RFEU vs. VGK
Compare and contrast key facts about First Trust RiverFront Dynamic Europe ETF (RFEU) and Vanguard FTSE Europe ETF (VGK).
RFEU and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RFEU is an actively managed fund by First Trust. It was launched on Apr 14, 2016. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005.
Performance
RFEU vs. VGK - Performance Comparison
Loading graphics...
RFEU vs. VGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFEU First Trust RiverFront Dynamic Europe ETF | 1.50% | 30.78% | -1.78% | 16.19% | -24.17% | 22.83% | 6.25% | 23.21% | -17.57% | 26.58% |
VGK Vanguard FTSE Europe ETF | -0.95% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.43% | 24.85% | -14.89% | 26.98% |
Returns By Period
In the year-to-date period, RFEU achieves a 1.50% return, which is significantly higher than VGK's -0.95% return.
RFEU
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 1.50%
- 6M
- 8.37%
- 1Y
- 22.55%
- 3Y*
- 12.42%
- 5Y*
- 6.12%
- 10Y*
- —
VGK
- 1D
- 3.21%
- 1M
- -8.16%
- YTD
- -0.95%
- 6M
- 4.76%
- 1Y
- 21.14%
- 3Y*
- 14.29%
- 5Y*
- 8.68%
- 10Y*
- 8.96%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RFEU vs. VGK - Expense Ratio Comparison
RFEU has a 0.83% expense ratio, which is higher than VGK's 0.08% expense ratio.
Return for Risk
RFEU vs. VGK — Risk / Return Rank
RFEU
VGK
RFEU vs. VGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Europe ETF (RFEU) and Vanguard FTSE Europe ETF (VGK). 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.
| RFEU | VGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 1.21 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.73 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.24 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.64 | +0.24 |
Martin ratioReturn relative to average drawdown | 11.36 | 6.32 | +5.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RFEU | VGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.21 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.49 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.26 | +0.15 |
Correlation
The correlation between RFEU and VGK is 0.85, 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
RFEU vs. VGK - Dividend Comparison
RFEU's dividend yield for the trailing twelve months is around 2.83%, less than VGK's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFEU First Trust RiverFront Dynamic Europe ETF | 2.83% | 2.87% | 5.45% | 3.37% | 4.98% | 1.82% | 2.32% | 3.08% | 2.84% | 1.35% | 3.16% | 0.00% |
VGK Vanguard FTSE Europe ETF | 3.00% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Drawdowns
RFEU vs. VGK - Drawdown Comparison
The maximum RFEU drawdown since its inception was -39.74%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for RFEU and VGK.
Loading graphics...
Drawdown Indicators
| RFEU | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.74% | -63.61% | +23.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -12.09% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -35.92% | -32.74% | -3.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.24% | — |
Current DrawdownCurrent decline from peak | -0.11% | -8.48% | +8.37% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -13.43% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 3.14% | -0.93% |
Volatility
RFEU vs. VGK - Volatility Comparison
The current volatility for First Trust RiverFront Dynamic Europe ETF (RFEU) is 0.00%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 7.72%. This indicates that RFEU experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RFEU | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 7.72% | -7.72% |
Volatility (6M)Calculated over the trailing 6-month period | 5.97% | 10.96% | -4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 17.62% | -2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 17.72% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 18.88% | -0.91% |