RFDA vs. GRW

Last updated Jun 25, 2026

RFDA (RiverFront Dynamic US Dividend Advantage ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a 0.39 correlation, their price movements are largely independent. RFDA charges 0.52%/yr vs 0.75%/yr for GRW.

Performance

RFDA vs. GRW - Performance Comparison

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

Returns By Period

RFDA

• 1D: -0.39%
• 1M: -0.03%
• YTD: 10.33%
• 6M: 9.16%
• 1Y: 25.01%
• 3Y*: 18.64%
• 5Y*: 12.74%
• 10Y*: 13.35%

GRW

• 1D: 0.42%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RFDA vs. GRW - Yearly Performance Comparison

	2026 (YTD)
RFDA RiverFront Dynamic US Dividend Advantage ETF	0.20%
GRW TCW Durable Growth ETF	2.13%

Correlation

The correlation between RFDA and GRW is 0.39, 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 28, 2026	0.39

RFDA vs. GRW - Sectors Allocation Comparison

Sectors	RFDA	GRW
Technology	21.1%	26.0%
Financial Services	14.4%	8.6%
Energy	11.7%	-
Healthcare	9.7%	3.6%
Industrials	8.6%	39.6%
Communication Services	8.3%	7.8%
Consumer Cyclical	7.4%	7.4%
Consumer Defensive	7.0%	-
Real Estate	4.9%	-
Utilities	4.8%	-
Basic Materials	1.9%	3.8%

Return for Risk

RFDA vs. GRW — Risk / Return Rank

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

RFDA

RFDA Risk / Return Rank: 81
RFDA Sharpe Ratio Rank: 77
RFDA Sortino Ratio Rank: 76
RFDA Omega Ratio Rank: 77
RFDA Calmar Ratio Rank: 88
RFDA Martin Ratio Rank: 87

GRW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Dividend Advantage ETF (RFDA) and TCW Durable Growth ETF (GRW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RFDA	GRW	Difference
Sharpe ratio: Return per unit of total volatility	2.15	—	—
Sortino ratio: Return per unit of downside risk	2.98	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	4.61	—	—
Martin ratio: Return relative to average drawdown	16.42	—	—

Drawdowns

RFDA vs. GRW - Drawdown Comparison

The maximum RFDA drawdown since its inception was -34.60%, which is greater than GRW's maximum drawdown of -3.83%. Use the drawdown chart below to compare losses from any high point for RFDA and GRW.

Drawdown Indicators

	RFDA	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-34.60%	-3.83%	-30.77%
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%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.60%	—	—
Current Drawdown Current decline from peak	-2.06%	-1.84%	-0.22%
Average Drawdown Average peak-to-trough decline	-3.73%	-1.04%	-2.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	—	—

Volatility

Volatility by Period

	RFDA	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.78%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.71%	18.65%	-6.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.75%	18.65%	-2.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.87%	18.65%	-1.78%

RFDA vs. GRW - Expense Ratio Comparison

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

Dividends

RFDA vs. GRW - Dividend Comparison

RFDA's dividend yield for the trailing twelve months is around 1.81%, while GRW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GRW TCW Durable Growth 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	1.81%	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 GRW in my portfolio?

RFDA and GRW have a correlation of 0.39, 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 GRW?

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.

Which ETF is cheaper, RFDA or GRW?

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

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

RFDA has the higher dividend yield at 1.81%, compared with 0.00% for GRW.

What is the main difference between RFDA and GRW?

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