RFDI vs. CGSD
RFDI (First Trust RiverFront Dynamic Developed International ETF) and CGSD (Capital Group Short Duration Income ETF) are both exchange-traded funds - RFDI is a Foreign Large Cap Equities fund actively managed by First Trust, while CGSD is a Short-Term Bond fund actively managed by Capital Group. Both are actively managed. Over the past 3 years, RFDI returned 19.21%/yr vs 5.21%/yr for CGSD. At a 0.23 correlation, their price movements are largely independent. RFDI charges 0.83%/yr vs 0.25%/yr for CGSD.
Performance
RFDI vs. CGSD - Performance Comparison
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Returns By Period
In the year-to-date period, RFDI achieves a 7.65% return, which is significantly higher than CGSD's 0.70% return.
RFDI
- 1D
- -0.69%
- 1M
- 1.91%
- YTD
- 7.65%
- 6M
- 10.55%
- 1Y
- 23.94%
- 3Y*
- 19.21%
- 5Y*
- 8.07%
- 10Y*
- 8.56%
CGSD
- 1D
- -0.10%
- 1M
- 0.14%
- YTD
- 0.70%
- 6M
- 1.09%
- 1Y
- 4.30%
- 3Y*
- 5.21%
- 5Y*
- —
- 10Y*
- —
RFDI vs. CGSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RFDI First Trust RiverFront Dynamic Developed International ETF | 7.65% | 35.95% | 5.56% | 18.14% | 9.46% |
CGSD Capital Group Short Duration Income ETF | 0.70% | 6.11% | 5.46% | 5.03% | 1.32% |
Correlation
The correlation between RFDI and CGSD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2022 | 0.23 |
The correlation between RFDI and CGSD shifts across timeframes, from 0.23 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RFDI vs. CGSD — Risk / Return Rank
RFDI
CGSD
RFDI vs. CGSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Developed International ETF (RFDI) and Capital Group Short Duration Income ETF (CGSD). 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.
| RFDI | CGSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.61 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.88 | -1.52 |
| Martin ratioReturn relative to average drawdown | 8.55 | 18.36 | -9.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RFDI | CGSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.94 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 2.41 | -1.92 |
Drawdowns
RFDI vs. CGSD - Drawdown Comparison
The maximum RFDI drawdown since its inception was -39.40%, which is greater than CGSD's maximum drawdown of -1.75%. Use the drawdown chart below to compare losses from any high point for RFDI and CGSD.
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Drawdown Indicators
| RFDI | CGSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.40% | -1.75% | -37.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -1.11% | -9.09% |
Max Drawdown (3Y)Largest decline over 3 years | -13.44% | -1.11% | -12.33% |
Max Drawdown (5Y)Largest decline over 5 years | -35.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.40% | — | — |
Current DrawdownCurrent decline from peak | -2.51% | -0.14% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -9.24% | -0.28% | -8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 0.23% | +2.58% |
Volatility
RFDI vs. CGSD - Volatility Comparison
First Trust RiverFront Dynamic Developed International ETF (RFDI) has a higher volatility of 4.65% compared to Capital Group Short Duration Income ETF (CGSD) at 0.39%. This indicates that RFDI's price experiences larger fluctuations and is considered to be riskier than CGSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFDI | CGSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 0.39% | +4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 1.01% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.39% | 1.47% | +12.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 2.16% | +14.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 2.16% | +15.20% |
RFDI vs. CGSD - Expense Ratio Comparison
RFDI has a 0.83% expense ratio, which is higher than CGSD's 0.25% expense ratio.
Dividends
RFDI vs. CGSD - Dividend Comparison
RFDI's dividend yield for the trailing twelve months is around 3.28%, less than CGSD's 4.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CGSD Capital Group Short Duration Income ETF | 4.46% | 4.48% | 4.57% | 4.43% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RFDI First Trust RiverFront Dynamic Developed International ETF | 3.28% | 3.45% | 5.21% | 2.43% | 5.00% | 3.22% | 1.34% | 2.72% | 2.59% | 1.63% | 1.85% |
Frequently Asked Questions
RFDI and CGSD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RFDI has higher volatility (4.65%) compared to CGSD (0.39%). In terms of maximum drawdown, RFDI dropped -39.40% vs CGSD's -1.75%.
On 3-year performance, RFDI leads with 19.21% vs 5.21% for CGSD. On fees, CGSD is cheaper at 0.25% per year. On volatility, CGSD has been the lower-risk option at 0.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, RFDI has performed better with a 19.21% return vs 5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CGSD is cheaper with a 0.25% expense ratio, compared with 0.83% for RFDI.
CGSD has the higher dividend yield at 4.46%, compared with 3.28% for RFDI.
RFDI is categorized as Foreign Large Cap Equities, while CGSD is Short-Term Bond. They also come from different issuers: First Trust and Capital Group. Their fees differ too: 0.83% for RFDI and 0.25% for CGSD.
CGSD currently has the higher Sharpe Ratio (2.94 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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