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RFCI vs. TMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFCI vs. TMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Dynamic Core Income ETF (RFCI) and Thornburg Multi Sector Bond ETF (TMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RFCI

1D
-0.30%
1M
0.47%
YTD
0.13%
6M
0.05%
1Y
4.60%
3Y*
4.55%
5Y*
1.22%
10Y*

TMB

1D
-0.23%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFCI vs. TMB - Yearly Performance Comparison


Correlation

The correlation between RFCI and TMB is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 27, 2026

0.26

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Return for Risk

RFCI vs. TMB — Risk / Return Rank

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

RFCI
RFCI Risk / Return Rank: 3636
Overall Rank
RFCI Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RFCI Sortino Ratio Rank: 3636
Sortino Ratio Rank
RFCI Omega Ratio Rank: 3535
Omega Ratio Rank
RFCI Calmar Ratio Rank: 3636
Calmar Ratio Rank
RFCI Martin Ratio Rank: 3535
Martin Ratio Rank

TMB
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.

RFCI vs. TMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic Core Income ETF (RFCI) and Thornburg Multi Sector Bond ETF (TMB). 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.


RFCITMBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.74

Martin ratioReturn relative to average drawdown

5.23

RFCI vs. TMB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RFCITMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

3.18

-2.76

Drawdowns

RFCI vs. TMB - Drawdown Comparison

The maximum RFCI drawdown since its inception was -14.18%, which is greater than TMB's maximum drawdown of -0.24%. Use the drawdown chart below to compare losses from any high point for RFCI and TMB.


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Drawdown Indicators


RFCITMBDifference

Max Drawdown

Largest peak-to-trough decline

-14.18%

-0.24%

-13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-13.46%

Current Drawdown

Current decline from peak

-1.38%

-0.24%

-1.14%

Average Drawdown

Average peak-to-trough decline

-3.23%

-0.06%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

RFCI vs. TMB - Volatility Comparison


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Volatility by Period


RFCITMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

2.52%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.13%

2.52%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

2.52%

+2.43%

RFCI vs. TMB - Expense Ratio Comparison

RFCI has a 0.54% expense ratio, which is lower than TMB's 0.55% expense ratio.


Dividends

RFCI vs. TMB - Dividend Comparison

RFCI's dividend yield for the trailing twelve months is around 4.54%, more than TMB's 0.36% yield.


PositionTTM2025202420232022202120202019201820172016
RFCI
RiverFront Dynamic Core Income ETF
4.54%4.55%4.30%3.55%2.26%3.45%2.04%2.66%2.76%2.03%1.97%
TMB
Thornburg Multi Sector Bond ETF
0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RFCI and TMB have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RFCI is cheaper at 0.54% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RFCI is cheaper with a 0.54% expense ratio, compared with 0.55% for TMB.

RFCI has the higher dividend yield at 4.54%, compared with 0.36% for TMB.

They also come from different issuers: SS&C and Thornburg. Their fees differ too: 0.54% for RFCI and 0.55% for TMB.

Portfolio Optimizer

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