RFDI vs. ISCMF
RFDI (First Trust RiverFront Dynamic Developed International ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - RFDI is a Foreign Large Cap Equities fund actively managed by First Trust, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. RFDI is actively managed, while ISCMF is passively managed. Over the past 3 years, RFDI returned 19.62%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.04, they often move in opposite directions. RFDI charges 0.83%/yr vs 0.19%/yr for ISCMF.
Performance
RFDI vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, RFDI achieves a 8.72% return, which is significantly lower than ISCMF's 22.87% return.
RFDI
- 1D
- -1.41%
- 1M
- 0.53%
- YTD
- 8.72%
- 6M
- 8.54%
- 1Y
- 25.31%
- 3Y*
- 19.62%
- 5Y*
- 8.21%
- 10Y*
- 9.44%
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
RFDI vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RFDI First Trust RiverFront Dynamic Developed International ETF | 8.72% | 35.95% | 5.56% | 18.14% | -14.00% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.82% |
Correlation
The correlation between RFDI and ISCMF is -0.09, 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 (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | -0.04 |
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Return for Risk
RFDI vs. ISCMF — Risk / Return Rank
RFDI
ISCMF
RFDI vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Developed International ETF (RFDI) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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.
| RFDI | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 2.31 | -1.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 5.53 | -3.04 |
| Martin ratioReturn relative to average drawdown | 8.98 | 11.85 | -2.87 |
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Drawdowns
RFDI vs. ISCMF - Drawdown Comparison
The maximum RFDI drawdown since its inception was -39.40%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for RFDI and ISCMF.
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Drawdown Indicators
| RFDI | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.40% | -25.42% | -13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -5.69% | -4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -13.44% | -7.62% | -5.82% |
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 | -1.83% | -5.26% | +3.43% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -13.35% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.65% | +0.18% |
Volatility
RFDI vs. ISCMF - Volatility Comparison
The current volatility for First Trust RiverFront Dynamic Developed International ETF (RFDI) is 4.56%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that RFDI experiences smaller price fluctuations and is considered to be less risky than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFDI | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 5.11% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 15.45% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 17.84% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 14.29% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 14.29% | +2.81% |
RFDI vs. ISCMF - Expense Ratio Comparison
RFDI has a 0.83% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
RFDI vs. ISCMF - Dividend Comparison
RFDI's dividend yield for the trailing twelve months is around 3.24%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RFDI First Trust RiverFront Dynamic Developed International ETF | 3.24% | 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 ISCMF have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISCMF has higher volatility (5.11%) compared to RFDI (4.56%). In terms of maximum drawdown, RFDI dropped -39.40% vs ISCMF's -25.42%.
On 3-year performance, RFDI leads with 19.62% vs 16.78% for ISCMF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, RFDI has been the lower-risk option at 4.56%. 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 19.62% return vs 16.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISCMF is cheaper with a 0.19% expense ratio, compared with 0.83% for RFDI.
RFDI has the higher dividend yield at 3.24%, compared with 0.00% for ISCMF.
RFDI is categorized as Foreign Large Cap Equities, while ISCMF is Commodities. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.83% for RFDI and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.71), 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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