RFEU vs. VTAPX
Compare and contrast key facts about First Trust RiverFront Dynamic Europe ETF (RFEU) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX).
RFEU is an actively managed fund by First Trust. It was launched on Apr 14, 2016. VTAPX is managed by Vanguard. It was launched on Oct 16, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RFEU or VTAPX.
Key characteristics
| RFEU | VTAPX | |
|---|---|---|
| YTD Return | 2.90% | 4.29% |
| 1Y Return | 14.17% | 5.86% |
| 3Y Return (Ann) | -3.05% | 2.03% |
| 5Y Return (Ann) | 4.65% | 3.36% |
| Sharpe Ratio | 0.83 | 3.01 |
| Sortino Ratio | 1.26 | 4.98 |
| Omega Ratio | 1.15 | 1.68 |
| Calmar Ratio | 0.48 | 3.66 |
| Martin Ratio | 5.10 | 24.85 |
| Ulcer Index | 2.34% | 0.25% |
| Daily Std Dev | 14.16% | 2.04% |
| Max Drawdown | -39.74% | -5.33% |
| Current Drawdown | -10.45% | -0.76% |
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.
Performance
RFEU vs. VTAPX - Performance Comparison
In the year-to-date period, RFEU achieves a 2.90% return, which is significantly lower than VTAPX's 4.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
RFEU vs. VTAPX - Risk-Adjusted Performance 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.
Dividends
RFEU vs. VTAPX - Dividend Comparison
RFEU's dividend yield for the trailing twelve months is around 2.50%, less than VTAPX's 2.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFEU First Trust RiverFront Dynamic Europe ETF | 2.50% | 3.37% | 4.98% | 1.82% | 2.32% | 3.08% | 2.84% | 1.35% | 3.16% | 0.00% | 0.00% | 0.00% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 2.89% | 2.84% | 6.82% | 4.67% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.06% |
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. For additional features, visit the drawdowns tool.
Volatility
RFEU vs. VTAPX - Volatility Comparison
First Trust RiverFront Dynamic Europe ETF (RFEU) has a higher volatility of 2.90% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.39%. This indicates that RFEU's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.