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

Correlation

The correlation between RFDA and BND is 0.02, 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. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Dynamic US Dividend Advantage ETF (RFDA) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RFDA:

0.47

BND:

0.98

Sortino Ratio

RFDA:

0.85

BND:

1.41

Omega Ratio

RFDA:

1.12

BND:

1.17

Calmar Ratio

RFDA:

0.52

BND:

0.41

Martin Ratio

RFDA:

1.85

BND:

2.49

Ulcer Index

RFDA:

5.43%

BND:

2.07%

Daily Std Dev

RFDA:

19.48%

BND:

5.31%

Max Drawdown

RFDA:

-34.61%

BND:

-18.84%

Current Drawdown

RFDA:

-6.40%

BND:

-7.67%

Returns By Period

In the year-to-date period, RFDA achieves a -1.95% return, which is significantly lower than BND's 1.86% return.


RFDA

YTD

-1.95%

1M

9.00%

6M

-5.31%

1Y

9.12%

5Y*

15.92%

10Y*

N/A

BND

YTD

1.86%

1M

0.74%

6M

1.04%

1Y

5.17%

5Y*

-0.94%

10Y*

1.42%

*Annualized

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RFDA vs. BND - Expense Ratio Comparison

RFDA has a 0.52% expense ratio, which is higher than BND's 0.03% expense ratio.


Risk-Adjusted Performance

RFDA vs. BND — 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

BND
The Risk-Adjusted Performance Rank of BND is 7474
Overall Rank
The Sharpe Ratio Rank of BND is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7171
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. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Dividend Advantage ETF (RFDA) and Vanguard Total Bond Market ETF (BND). 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 BND Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RFDA and BND, 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. BND - Dividend Comparison

RFDA's dividend yield for the trailing twelve months is around 2.41%, less than BND's 3.77% yield.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.77%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

RFDA vs. BND - Drawdown Comparison

The maximum RFDA drawdown since its inception was -34.61%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for RFDA and BND. For additional features, visit the drawdowns tool.


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Volatility

RFDA vs. BND - Volatility Comparison

RiverFront Dynamic US Dividend Advantage ETF (RFDA) has a higher volatility of 5.78% compared to Vanguard Total Bond Market ETF (BND) at 1.55%. This indicates that RFDA's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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