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ALIBX vs. SMTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALIBX vs. SMTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/Smith Balanced Opportunity Fund (ALIBX) and ALPS Smith Core Plus Bond ETF (SMTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALIBX achieves a 8.47% return, which is significantly higher than SMTH's 0.56% return.


ALIBX

1D
0.66%
1M
1.63%
YTD
8.47%
6M
8.35%
1Y
21.86%
3Y*
14.26%
5Y*
7.89%
10Y*

SMTH

1D
-0.25%
1M
0.65%
YTD
0.56%
6M
0.68%
1Y
4.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALIBX vs. SMTH - Yearly Performance Comparison


2026 (YTD)202520242023
ALIBX
ALPS/Smith Balanced Opportunity Fund
8.47%12.89%14.89%3.86%
SMTH
ALPS Smith Core Plus Bond ETF
0.56%6.86%2.76%3.80%

Correlation

The correlation between ALIBX and SMTH is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2023

0.38

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Return for Risk

ALIBX vs. SMTH — Risk / Return Rank

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

ALIBX
ALIBX Risk / Return Rank: 7474
Overall Rank
ALIBX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ALIBX Sortino Ratio Rank: 7575
Sortino Ratio Rank
ALIBX Omega Ratio Rank: 7070
Omega Ratio Rank
ALIBX Calmar Ratio Rank: 6969
Calmar Ratio Rank
ALIBX Martin Ratio Rank: 7979
Martin Ratio Rank

SMTH
SMTH Risk / Return Rank: 3535
Overall Rank
SMTH Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SMTH Sortino Ratio Rank: 3737
Sortino Ratio Rank
SMTH Omega Ratio Rank: 3232
Omega Ratio Rank
SMTH Calmar Ratio Rank: 3535
Calmar Ratio Rank
SMTH Martin Ratio Rank: 3434
Martin Ratio Rank
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.

ALIBX vs. SMTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/Smith Balanced Opportunity Fund (ALIBX) and ALPS Smith Core Plus Bond ETF (SMTH). 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.


ALIBXSMTHDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratioReturn relative to maximum drawdown

3.04

1.70

+1.33

Martin ratioReturn relative to average drawdown

13.71

4.90

+8.81

ALIBX vs. SMTH - Sharpe Ratio Comparison

The current ALIBX Sharpe Ratio is 2.32, which is higher than the SMTH Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of ALIBX and SMTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ALIBX vs. SMTH - Drawdown Comparison

The maximum ALIBX drawdown since its inception was -20.38%, which is greater than SMTH's maximum drawdown of -4.11%. Use the drawdown chart below to compare losses from any high point for ALIBX and SMTH.


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Drawdown Indicators


ALIBXSMTHDifference

Max Drawdown

Largest peak-to-trough decline

-20.38%

-4.11%

-16.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-2.74%

-4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-20.38%

Current Drawdown

Current decline from peak

-0.37%

-1.19%

+0.82%

Average Drawdown

Average peak-to-trough decline

-4.72%

-1.06%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

0.95%

+0.62%

Volatility

ALIBX vs. SMTH - Volatility Comparison

ALPS/Smith Balanced Opportunity Fund (ALIBX) has a higher volatility of 3.53% compared to ALPS Smith Core Plus Bond ETF (SMTH) at 1.02%. This indicates that ALIBX's price experiences larger fluctuations and is considered to be riskier than SMTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALIBXSMTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

1.02%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

2.74%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

9.32%

3.82%

+5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.24%

4.58%

+6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.04%

4.58%

+6.46%

ALIBX vs. SMTH - Expense Ratio Comparison

ALIBX has a 1.12% expense ratio, which is higher than SMTH's 0.59% expense ratio.


Dividends

ALIBX vs. SMTH - Dividend Comparison

ALIBX's dividend yield for the trailing twelve months is around 8.39%, more than SMTH's 4.38% yield.


PositionTTM202520242023202220212020
ALIBX
ALPS/Smith Balanced Opportunity Fund
8.39%9.14%10.61%1.37%1.08%0.56%0.12%
SMTH
ALPS Smith Core Plus Bond ETF
4.38%4.46%4.58%0.24%0.00%0.00%0.00%

Frequently Asked Questions


ALIBX and SMTH have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALIBX has higher volatility (3.53%) compared to SMTH (1.02%). In terms of maximum drawdown, ALIBX dropped -20.38% vs SMTH's -4.11%.

ALIBX currently has the higher Sharpe Ratio (2.32 vs 1.23), 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.

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