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RFDA vs. FITZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFDA vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Dynamic US Dividend Advantage ETF (RFDA) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RFDA

1D
1.12%
1M
4.60%
YTD
12.65%
6M
13.45%
1Y
31.38%
3Y*
19.75%
5Y*
13.42%
10Y*

FITZ

1D
-0.20%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFDA vs. FITZ - Yearly Performance Comparison


Correlation

The correlation between RFDA and FITZ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.30

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Return for Risk

RFDA vs. FITZ — Risk / Return Rank

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

RFDA
RFDA Risk / Return Rank: 8787
Overall Rank
RFDA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RFDA Sortino Ratio Rank: 8484
Sortino Ratio Rank
RFDA Omega Ratio Rank: 8484
Omega Ratio Rank
RFDA Calmar Ratio Rank: 9191
Calmar Ratio Rank
RFDA Martin Ratio Rank: 9191
Martin Ratio Rank

FITZ
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. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Dividend Advantage ETF (RFDA) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.


RFDAFITZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

5.79

Martin ratioReturn relative to average drawdown

21.14

RFDA vs. FITZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RFDAFITZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

-7.29

+8.09

Drawdowns

RFDA vs. FITZ - Drawdown Comparison

The maximum RFDA drawdown since its inception was -34.60%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for RFDA and FITZ.


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Drawdown Indicators


RFDAFITZDifference

Max Drawdown

Largest peak-to-trough decline

-34.60%

-1.97%

-32.63%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

Current Drawdown

Current decline from peak

0.00%

-1.97%

+1.97%

Average Drawdown

Average peak-to-trough decline

-3.74%

-1.08%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

Volatility

RFDA vs. FITZ - Volatility Comparison


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Volatility by Period


RFDAFITZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

8.74%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

8.74%

+7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

8.74%

+8.11%

RFDA vs. FITZ - Expense Ratio Comparison

RFDA has a 0.52% expense ratio, which is lower than FITZ's 0.75% expense ratio.


Dividends

RFDA vs. FITZ - Dividend Comparison

RFDA's dividend yield for the trailing twelve months is around 1.75%, while FITZ has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
FITZ
Fitz-Gerald Must Have Portfolio ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
1.75%1.89%2.23%2.68%3.57%1.44%1.62%1.87%2.44%1.90%0.98%

Frequently Asked Questions


RFDA and FITZ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RFDA is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RFDA is cheaper with a 0.52% expense ratio, compared with 0.75% for FITZ.

RFDA has the higher dividend yield at 1.75%, compared with 0.00% for FITZ.

They also come from different issuers: SS&C and Nicholas. Their fees differ too: 0.52% for RFDA and 0.75% for FITZ.

Portfolio Optimizer

Find the right allocation for RFDA and FITZ

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