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

Correlation

The correlation between RFFC and VYMI is 0.73, 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. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Dynamic US Flex-Cap ETF (RFFC) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RFFC:

0.41

VYMI:

0.90

Sortino Ratio

RFFC:

0.74

VYMI:

1.38

Omega Ratio

RFFC:

1.11

VYMI:

1.19

Calmar Ratio

RFFC:

0.43

VYMI:

1.19

Martin Ratio

RFFC:

1.61

VYMI:

4.14

Ulcer Index

RFFC:

4.92%

VYMI:

3.69%

Daily Std Dev

RFFC:

17.53%

VYMI:

16.25%

Max Drawdown

RFFC:

-36.26%

VYMI:

-40.00%

Current Drawdown

RFFC:

-8.72%

VYMI:

-0.09%

Returns By Period

In the year-to-date period, RFFC achieves a -3.73% return, which is significantly lower than VYMI's 13.93% return.


RFFC

YTD

-3.73%

1M

6.57%

6M

-6.72%

1Y

6.54%

5Y*

14.33%

10Y*

N/A

VYMI

YTD

13.93%

1M

11.09%

6M

10.64%

1Y

13.98%

5Y*

15.11%

10Y*

N/A

*Annualized

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RFFC vs. VYMI - Expense Ratio Comparison

RFFC has a 0.52% expense ratio, which is higher than VYMI's 0.22% expense ratio.


Risk-Adjusted Performance

RFFC vs. VYMI — 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 5454
Overall Rank
The Sharpe Ratio Rank of RFFC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of RFFC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of RFFC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of RFFC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of RFFC is 5454
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8282
Overall Rank
The Sharpe Ratio Rank of VYMI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8282
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. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Flex-Cap ETF (RFFC) and Vanguard International High Dividend Yield ETF (VYMI). 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 0.41, which is lower than the VYMI Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of RFFC and VYMI, 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. VYMI - Dividend Comparison

RFFC's dividend yield for the trailing twelve months is around 0.95%, less than VYMI's 4.26% yield.


TTM202420232022202120202019201820172016
RFFC
RiverFront Dynamic US Flex-Cap ETF
0.95%1.05%1.35%1.41%0.71%1.39%1.34%1.36%0.93%0.66%
VYMI
Vanguard International High Dividend Yield ETF
4.26%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

RFFC vs. VYMI - Drawdown Comparison

The maximum RFFC drawdown since its inception was -36.26%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for RFFC and VYMI. For additional features, visit the drawdowns tool.


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Volatility

RFFC vs. VYMI - Volatility Comparison

RiverFront Dynamic US Flex-Cap ETF (RFFC) has a higher volatility of 5.92% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.41%. This indicates that RFFC's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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