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RFDI vs. FID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFDI vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RiverFront Dynamic Developed International ETF (RFDI) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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RFDI vs. FID - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RFDI
First Trust RiverFront Dynamic Developed International ETF
2.43%35.95%5.56%18.14%-23.57%17.36%9.16%20.47%-17.44%
FID
First Trust S&P International Dividend Aristocrats ETF
2.15%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-8.00%

Returns By Period

In the year-to-date period, RFDI achieves a 2.43% return, which is significantly higher than FID's 2.15% return.


RFDI

1D
2.72%
1M
-6.48%
YTD
2.43%
6M
8.84%
1Y
28.16%
3Y*
17.98%
5Y*
8.54%
10Y*

FID

1D
2.22%
1M
-6.49%
YTD
2.15%
6M
8.16%
1Y
27.06%
3Y*
15.05%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFDI vs. FID - Expense Ratio Comparison

RFDI has a 0.83% expense ratio, which is higher than FID's 0.60% expense ratio.


Return for Risk

RFDI vs. FID — Risk / Return Rank

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

RFDI
RFDI Risk / Return Rank: 8282
Overall Rank
RFDI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RFDI Sortino Ratio Rank: 8383
Sortino Ratio Rank
RFDI Omega Ratio Rank: 8383
Omega Ratio Rank
RFDI Calmar Ratio Rank: 8181
Calmar Ratio Rank
RFDI Martin Ratio Rank: 8484
Martin Ratio Rank

FID
FID Risk / Return Rank: 9292
Overall Rank
FID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FID Sortino Ratio Rank: 9393
Sortino Ratio Rank
FID Omega Ratio Rank: 9393
Omega Ratio Rank
FID Calmar Ratio Rank: 9090
Calmar Ratio Rank
FID Martin Ratio Rank: 8989
Martin Ratio Rank
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.

RFDI vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Developed International ETF (RFDI) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


RFDIFIDDifference

Sharpe ratio

Return per unit of total volatility

1.54

2.16

-0.62

Sortino ratio

Return per unit of downside risk

2.19

2.84

-0.65

Omega ratio

Gain probability vs. loss probability

1.33

1.43

-0.10

Calmar ratio

Return relative to maximum drawdown

2.29

2.98

-0.69

Martin ratio

Return relative to average drawdown

9.63

11.27

-1.64

RFDI vs. FID - Sharpe Ratio Comparison

The current RFDI Sharpe Ratio is 1.54, which is comparable to the FID Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of RFDI and FID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RFDIFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.16

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.47

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.35

+0.12

Correlation

The correlation between RFDI and FID is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RFDI vs. FID - Dividend Comparison

RFDI's dividend yield for the trailing twelve months is around 3.44%, less than FID's 4.28% yield.


TTM2025202420232022202120202019201820172016
RFDI
First Trust RiverFront Dynamic Developed International ETF
3.44%3.45%5.21%2.43%5.00%3.22%1.34%2.72%2.59%1.63%1.85%
FID
First Trust S&P International Dividend Aristocrats ETF
4.28%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%

Drawdowns

RFDI vs. FID - Drawdown Comparison

The maximum RFDI drawdown since its inception was -39.40%, roughly equal to the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for RFDI and FID.


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Drawdown Indicators


RFDIFIDDifference

Max Drawdown

Largest peak-to-trough decline

-39.40%

-39.79%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-8.93%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-29.13%

-6.74%

Current Drawdown

Current decline from peak

-7.24%

-6.84%

-0.40%

Average Drawdown

Average peak-to-trough decline

-9.35%

-8.60%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.36%

+0.44%

Volatility

RFDI vs. FID - Volatility Comparison

First Trust RiverFront Dynamic Developed International ETF (RFDI) has a higher volatility of 7.29% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 4.96%. This indicates that RFDI's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFDIFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

4.96%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

7.37%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

12.62%

+5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

17.03%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

19.10%

-1.79%