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RFDA vs. BIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RFDA and BIL is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Sharpe Ratio

RFDA:

0.47

BIL:

20.77

Sortino Ratio

RFDA:

0.85

BIL:

248.91

Omega Ratio

RFDA:

1.12

BIL:

142.41

Calmar Ratio

RFDA:

0.52

BIL:

439.34

Martin Ratio

RFDA:

1.85

BIL:

4,045.26

Ulcer Index

RFDA:

5.43%

BIL:

0.00%

Daily Std Dev

RFDA:

19.48%

BIL:

0.23%

Max Drawdown

RFDA:

-34.61%

BIL:

-0.77%

Current Drawdown

RFDA:

-6.40%

BIL:

0.00%

Returns By Period

In the year-to-date period, RFDA achieves a -1.95% return, which is significantly lower than BIL's 1.48% return.


RFDA

YTD

-1.95%

1M

9.00%

6M

-5.31%

1Y

9.12%

5Y*

15.92%

10Y*

N/A

BIL

YTD

1.48%

1M

0.31%

6M

2.13%

1Y

4.76%

5Y*

2.57%

10Y*

1.77%

*Annualized

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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.


Risk-Adjusted Performance

RFDA vs. BIL — Risk-Adjusted Performance Rank

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

RFDA
The Risk-Adjusted Performance Rank of RFDA is 5555
Overall Rank
The Sharpe Ratio Rank of RFDA is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of RFDA is 5353
Sortino Ratio Rank
The Omega Ratio Rank of RFDA is 5656
Omega Ratio Rank
The Calmar Ratio Rank of RFDA is 5959
Calmar Ratio Rank
The Martin Ratio Rank of RFDA is 5454
Martin Ratio Rank

BIL
The Risk-Adjusted Performance Rank of BIL is 100100
Overall Rank
The Sharpe Ratio Rank of BIL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BIL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of BIL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of BIL is 100100
Calmar Ratio Rank
The Martin Ratio Rank of BIL is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RFDA vs. BIL - Risk-Adjusted Performance 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.


The current RFDA Sharpe Ratio is 0.47, which is lower than the BIL Sharpe Ratio of 20.77. 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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Dividends

RFDA vs. BIL - Dividend Comparison

RFDA's dividend yield for the trailing twelve months is around 2.41%, less than BIL's 4.69% yield.


TTM202420232022202120202019201820172016
RFDA
RiverFront Dynamic US Dividend Advantage ETF
2.41%2.23%2.68%3.57%1.44%1.48%1.87%2.44%1.90%0.98%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.69%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 -34.61%, which is greater than BIL's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for RFDA and BIL. For additional features, visit the drawdowns tool.


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Volatility

RFDA vs. BIL - Volatility Comparison

RiverFront Dynamic US Dividend Advantage ETF (RFDA) has a higher volatility of 5.78% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.07%. 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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