RGEF vs. FWD

Last updated Apr 16, 2026

RGEF (Rockefeller Global Equity ETF) and FWD (AB Disruptors ETF) are both Global Equities funds. Both are actively managed. Over the past year, RGEF returned 34.99% vs 76.89% for FWD. Their correlation of 0.85 suggests significant overlap in exposure. RGEF charges 0.55%/yr vs 0.65%/yr for FWD.

Performance

RGEF vs. FWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rockefeller Global Equity ETF (RGEF) and AB Disruptors ETF (FWD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RGEF achieves a 6.35% return, which is significantly lower than FWD's 16.47% return.

RGEF

• 1D: 0.30%
• 1M: 5.84%
• YTD: 6.35%
• 6M: 10.35%
• 1Y: 34.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FWD

• 1D: -0.56%
• 1M: 8.58%
• YTD: 16.47%
• 6M: 16.38%
• 1Y: 76.89%
• 3Y*: 34.40%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RGEF vs. FWD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RGEF Rockefeller Global Equity ETF	6.35%	25.37%	-1.25%
FWD AB Disruptors ETF	16.47%	32.00%	1.54%

Correlation

The correlation between RGEF and FWD is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024	0.85

The correlation between RGEF and FWD has been stable across timeframes, ranging from 0.82 to 0.85 — a consistent structural relationship.

Return for Risk

RGEF vs. FWD — Risk / Return Rank

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

RGEF

RGEF Risk / Return Rank: 71
RGEF Sharpe Ratio Rank: 72
RGEF Sortino Ratio Rank: 73
RGEF Omega Ratio Rank: 71
RGEF Calmar Ratio Rank: 64
RGEF Martin Ratio Rank: 77

FWD

FWD Risk / Return Rank: 86
FWD Sharpe Ratio Rank: 89
FWD Sortino Ratio Rank: 80
FWD Omega Ratio Rank: 81
FWD Calmar Ratio Rank: 90
FWD Martin Ratio Rank: 88

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.

RGEF vs. FWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rockefeller Global Equity ETF (RGEF) and AB Disruptors ETF (FWD). 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.

	RGEF	FWD	Difference
Sharpe ratio Return per unit of total volatility	2.52	3.22	-0.70
Sortino ratio Return per unit of downside risk	3.52	3.87	-0.35
Omega ratio Gain probability vs. loss probability	1.45	1.53	-0.07
Calmar ratio Return relative to maximum drawdown	3.71	6.08	-2.37
Martin ratio Return relative to average drawdown	16.59	21.74	-5.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RGEF vs. FWD - Sharpe Ratio Comparison

The current RGEF Sharpe Ratio is 2.52, which is comparable to the FWD Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of RGEF and FWD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RGEF	FWD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.52	3.22	-0.70
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	1.42	-0.19

Drawdowns

RGEF vs. FWD - Drawdown Comparison

The maximum RGEF drawdown since its inception was -16.01%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for RGEF and FWD.

Drawdown Indicators

	RGEF	FWD	Difference
Max Drawdown Largest peak-to-trough decline	-16.01%	-29.02%	+13.01%
Max Drawdown (1Y) Largest decline over 1 year	-9.95%	-13.03%	+3.08%
Current Drawdown Current decline from peak	0.00%	-0.56%	+0.56%
Average Drawdown Average peak-to-trough decline	-1.91%	-4.21%	+2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.22%	3.64%	-1.42%

Volatility

RGEF vs. FWD - Volatility Comparison

The current volatility for Rockefeller Global Equity ETF (RGEF) is 6.61%, while AB Disruptors ETF (FWD) has a volatility of 10.27%. This indicates that RGEF experiences smaller price fluctuations and is considered to be less risky than FWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RGEF	FWD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.61%	10.27%	-3.66%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	19.27%	-8.45%
Volatility (1Y) Calculated over the trailing 1-year period	14.01%	24.13%	-10.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	24.69%	-7.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.98%	24.69%	-7.71%

RGEF vs. FWD - Expense Ratio Comparison

RGEF has a 0.55% expense ratio, which is lower than FWD's 0.65% expense ratio.

Dividends

RGEF vs. FWD - Dividend Comparison

RGEF's dividend yield for the trailing twelve months is around 0.94%, more than FWD's 0.10% yield.

	TTM	2025	2024
RGEF Rockefeller Global Equity ETF	0.94%	0.92%	0.29%
FWD AB Disruptors ETF	0.10%	0.11%	1.89%