XNAV vs. RFDA

Last updated Jun 26, 2026

XNAV (FundX Aggressive ETF) and RFDA (RiverFront Dynamic US Dividend Advantage ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 3 years, XNAV returned 22.81%/yr vs 18.64%/yr for RFDA. A 0.79 correlation means they provide meaningful diversification when combined. XNAV charges 1.30%/yr vs 0.52%/yr for RFDA.

Performance

XNAV vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FundX Aggressive ETF (XNAV) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XNAV achieves a 18.25% return, which is significantly higher than RFDA's 10.78% return.

XNAV

• 1D: 1.18%
• 1M: -3.39%
• YTD: 18.25%
• 6M: 16.54%
• 1Y: 36.06%
• 3Y*: 22.81%
• 5Y*: —
• 10Y*: —

RFDA

• 1D: 0.40%
• 1M: 0.39%
• YTD: 10.78%
• 6M: 9.60%
• 1Y: 25.57%
• 3Y*: 18.64%
• 5Y*: 12.83%
• 10Y*: 13.39%

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

XNAV vs. RFDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XNAV FundX Aggressive ETF	18.25%	13.61%	25.44%	16.11%	8.67%
RFDA RiverFront Dynamic US Dividend Advantage ETF	10.78%	16.42%	20.12%	16.98%	7.38%

Correlation

The correlation between XNAV and RFDA is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022	0.79

The correlation between XNAV and RFDA shifts across timeframes, from 0.67 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

XNAV vs. RFDA - Sectors Allocation Comparison

Sectors	XNAV	RFDA
Technology	41.5%	21.1%
Industrials	10.6%	8.6%
Energy	10.5%	11.7%
Financial Services	7.8%	14.4%
Consumer Cyclical	6.7%	7.4%
Basic Materials	6.2%	1.9%
Communication Services	5.7%	8.3%
Healthcare	3.8%	9.7%
Consumer Defensive	3.3%	7.0%
Utilities	3.3%	4.8%
Real Estate	0.7%	4.9%

Return for Risk

XNAV vs. RFDA — Risk / Return Rank

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

XNAV

XNAV Risk / Return Rank: 68
XNAV Sharpe Ratio Rank: 69
XNAV Sortino Ratio Rank: 61
XNAV Omega Ratio Rank: 66
XNAV Calmar Ratio Rank: 71
XNAV Martin Ratio Rank: 74

RFDA

RFDA Risk / Return Rank: 83
RFDA Sharpe Ratio Rank: 79
RFDA Sortino Ratio Rank: 78
RFDA Omega Ratio Rank: 79
RFDA Calmar Ratio Rank: 89
RFDA 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.

XNAV vs. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FundX Aggressive ETF (XNAV) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XNAV	RFDA	Difference
Sharpe ratio: Return per unit of total volatility	1.95	2.20	-0.24
Sortino ratio: Return per unit of downside risk	2.52	3.04	-0.52
Omega ratio: Gain probability vs. loss probability	1.35	1.41	-0.06
Calmar ratio: Return relative to maximum drawdown	3.16	4.72	-1.56
Martin ratio: Return relative to average drawdown	12.32	16.75	-4.43

XNAV vs. RFDA - Sharpe Ratio Comparison

The current XNAV Sharpe Ratio is 1.95, which is comparable to the RFDA Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of XNAV and RFDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XNAV vs. RFDA - Drawdown Comparison

The maximum XNAV drawdown since its inception was -24.27%, smaller than the maximum RFDA drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for XNAV and RFDA.

Drawdown Indicators

	XNAV	RFDA	Difference
Max Drawdown Largest peak-to-trough decline	-24.27%	-34.60%	+10.33%
Max Drawdown (1Y) Largest decline over 1 year	-11.47%	-5.45%	-6.02%
Max Drawdown (3Y) Largest decline over 3 years	-24.27%	-19.35%	-4.92%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.35%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.60%	—
Current Drawdown Current decline from peak	-5.02%	-1.66%	-3.36%
Average Drawdown Average peak-to-trough decline	-3.59%	-3.73%	+0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	1.53%	+1.41%

Volatility

XNAV vs. RFDA - Volatility Comparison

FundX Aggressive ETF (XNAV) has a higher volatility of 9.19% compared to RiverFront Dynamic US Dividend Advantage ETF (RFDA) at 3.23%. This indicates that XNAV's price experiences larger fluctuations and is considered to be riskier than RFDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XNAV	RFDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.19%	3.23%	+5.96%
Volatility (6M) Calculated over the trailing 6-month period	16.06%	8.77%	+7.29%
Volatility (1Y) Calculated over the trailing 1-year period	18.56%	11.69%	+6.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.14%	15.75%	+3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.14%	16.86%	+2.28%

XNAV vs. RFDA - Expense Ratio Comparison

XNAV has a 1.30% expense ratio, which is higher than RFDA's 0.52% expense ratio.

Dividends

XNAV vs. RFDA - Dividend Comparison

XNAV's dividend yield for the trailing twelve months is around 0.49%, less than RFDA's 1.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
RFDA RiverFront Dynamic US Dividend Advantage ETF	1.80%	1.89%	2.23%	2.68%	3.57%	1.44%	1.62%	1.87%	2.44%	1.90%	0.98%
XNAV FundX Aggressive ETF	0.49%	0.58%	0.09%	1.21%	1.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XNAV and RFDA in my portfolio?

XNAV and RFDA have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XNAV or RFDA?

XNAV has higher volatility (9.19%) compared to RFDA (3.23%). In terms of maximum drawdown, XNAV dropped -24.27% vs RFDA's -34.60%.

Which ETF is better, XNAV or RFDA?

On 3-year performance, XNAV leads with 22.81% vs 18.64% for RFDA. On fees, RFDA is cheaper at 0.52% per year. On volatility, RFDA has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XNAV or RFDA?

Over the 3-year period, XNAV has performed better with a 22.81% return vs 18.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XNAV or RFDA?

RFDA is cheaper with a 0.52% expense ratio, compared with 1.30% for XNAV.

Which ETF pays a higher dividend yield, XNAV or RFDA?

RFDA has the higher dividend yield at 1.80%, compared with 0.49% for XNAV.

What is the main difference between XNAV and RFDA?

They also come from different issuers: FundX and SS&C. Their fees differ too: 1.30% for XNAV and 0.52% for RFDA.

Which has better risk-adjusted returns?

RFDA currently has the higher Sharpe Ratio (2.20 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.