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RFDA vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFDA vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Dynamic US Dividend Advantage ETF (RFDA) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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RFDA vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.85%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Returns By Period

In the year-to-date period, RFDA achieves a -1.05% return, which is significantly lower than BIL's 0.85% return.


RFDA

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

BIL

1D
0.00%
1M
0.29%
YTD
0.85%
6M
1.84%
1Y
3.99%
3Y*
4.70%
5Y*
3.27%
10Y*
2.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFDA vs. BIL - Expense Ratio Comparison

RFDA has a 0.52% expense ratio, which is higher than BIL's 0.14% expense ratio.


Return for Risk

RFDA vs. BIL — Risk / Return Rank

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

RFDA
RFDA Risk / Return Rank: 7070
Overall Rank
RFDA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
RFDA Sortino Ratio Rank: 6767
Sortino Ratio Rank
RFDA Omega Ratio Rank: 7272
Omega Ratio Rank
RFDA Calmar Ratio Rank: 6565
Calmar Ratio Rank
RFDA Martin Ratio Rank: 7979
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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.

RFDA vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Dividend Advantage ETF (RFDA) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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.


RFDABILDifference

Sharpe ratio

Return per unit of total volatility

1.16

19.52

-18.35

Sortino ratio

Return per unit of downside risk

1.70

254.04

-252.34

Omega ratio

Gain probability vs. loss probability

1.27

180.28

-179.01

Calmar ratio

Return relative to maximum drawdown

1.66

365.54

-363.88

Martin ratio

Return relative to average drawdown

8.46

4,104.04

-4,095.58

RFDA vs. BIL - Sharpe Ratio Comparison

The current RFDA Sharpe Ratio is 1.16, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of RFDA and BIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RFDABILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

19.52

-18.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

12.54

-11.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

2.72

-2.00

Correlation

The correlation between RFDA and BIL is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RFDA vs. BIL - Dividend Comparison

RFDA's dividend yield for the trailing twelve months is around 1.99%, less than BIL's 4.01% yield.


TTM2025202420232022202120202019201820172016
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%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.01%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Drawdowns

RFDA vs. BIL - Drawdown Comparison

The maximum RFDA drawdown since its inception was -34.60%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for RFDA and BIL.


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Drawdown Indicators


RFDABILDifference

Max Drawdown

Largest peak-to-trough decline

-34.60%

-0.78%

-33.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-0.01%

-12.72%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-0.12%

-19.23%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-3.62%

0.00%

-3.62%

Average Drawdown

Average peak-to-trough decline

-3.80%

-0.26%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

0.00%

+2.49%

Volatility

RFDA vs. BIL - Volatility Comparison

RiverFront Dynamic US Dividend Advantage ETF (RFDA) has a higher volatility of 4.32% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that RFDA's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFDABILDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

0.05%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

0.14%

+8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

0.21%

+17.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

0.26%

+15.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

0.26%

+16.67%