RFDA vs. GQGU

Last updated Jun 4, 2026

RFDA (RiverFront Dynamic US Dividend Advantage ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a 0.06 correlation, their price movements are largely independent. RFDA charges 0.52%/yr vs 0.49%/yr for GQGU.

Performance

RFDA vs. GQGU - Performance Comparison

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

Returns By Period

In the year-to-date period, RFDA achieves a 11.40% return, which is significantly higher than GQGU's 6.60% return.

RFDA

• 1D: -0.92%
• 1M: 4.27%
• YTD: 11.40%
• 6M: 12.25%
• 1Y: 29.49%
• 3Y*: 19.19%
• 5Y*: 13.17%
• 10Y*: —

GQGU

• 1D: -1.06%
• 1M: -1.65%
• YTD: 6.60%
• 6M: 7.16%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RFDA vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
RFDA RiverFront Dynamic US Dividend Advantage ETF	11.40%	8.84%
GQGU GQG US Equity ETF	6.60%	-1.14%

Correlation

The correlation between RFDA and GQGU is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	0.06

Return for Risk

RFDA vs. GQGU — Risk / Return Rank

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

RFDA

RFDA Risk / Return Rank: 83
RFDA Sharpe Ratio Rank: 78
RFDA Sortino Ratio Rank: 78
RFDA Omega Ratio Rank: 79
RFDA Calmar Ratio Rank: 90
RFDA Martin Ratio Rank: 89

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. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Dividend Advantage ETF (RFDA) and GQG US Equity ETF (GQGU). 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.

	RFDA	GQGU	Difference
Sharpe ratio: Return per unit of total volatility	2.55	—	—
Sortino ratio: Return per unit of downside risk	3.52	—	—
Omega ratio: Gain probability vs. loss probability	1.47	—	—
Calmar ratio: Return relative to maximum drawdown	5.44	—	—
Martin ratio: Return relative to average drawdown	19.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RFDA	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.55	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.60	+0.19

Drawdowns

RFDA vs. GQGU - Drawdown Comparison

The maximum RFDA drawdown since its inception was -34.60%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for RFDA and GQGU.

Drawdown Indicators

	RFDA	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-34.60%	-6.65%	-27.95%
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	-0.92%	-4.66%	+3.74%
Average Drawdown Average peak-to-trough decline	-3.74%	-2.54%	-1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	—	—

Volatility

Volatility by Period

	RFDA	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.64%	10.14%	+1.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.73%	10.14%	+5.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.85%	10.14%	+6.71%

RFDA vs. GQGU - Expense Ratio Comparison

RFDA has a 0.52% expense ratio, which is higher than GQGU's 0.49% expense ratio.

Dividends

RFDA vs. GQGU - Dividend Comparison

RFDA's dividend yield for the trailing twelve months is around 1.77%, more than GQGU's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GQGU GQG US Equity ETF	0.96%	1.02%	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	1.77%	1.89%	2.23%	2.68%	3.57%	1.44%	1.62%	1.87%	2.44%	1.90%	0.98%

Frequently Asked Questions

Can I hold both RFDA and GQGU in my portfolio?

RFDA and GQGU have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RFDA or GQGU?

On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RFDA or GQGU?

GQGU is cheaper with a 0.49% expense ratio, compared with 0.52% for RFDA.

Which ETF pays a higher dividend yield, RFDA or GQGU?

RFDA has the higher dividend yield at 1.77%, compared with 0.96% for GQGU.

What is the main difference between RFDA and GQGU?

They also come from different issuers: SS&C and GQG Partners. Their fees differ too: 0.52% for RFDA and 0.49% for GQGU.