RFDA vs. IAU

In the year-to-date period, RFDA achieves a -1.95% return, which is significantly lower than IAU's 23.21% return.

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RFDA has a 0.52% expense ratio, which is higher than IAU's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Dividend Advantage ETF (RFDA) and iShares Gold Trust (IAU). 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 IAU Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of RFDA and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RFDA's dividend yield for the trailing twelve months is around 2.41%, while IAU has not paid dividends to shareholders.

The maximum RFDA drawdown since its inception was -34.61%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for RFDA and IAU. For additional features, visit the drawdowns tool.

The current volatility for RiverFront Dynamic US Dividend Advantage ETF (RFDA) is 5.78%, while iShares Gold Trust (IAU) has a volatility of 8.88%. This indicates that RFDA experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.