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AVPEX vs. INDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVPEX vs. INDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) and ALPS/Kotak India ESG Fund (INDAX). The values are adjusted to include any dividend payments, if applicable.

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AVPEX vs. INDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVPEX
ALPS/Red Rocks Global Opportunity Portfolio
-17.85%1.46%18.06%28.80%-28.96%24.03%9.25%43.19%-12.61%24.96%
INDAX
ALPS/Kotak India ESG Fund
-17.72%2.03%10.94%16.77%-12.62%26.37%14.68%8.41%-12.51%39.77%

Returns By Period

The year-to-date returns for both investments are quite close, with AVPEX having a -17.85% return and INDAX slightly higher at -17.72%. Over the past 10 years, AVPEX has outperformed INDAX with an annualized return of 7.48%, while INDAX has yielded a comparatively lower 6.97% annualized return.


AVPEX

1D
0.59%
1M
-8.54%
YTD
-17.85%
6M
-18.80%
1Y
-13.46%
3Y*
6.74%
5Y*
1.56%
10Y*
7.48%

INDAX

1D
-1.80%
1M
-13.54%
YTD
-17.72%
6M
-15.44%
1Y
-12.38%
3Y*
3.65%
5Y*
2.06%
10Y*
6.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVPEX vs. INDAX - Expense Ratio Comparison

AVPEX has a 1.45% expense ratio, which is higher than INDAX's 1.33% expense ratio.


Return for Risk

AVPEX vs. INDAX — Risk / Return Rank

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

AVPEX
AVPEX Risk / Return Rank: 11
Overall Rank
AVPEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
AVPEX Sortino Ratio Rank: 11
Sortino Ratio Rank
AVPEX Omega Ratio Rank: 11
Omega Ratio Rank
AVPEX Calmar Ratio Rank: 11
Calmar Ratio Rank
AVPEX Martin Ratio Rank: 00
Martin Ratio Rank

INDAX
INDAX Risk / Return Rank: 11
Overall Rank
INDAX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
INDAX Sortino Ratio Rank: 00
Sortino Ratio Rank
INDAX Omega Ratio Rank: 11
Omega Ratio Rank
INDAX Calmar Ratio Rank: 11
Calmar Ratio Rank
INDAX Martin Ratio Rank: 00
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.

AVPEX vs. INDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) and ALPS/Kotak India ESG Fund (INDAX). 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.


AVPEXINDAXDifference

Sharpe ratio

Return per unit of total volatility

-0.68

-0.83

+0.16

Sortino ratio

Return per unit of downside risk

-0.82

-1.10

+0.27

Omega ratio

Gain probability vs. loss probability

0.89

0.87

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.68

-0.61

-0.07

Martin ratio

Return relative to average drawdown

-2.02

-2.14

+0.11

AVPEX vs. INDAX - Sharpe Ratio Comparison

The current AVPEX Sharpe Ratio is -0.68, which is comparable to the INDAX Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of AVPEX and INDAX, 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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Sharpe Ratios by Period


AVPEXINDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

-0.83

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.14

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.42

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.34

+0.04

Correlation

The correlation between AVPEX and INDAX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AVPEX vs. INDAX - Dividend Comparison

AVPEX's dividend yield for the trailing twelve months is around 10.35%, more than INDAX's 6.83% yield.


TTM20252024202320222021202020192018201720162015
AVPEX
ALPS/Red Rocks Global Opportunity Portfolio
10.35%8.50%8.83%0.00%31.03%4.24%13.52%3.02%6.79%2.33%0.75%0.11%
INDAX
ALPS/Kotak India ESG Fund
6.83%5.62%16.14%4.43%1.65%5.48%0.00%1.30%6.55%2.79%1.32%15.14%

Drawdowns

AVPEX vs. INDAX - Drawdown Comparison

The maximum AVPEX drawdown since its inception was -46.42%, which is greater than INDAX's maximum drawdown of -43.98%. Use the drawdown chart below to compare losses from any high point for AVPEX and INDAX.


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Drawdown Indicators


AVPEXINDAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-43.98%

-2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-22.41%

-20.85%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

-23.49%

-14.01%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

-43.98%

-2.44%

Current Drawdown

Current decline from peak

-21.95%

-23.49%

+1.54%

Average Drawdown

Average peak-to-trough decline

-8.52%

-10.67%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

5.92%

+1.62%

Volatility

AVPEX vs. INDAX - Volatility Comparison

ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) and ALPS/Kotak India ESG Fund (INDAX) have volatilities of 5.97% and 6.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVPEXINDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

6.24%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

10.28%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

14.65%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

14.97%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.93%

16.75%

+2.18%