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RFFC vs. ONEQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RFFC and ONEQ is 0.93, 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.


Performance

RFFC vs. ONEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Dynamic US Flex-Cap ETF (RFFC) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RFFC:

0.55

ONEQ:

0.59

Sortino Ratio

RFFC:

0.98

ONEQ:

1.00

Omega Ratio

RFFC:

1.14

ONEQ:

1.14

Calmar Ratio

RFFC:

0.60

ONEQ:

0.64

Martin Ratio

RFFC:

2.25

ONEQ:

2.10

Ulcer Index

RFFC:

4.94%

ONEQ:

7.34%

Daily Std Dev

RFFC:

17.81%

ONEQ:

26.00%

Max Drawdown

RFFC:

-36.26%

ONEQ:

-55.09%

Current Drawdown

RFFC:

-5.93%

ONEQ:

-7.21%

Returns By Period

In the year-to-date period, RFFC achieves a -0.79% return, which is significantly higher than ONEQ's -3.09% return.


RFFC

YTD

-0.79%

1M

8.06%

6M

-4.08%

1Y

9.80%

5Y*

16.22%

10Y*

N/A

ONEQ

YTD

-3.09%

1M

11.58%

6M

-2.97%

1Y

15.17%

5Y*

17.36%

10Y*

15.17%

*Annualized

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RFFC vs. ONEQ - Expense Ratio Comparison

RFFC has a 0.52% expense ratio, which is higher than ONEQ's 0.21% expense ratio.


Risk-Adjusted Performance

RFFC vs. ONEQ — Risk-Adjusted Performance Rank

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

RFFC
The Risk-Adjusted Performance Rank of RFFC is 6161
Overall Rank
The Sharpe Ratio Rank of RFFC is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of RFFC is 6161
Sortino Ratio Rank
The Omega Ratio Rank of RFFC is 6464
Omega Ratio Rank
The Calmar Ratio Rank of RFFC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of RFFC is 6161
Martin Ratio Rank

ONEQ
The Risk-Adjusted Performance Rank of ONEQ is 6868
Overall Rank
The Sharpe Ratio Rank of ONEQ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ONEQ is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ONEQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ONEQ is 6565
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.

RFFC vs. ONEQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Flex-Cap ETF (RFFC) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). 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.


The current RFFC Sharpe Ratio is 0.55, which is comparable to the ONEQ Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of RFFC and ONEQ, 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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Dividends

RFFC vs. ONEQ - Dividend Comparison

RFFC's dividend yield for the trailing twelve months is around 0.92%, more than ONEQ's 0.65% yield.


TTM20242023202220212020201920182017201620152014
RFFC
RiverFront Dynamic US Flex-Cap ETF
0.92%1.05%1.35%1.41%0.71%1.39%1.34%1.36%0.93%0.66%0.00%0.00%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.65%0.65%0.71%0.97%0.54%0.71%1.64%1.08%0.84%1.12%1.04%1.19%

Drawdowns

RFFC vs. ONEQ - Drawdown Comparison

The maximum RFFC drawdown since its inception was -36.26%, smaller than the maximum ONEQ drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for RFFC and ONEQ. For additional features, visit the drawdowns tool.


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Volatility

RFFC vs. ONEQ - Volatility Comparison

The current volatility for RiverFront Dynamic US Flex-Cap ETF (RFFC) is 5.65%, while Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) has a volatility of 7.93%. This indicates that RFFC experiences smaller price fluctuations and is considered to be less risky than ONEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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