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RECS vs. RFDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RECS vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Core ETF (RECS) 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, RECS achieves a 8.13% return, which is significantly lower than RFDA's 15.03% return. Over the past 10 years, RECS has underperformed RFDA with an annualized return of 10.05%, while RFDA has yielded a comparatively higher 13.34% annualized return.


RECS

1D
0.91%
1M
1.54%
6M
6.59%
YTD
8.13%
1Y
20.01%
3Y*
20.51%
5Y*
13.31%
10Y*
10.05%
ALL TIME*
3.91%

RFDA

1D
0.78%
1M
2.46%
6M
12.74%
YTD
15.03%
1Y
27.34%
3Y*
19.02%
5Y*
13.00%
10Y*
13.34%
ALL TIME*
13.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.00M$20.19M$19.93M
$108.91K$106.06K$119.38K

RECS vs. RFDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RECS
Columbia Research Enhanced Core ETF
8.13%19.30%26.27%23.19%-14.39%32.73%15.35%-0.93%0.00%0.00%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
15.03%16.42%20.12%16.98%-8.58%25.94%11.26%27.15%-9.27%19.86%

Correlation

The correlation between RECS and RFDA is 0.80, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.80

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2016

0.73

The correlation between RECS and RFDA shifts across timeframes, from 0.73 (all time) to 0.89 (5 years), reflecting how their relationship changes across market environments.

RECS vs. RFDA - Sectors Allocation Comparison


Sectors
RECS
RFDA

Technology

36.6%
15.4%

Financial Services

11.9%
18.8%

Communication Services

10.2%
6.2%

Consumer Cyclical

9.4%
8.1%

Healthcare

9.1%
12.2%

Industrials

8.9%
9.3%

Consumer Defensive

4.5%
7.1%

Energy

3.0%
11.1%

Real Estate

2.2%
5.1%

Utilities

2.2%
4.9%

Basic Materials

1.9%
1.8%

Technology

RECS
36.6%
RFDA
15.4%

Financial Services

RECS
11.9%
RFDA
18.8%

Communication Services

RECS
10.2%
RFDA
6.2%

Consumer Cyclical

RECS
9.4%
RFDA
8.1%

Healthcare

RECS
9.1%
RFDA
12.2%

Industrials

RECS
8.9%
RFDA
9.3%

Consumer Defensive

RECS
4.5%
RFDA
7.1%

Energy

RECS
3.0%
RFDA
11.1%

Real Estate

RECS
2.2%
RFDA
5.1%

Utilities

RECS
2.2%
RFDA
4.9%

Basic Materials

RECS
1.9%
RFDA
1.8%

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Return for Risk

RECS vs. RFDA — Risk / Return Rank

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

RECS
RECS Risk / Return Rank: 6868
Overall Rank
RECS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RECS Sortino Ratio Rank: 6868
Sortino Ratio Rank
RECS Omega Ratio Rank: 6666
Omega Ratio Rank
RECS Calmar Ratio Rank: 6363
Calmar Ratio Rank
RECS Martin Ratio Rank: 7373
Martin Ratio Rank

RFDA
RFDA Risk / Return Rank: 9191
Overall Rank
RFDA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RFDA Sortino Ratio Rank: 8989
Sortino Ratio Rank
RFDA Omega Ratio Rank: 9090
Omega Ratio Rank
RFDA Calmar Ratio Rank: 9494
Calmar Ratio Rank
RFDA Martin Ratio Rank: 9393
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.

RECS vs. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) 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.


RECSRFDADifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratioReturn relative to maximum drawdown

2.28

5.04

-2.76

Martin ratioReturn relative to average drawdown

9.45

18.04

-8.58

RECS vs. RFDA - Sharpe Ratio Comparison

The current RECS Sharpe Ratio is 1.65, which is lower than the RFDA Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of RECS 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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Drawdowns

RECS vs. RFDA - Drawdown Comparison

The maximum RECS drawdown since its inception was -34.29%, roughly equal to the maximum RFDA drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for RECS and RFDA.


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Drawdown Indicators


RECSRFDADifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-34.60%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-5.45%

-3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.60%

-19.35%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-19.35%

-2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-34.29%

-34.60%

+0.31%

Current Drawdown

Current decline from peak

-1.10%

-0.06%

-1.04%

Average Drawdown

Average peak-to-trough decline

-1.28%

-3.70%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.52%

+0.60%

Volatility

RECS vs. RFDA - Volatility Comparison

Columbia Research Enhanced Core ETF (RECS) has a higher volatility of 3.25% compared to RiverFront Dynamic US Dividend Advantage ETF (RFDA) at 2.90%. This indicates that RECS'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


RECSRFDADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

2.90%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

8.68%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.22%

11.67%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

15.73%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

16.84%

-0.54%

RECS vs. RFDA - Expense Ratio Comparison

RECS has a 0.15% expense ratio, which is lower than RFDA's 0.52% expense ratio.


Dividends

RECS vs. RFDA - Dividend Comparison

RECS's dividend yield for the trailing twelve months is around 1.03%, less than RFDA's 1.76% yield.


PositionTTM2025202420232022202120202019201820172016
RECS
Columbia Research Enhanced Core ETF
1.03%1.11%1.09%1.00%1.41%20.64%1.09%0.49%0.00%0.00%0.00%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
1.76%1.89%2.23%2.68%3.57%1.44%1.62%1.87%2.44%1.90%0.98%

Frequently Asked Questions


RECS and RFDA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RECS has higher volatility (3.25%) compared to RFDA (2.90%). In terms of maximum drawdown, RECS dropped -34.29% vs RFDA's -34.60%.

On 10-year performance, RFDA leads with 13.34% vs 10.05% for RECS. On fees, RECS is cheaper at 0.15% per year. On volatility, RFDA has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RFDA has performed better with a 13.34% return vs 10.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RECS is cheaper with a 0.15% expense ratio, compared with 0.52% for RFDA.

RFDA has the higher dividend yield at 1.76%, compared with 1.03% for RECS.

They also come from different issuers: Ameriprise Financial and SS&C. Their fees differ too: 0.15% for RECS and 0.52% for RFDA.

RFDA currently has the higher Sharpe Ratio (2.36 vs 1.65), 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

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