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RFDA vs. DDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFDA vs. DDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Dynamic US Dividend Advantage ETF (RFDA) and First Trust Dorsey Wright Momentum & Dividend ETF (DDIV). The values are adjusted to include any dividend payments, if applicable.

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RFDA vs. DDIV - 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%
DDIV
First Trust Dorsey Wright Momentum & Dividend ETF
-2.41%12.23%27.18%9.95%-12.44%39.96%-3.59%32.40%-16.50%11.31%

Returns By Period

In the year-to-date period, RFDA achieves a -1.05% return, which is significantly higher than DDIV's -2.41% return.


RFDA

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

DDIV

1D
3.23%
1M
-5.19%
YTD
-2.41%
6M
1.54%
1Y
9.00%
3Y*
16.13%
5Y*
9.44%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFDA vs. DDIV - Expense Ratio Comparison

RFDA has a 0.52% expense ratio, which is lower than DDIV's 0.60% expense ratio.


Return for Risk

RFDA vs. DDIV — 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

DDIV
DDIV Risk / Return Rank: 2828
Overall Rank
DDIV Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DDIV Sortino Ratio Rank: 2626
Sortino Ratio Rank
DDIV Omega Ratio Rank: 2929
Omega Ratio Rank
DDIV Calmar Ratio Rank: 2929
Calmar Ratio Rank
DDIV Martin Ratio Rank: 3030
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. DDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Dividend Advantage ETF (RFDA) and First Trust Dorsey Wright Momentum & Dividend ETF (DDIV). 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.


RFDADDIVDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.46

+0.70

Sortino ratio

Return per unit of downside risk

1.70

0.74

+0.97

Omega ratio

Gain probability vs. loss probability

1.27

1.11

+0.16

Calmar ratio

Return relative to maximum drawdown

1.66

0.66

+0.99

Martin ratio

Return relative to average drawdown

8.46

2.42

+6.04

RFDA vs. DDIV - Sharpe Ratio Comparison

The current RFDA Sharpe Ratio is 1.16, which is higher than the DDIV Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of RFDA and DDIV, 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


RFDADDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.46

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.50

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.43

+0.29

Correlation

The correlation between RFDA and DDIV is 0.77, 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. DDIV - Dividend Comparison

RFDA's dividend yield for the trailing twelve months is around 1.99%, more than DDIV's 1.77% 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%
DDIV
First Trust Dorsey Wright Momentum & Dividend ETF
1.77%1.94%2.22%3.18%3.60%2.43%2.63%2.93%3.27%0.00%0.00%

Drawdowns

RFDA vs. DDIV - Drawdown Comparison

The maximum RFDA drawdown since its inception was -34.60%, smaller than the maximum DDIV drawdown of -47.56%. Use the drawdown chart below to compare losses from any high point for RFDA and DDIV.


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Drawdown Indicators


RFDADDIVDifference

Max Drawdown

Largest peak-to-trough decline

-34.60%

-47.56%

+12.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-14.88%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-21.10%

+1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-47.56%

Current Drawdown

Current decline from peak

-3.62%

-8.44%

+4.82%

Average Drawdown

Average peak-to-trough decline

-3.80%

-6.08%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

4.09%

-1.60%

Volatility

RFDA vs. DDIV - Volatility Comparison

The current volatility for RiverFront Dynamic US Dividend Advantage ETF (RFDA) is 4.32%, while First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) has a volatility of 6.19%. This indicates that RFDA experiences smaller price fluctuations and is considered to be less risky than DDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFDADDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

6.19%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

11.99%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

19.58%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

18.80%

-3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

19.89%

-2.96%