omega ratioGain probability vs. loss probability

0.97

1.47

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.20

5.44

-5.64

Martin ratioReturn relative to average drawdown

-0.41

19.87

-20.28

OGIG vs. RFDA - Sharpe Ratio Comparison

The current OGIG Sharpe Ratio is -0.30, which is lower than the RFDA Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of OGIG 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


OGIGRFDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

2.55

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.84

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.79

-0.53

Drawdowns

OGIG vs. RFDA - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than RFDA's maximum drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for OGIG and RFDA.


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Drawdown Indicators


OGIGRFDADifference

Max Drawdown

Largest peak-to-trough decline

-66.05%

-34.60%

-31.45%

Max Drawdown (1Y)

Largest decline over 1 year

-33.23%

-5.45%

-27.78%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-19.35%

-13.88%

Max Drawdown (5Y)

Largest decline over 5 years

-62.79%

-19.35%

-43.44%

Current Drawdown

Current decline from peak

-24.99%

-0.92%

-24.07%

Average Drawdown

Average peak-to-trough decline

-25.67%

-3.74%

-21.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.84%

1.49%

+14.35%

Volatility

OGIG vs. RFDA - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 8.15% compared to RiverFront Dynamic US Dividend Advantage ETF (RFDA) at 2.66%. This indicates that OGIG'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


OGIGRFDADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

2.66%

+5.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.28%

8.47%

+9.81%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

11.64%

+10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.58%

15.73%

+15.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.03%

16.85%

+14.18%

OGIG vs. RFDA - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is lower than RFDA's 0.52% expense ratio.


Dividends

OGIG vs. RFDA - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.08%, less than RFDA's 1.77% yield.


PositionTTM2025202420232022202120202019201820172016
OGIG
O’Shares Global Internet Giants ETF
0.08%0.07%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


OGIG and RFDA have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OGIG has higher volatility (8.15%) compared to RFDA (2.66%). In terms of maximum drawdown, OGIG dropped -66.05% vs RFDA's -34.60%.

On 5-year performance, RFDA leads with 13.17% vs -2.07% for OGIG. On fees, OGIG is cheaper at 0.48% 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 5-year period, RFDA has performed better with a 13.17% return vs -2.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OGIG is cheaper with a 0.48% expense ratio, compared with 0.52% for RFDA.

RFDA has the higher dividend yield at 1.77%, compared with 0.08% for OGIG.

They also come from different issuers: O'Shares Investments and SS&C. Their fees differ too: 0.48% for OGIG and 0.52% for RFDA.

RFDA currently has the higher Sharpe Ratio (2.55 vs -0.30), 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.

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