RFDA vs. BFOR

Last updated Apr 1, 2026

Compare and contrast key facts about RiverFront Dynamic US Dividend Advantage ETF (RFDA) and ALPS Barron's 400 ETF (BFOR).

RFDA and BFOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RFDA is an actively managed fund by SS&C. It was launched on Jun 7, 2016. BFOR is a passively managed fund by SS&C that tracks the performance of the Barron's 400 Index. It was launched on Jun 4, 2013.

Performance

RFDA vs. BFOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Dynamic US Dividend Advantage ETF (RFDA) and ALPS Barron's 400 ETF (BFOR). The values are adjusted to include any dividend payments, if applicable.

RFDA vs. BFOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RFDA RiverFront Dynamic US Dividend Advantage ETF	-1.05%	16.42%	20.12%	16.98%	-8.58%	25.94%	11.26%	27.15%	-9.27%	19.86%
BFOR ALPS Barron's 400 ETF	0.80%	13.85%	17.81%	18.19%	-15.92%	30.71%	17.60%	21.30%	-13.86%	19.37%

Returns By Period

In the year-to-date period, RFDA achieves a -1.05% return, which is significantly lower than BFOR's 0.80% return.

RFDA

• 1D: 1.86%
• 1M: -1.50%
• YTD: -1.05%
• 6M: 0.65%
• 1Y: 20.44%
• 3Y*: 16.13%
• 5Y*: 11.66%
• 10Y*: —

BFOR

• 1D: 2.41%
• 1M: -5.32%
• YTD: 0.80%
• 6M: 2.85%
• 1Y: 20.24%
• 3Y*: 16.06%
• 5Y*: 8.88%
• 10Y*: 11.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RFDA vs. BFOR - Expense Ratio Comparison

RFDA has a 0.52% expense ratio, which is lower than BFOR's 0.65% expense ratio.

BFOR

ALPS Barron's 400 ETF

RFDA

RiverFront Dynamic US Dividend Advantage ETF

Return for Risk

RFDA vs. BFOR — Risk / Return Rank

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

RFDA

RFDA Risk / Return Rank: 70
RFDA Sharpe Ratio Rank: 66
RFDA Sortino Ratio Rank: 67
RFDA Omega Ratio Rank: 72
RFDA Calmar Ratio Rank: 65
RFDA Martin Ratio Rank: 79

BFOR

BFOR Risk / Return Rank: 62
BFOR Sharpe Ratio Rank: 58
BFOR Sortino Ratio Rank: 61
BFOR Omega Ratio Rank: 58
BFOR Calmar Ratio Rank: 65
BFOR Martin Ratio Rank: 69

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.

RFDA vs. BFOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Dividend Advantage ETF (RFDA) and ALPS Barron's 400 ETF (BFOR). 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.

	RFDA	BFOR	Difference
Sharpe ratio Return per unit of total volatility	1.16	1.02	+0.14
Sortino ratio Return per unit of downside risk	1.70	1.55	+0.15
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.05
Calmar ratio Return relative to maximum drawdown	1.66	1.63	+0.03
Martin ratio Return relative to average drawdown	8.46	6.88	+1.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RFDA vs. BFOR - Sharpe Ratio Comparison

The current RFDA Sharpe Ratio is 1.16, which is comparable to the BFOR Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of RFDA and BFOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RFDA	BFOR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.16	1.02	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.46	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.56	+0.17

Correlation

The correlation between RFDA and BFOR is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

RFDA vs. BFOR - Dividend Comparison

RFDA's dividend yield for the trailing twelve months is around 1.99%, more than BFOR's 0.59% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RFDA RiverFront Dynamic US Dividend Advantage ETF	1.99%	1.89%	2.23%	2.68%	3.57%	1.44%	1.62%	1.87%	2.44%	1.90%	0.98%	0.00%
BFOR ALPS Barron's 400 ETF	0.59%	0.60%	0.69%	1.26%	1.68%	0.92%	0.98%	0.69%	0.94%	0.60%	0.78%	0.86%

Drawdowns

RFDA vs. BFOR - Drawdown Comparison

The maximum RFDA drawdown since its inception was -34.60%, smaller than the maximum BFOR drawdown of -41.27%. Use the drawdown chart below to compare losses from any high point for RFDA and BFOR.

Drawdown Indicators

	RFDA	BFOR	Difference
Max Drawdown Largest peak-to-trough decline	-34.60%	-41.27%	+6.67%
Max Drawdown (1Y) Largest decline over 1 year	-12.73%	-12.75%	+0.02%
Max Drawdown (5Y) Largest decline over 5 years	-19.35%	-25.93%	+6.58%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.27%	—
Current Drawdown Current decline from peak	-3.62%	-6.79%	+3.17%
Average Drawdown Average peak-to-trough decline	-3.80%	-6.49%	+2.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	3.02%	-0.53%

Volatility

RFDA vs. BFOR - Volatility Comparison

The current volatility for RiverFront Dynamic US Dividend Advantage ETF (RFDA) is 4.32%, while ALPS Barron's 400 ETF (BFOR) has a volatility of 5.74%. This indicates that RFDA experiences smaller price fluctuations and is considered to be less risky than BFOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RFDA	BFOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.32%	5.74%	-1.42%
Volatility (6M) Calculated over the trailing 6-month period	8.90%	11.41%	-2.51%
Volatility (1Y) Calculated over the trailing 1-year period	17.70%	19.99%	-2.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.73%	19.44%	-3.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.93%	20.41%	-3.48%