PortfoliosLab logoPortfoliosLab logo
RDFI vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDFI vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rareview Dynamic Fixed Income ETF (RDFI) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RDFI achieves a 1.84% return, which is significantly higher than LQD's 0.61% return.


RDFI

1D
-0.13%
1M
0.88%
YTD
1.84%
6M
2.22%
1Y
8.21%
3Y*
10.11%
5Y*
2.75%
10Y*

LQD

1D
-0.27%
1M
0.76%
YTD
0.61%
6M
0.68%
1Y
5.23%
3Y*
4.88%
5Y*
-0.24%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDFI vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RDFI
Rareview Dynamic Fixed Income ETF
1.84%9.83%13.15%8.57%-17.06%12.51%8.70%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.61%7.90%0.86%9.40%-17.92%-1.84%3.10%

Correlation

The correlation between RDFI and LQD is 0.55, 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

0.55

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

0.63

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

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2020

0.53

The correlation between RDFI and LQD has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RDFI vs. LQD — Risk / Return Rank

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

RDFI
RDFI Risk / Return Rank: 3030
Overall Rank
RDFI Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RDFI Sortino Ratio Rank: 3131
Sortino Ratio Rank
RDFI Omega Ratio Rank: 3535
Omega Ratio Rank
RDFI Calmar Ratio Rank: 2323
Calmar Ratio Rank
RDFI Martin Ratio Rank: 2828
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 2929
Overall Rank
LQD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 2727
Sortino Ratio Rank
LQD Omega Ratio Rank: 2525
Omega Ratio Rank
LQD Calmar Ratio Rank: 3232
Calmar Ratio Rank
LQD Martin Ratio Rank: 3232
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.

RDFI vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rareview Dynamic Fixed Income ETF (RDFI) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


RDFILQDDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratioReturn relative to maximum drawdown

1.03

1.57

-0.54

Martin ratioReturn relative to average drawdown

3.73

4.40

-0.66

RDFI vs. LQD - Sharpe Ratio Comparison

The current RDFI Sharpe Ratio is 1.16, which is comparable to the LQD Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of RDFI and LQD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RDFI vs. LQD - Drawdown Comparison

The maximum RDFI drawdown since its inception was -23.71%, roughly equal to the maximum LQD drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for RDFI and LQD.


Loading charts...

Drawdown Indicators


RDFILQDDifference

Max Drawdown

Largest peak-to-trough decline

-23.71%

-24.95%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.01%

-3.34%

-4.67%

Max Drawdown (3Y)

Largest decline over 3 years

-10.41%

-8.43%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

-24.95%

+1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-2.71%

-3.58%

+0.87%

Average Drawdown

Average peak-to-trough decline

-7.17%

-3.99%

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.19%

+1.01%

Volatility

RDFI vs. LQD - Volatility Comparison

Rareview Dynamic Fixed Income ETF (RDFI) has a higher volatility of 1.67% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.43%. This indicates that RDFI's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RDFILQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.43%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

6.32%

3.99%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

7.14%

5.33%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.16%

8.65%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

8.69%

-0.75%

RDFI vs. LQD - Expense Ratio Comparison

RDFI has a 3.69% expense ratio, which is higher than LQD's 0.15% expense ratio.


Dividends

RDFI vs. LQD - Dividend Comparison

RDFI's dividend yield for the trailing twelve months is around 8.29%, more than LQD's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.56%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
RDFI
Rareview Dynamic Fixed Income ETF
8.29%8.17%8.14%7.38%4.70%6.78%1.01%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RDFI and LQD have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDFI has higher volatility (1.67%) compared to LQD (1.43%). In terms of maximum drawdown, RDFI dropped -23.71% vs LQD's -24.95%.

On 5-year performance, RDFI leads with 2.75% vs -0.24% for LQD. On fees, LQD is cheaper at 0.15% per year. On volatility, LQD has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RDFI has performed better with a 2.75% return vs -0.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQD is cheaper with a 0.15% expense ratio, compared with 3.69% for RDFI.

RDFI has the higher dividend yield at 8.29%, compared with 4.56% for LQD.

RDFI is categorized as Multisector Bonds, while LQD is Corporate Bonds. They also come from different issuers: Rareview Funds and iShares. Their fees differ too: 3.69% for RDFI and 0.15% for LQD.

RDFI currently has the higher Sharpe Ratio (1.16 vs 0.99), 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

Find the right allocation for RDFI and LQD

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

Open Portfolio Optimizer