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RFEU vs. VTAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFEU vs. VTAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RiverFront Dynamic Europe ETF (RFEU) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). The values are adjusted to include any dividend payments, if applicable.

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RFEU vs. VTAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
0.97%6.03%4.73%4.59%-2.84%5.26%4.97%4.85%0.53%0.82%

Returns By Period

In the year-to-date period, RFEU achieves a 1.50% return, which is significantly higher than VTAPX's 0.97% return.


RFEU

1D
0.00%
1M
0.00%
YTD
1.50%
6M
8.37%
1Y
22.55%
3Y*
12.42%
5Y*
6.12%
10Y*

VTAPX

1D
0.28%
1M
0.04%
YTD
0.97%
6M
1.31%
1Y
3.86%
3Y*
4.67%
5Y*
3.48%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFEU vs. VTAPX - Expense Ratio Comparison

RFEU has a 0.83% expense ratio, which is higher than VTAPX's 0.06% expense ratio.


Return for Risk

RFEU vs. VTAPX — Risk / Return Rank

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

RFEU
RFEU Risk / Return Rank: 8484
Overall Rank
RFEU Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RFEU Sortino Ratio Rank: 8585
Sortino Ratio Rank
RFEU Omega Ratio Rank: 9292
Omega Ratio Rank
RFEU Calmar Ratio Rank: 7272
Calmar Ratio Rank
RFEU Martin Ratio Rank: 8989
Martin Ratio Rank

VTAPX
VTAPX Risk / Return Rank: 9696
Overall Rank
VTAPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VTAPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTAPX Omega Ratio Rank: 9494
Omega Ratio Rank
VTAPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VTAPX Martin Ratio Rank: 9696
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.

RFEU vs. VTAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Europe ETF (RFEU) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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.


RFEUVTAPXDifference

Sharpe ratio

Return per unit of total volatility

1.68

2.28

-0.61

Sortino ratio

Return per unit of downside risk

2.28

3.41

-1.13

Omega ratio

Gain probability vs. loss probability

1.41

1.49

-0.08

Calmar ratio

Return relative to maximum drawdown

1.88

4.65

-2.77

Martin ratio

Return relative to average drawdown

11.36

14.74

-3.38

RFEU vs. VTAPX - Sharpe Ratio Comparison

The current RFEU Sharpe Ratio is 1.68, which is comparable to the VTAPX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of RFEU and VTAPX, 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


RFEUVTAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.28

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

1.31

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.04

-0.62

Correlation

The correlation between RFEU and VTAPX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RFEU vs. VTAPX - Dividend Comparison

RFEU's dividend yield for the trailing twelve months is around 2.83%, less than VTAPX's 3.55% yield.


TTM2025202420232022202120202019201820172016
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%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
3.55%3.78%2.68%2.84%6.82%4.67%1.19%1.94%2.45%1.52%0.76%

Drawdowns

RFEU vs. VTAPX - Drawdown Comparison

The maximum RFEU drawdown since its inception was -39.74%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for RFEU and VTAPX.


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Drawdown Indicators


RFEUVTAPXDifference

Max Drawdown

Largest peak-to-trough decline

-39.74%

-5.33%

-34.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-0.92%

-10.34%

Max Drawdown (5Y)

Largest decline over 5 years

-35.92%

-5.33%

-30.59%

Max Drawdown (10Y)

Largest decline over 10 years

-5.33%

Current Drawdown

Current decline from peak

-0.11%

-0.28%

+0.17%

Average Drawdown

Average peak-to-trough decline

-9.79%

-1.04%

-8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

0.29%

+1.92%

Volatility

RFEU vs. VTAPX - Volatility Comparison

The current volatility for First Trust RiverFront Dynamic Europe ETF (RFEU) is 0.00%, while Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) has a volatility of 0.59%. This indicates that RFEU experiences smaller price fluctuations and is considered to be less risky than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFEUVTAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

0.59%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

0.96%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

1.79%

+13.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

2.67%

+14.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

2.23%

+15.74%