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RFEM vs. AVEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RFEM and AVEM is 0.94, 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.


-0.50.00.51.00.9

Performance

RFEM vs. AVEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and Avantis Emerging Markets Equity ETF (AVEM). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-3.51%
-3.83%
RFEM
AVEM

Key characteristics

Sharpe Ratio

RFEM:

0.73

AVEM:

0.59

Sortino Ratio

RFEM:

1.09

AVEM:

0.90

Omega Ratio

RFEM:

1.14

AVEM:

1.11

Calmar Ratio

RFEM:

0.69

AVEM:

0.51

Martin Ratio

RFEM:

2.61

AVEM:

2.14

Ulcer Index

RFEM:

4.33%

AVEM:

4.34%

Daily Std Dev

RFEM:

15.48%

AVEM:

15.79%

Max Drawdown

RFEM:

-42.22%

AVEM:

-36.05%

Current Drawdown

RFEM:

-8.91%

AVEM:

-9.80%

Returns By Period

In the year-to-date period, RFEM achieves a -1.11% return, which is significantly lower than AVEM's -0.66% return.


RFEM

YTD

-1.11%

1M

-2.82%

6M

-3.51%

1Y

13.56%

5Y*

2.49%

10Y*

N/A

AVEM

YTD

-0.66%

1M

-2.98%

6M

-3.82%

1Y

11.86%

5Y*

3.48%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RFEM vs. AVEM - Expense Ratio Comparison

RFEM has a 0.95% expense ratio, which is higher than AVEM's 0.33% expense ratio.


RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
Expense ratio chart for RFEM: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for AVEM: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

RFEM vs. AVEM — Risk-Adjusted Performance Rank

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

RFEM
The Risk-Adjusted Performance Rank of RFEM is 3434
Overall Rank
The Sharpe Ratio Rank of RFEM is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of RFEM is 3434
Sortino Ratio Rank
The Omega Ratio Rank of RFEM is 3333
Omega Ratio Rank
The Calmar Ratio Rank of RFEM is 3737
Calmar Ratio Rank
The Martin Ratio Rank of RFEM is 3434
Martin Ratio Rank

AVEM
The Risk-Adjusted Performance Rank of AVEM is 3232
Overall Rank
The Sharpe Ratio Rank of AVEM is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of AVEM is 3131
Sortino Ratio Rank
The Omega Ratio Rank of AVEM is 3131
Omega Ratio Rank
The Calmar Ratio Rank of AVEM is 3333
Calmar Ratio Rank
The Martin Ratio Rank of AVEM is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RFEM vs. AVEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and Avantis Emerging Markets Equity ETF (AVEM). 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.


Sharpe ratio
The chart of Sharpe ratio for RFEM, currently valued at 0.73, compared to the broader market0.002.004.000.730.59
The chart of Sortino ratio for RFEM, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.0012.001.090.90
The chart of Omega ratio for RFEM, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.11
The chart of Calmar ratio for RFEM, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.690.51
The chart of Martin ratio for RFEM, currently valued at 2.61, compared to the broader market0.0020.0040.0060.0080.00100.002.612.14
RFEM
AVEM

The current RFEM Sharpe Ratio is 0.73, which is comparable to the AVEM Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of RFEM and AVEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.73
0.59
RFEM
AVEM

Dividends

RFEM vs. AVEM - Dividend Comparison

RFEM's dividend yield for the trailing twelve months is around 3.68%, more than AVEM's 3.19% yield.


TTM202420232022202120202019201820172016
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
3.68%3.64%3.28%7.74%3.21%1.22%3.75%2.37%1.62%3.73%
AVEM
Avantis Emerging Markets Equity ETF
3.19%3.17%3.06%2.77%2.61%1.60%0.35%0.00%0.00%0.00%

Drawdowns

RFEM vs. AVEM - Drawdown Comparison

The maximum RFEM drawdown since its inception was -42.22%, which is greater than AVEM's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for RFEM and AVEM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.91%
-9.80%
RFEM
AVEM

Volatility

RFEM vs. AVEM - Volatility Comparison

The current volatility for First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) is 3.84%, while Avantis Emerging Markets Equity ETF (AVEM) has a volatility of 4.37%. This indicates that RFEM experiences smaller price fluctuations and is considered to be less risky than AVEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.84%
4.37%
RFEM
AVEM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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