PortfoliosLab logoPortfoliosLab logo
AVPEX vs. SMCVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVPEX vs. SMCVX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AVPEX achieves a -6.46% return, which is significantly lower than SMCVX's 0.85% return.


AVPEX

1D
1.49%
1M
3.02%
6M
-5.24%
YTD
-6.46%
1Y
-7.13%
3Y*
7.54%
5Y*
1.55%
10Y*
8.65%
ALL TIME*
7.84%

SMCVX

1D
0.12%
1M
-0.54%
6M
0.68%
YTD
0.85%
1Y
3.63%
3Y*
5.00%
5Y*
0.80%
10Y*
ALL TIME*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AVPEX vs. SMCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVPEX
ALPS/Red Rocks Global Opportunity Portfolio
-6.46%1.46%18.06%28.80%-28.96%24.03%15.35%
SMCVX
ALPS/Smith Credit Opportunities Fund
0.85%5.21%4.93%7.29%-12.95%2.62%4.69%

Correlation

The correlation between AVPEX and SMCVX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.55

Correlation (3Y)
Balances recent behavior with more history.

0.44

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2020

0.50

The correlation between AVPEX and SMCVX shifts across timeframes, from 0.44 (3 years) to 0.55 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AVPEX vs. SMCVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 11
Martin Ratio Rank

SMCVX
SMCVX Risk / Return Rank: 4343
Overall Rank
SMCVX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SMCVX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SMCVX Omega Ratio Rank: 5252
Omega Ratio Rank
SMCVX Calmar Ratio Rank: 3030
Calmar Ratio Rank
SMCVX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVPEX vs. SMCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) and ALPS/Smith Credit Opportunities Fund (SMCVX). 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.


AVPEXSMCVXDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

0.93

1.27

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.43

1.43

-1.86

Martin ratioReturn relative to average drawdown

-0.89

6.43

-7.32

AVPEX vs. SMCVX - Sharpe Ratio Comparison

The current AVPEX Sharpe Ratio is -0.51, which is lower than the SMCVX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of AVPEX and SMCVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AVPEX vs. SMCVX - Drawdown Comparison

The maximum AVPEX drawdown since its inception was -46.42%, which is greater than SMCVX's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for AVPEX and SMCVX.


Loading charts...

Drawdown Indicators


AVPEXSMCVXDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-16.11%

-30.31%

Max Drawdown (1Y)

Largest decline over 1 year

-21.97%

-2.71%

-19.26%

Max Drawdown (3Y)

Largest decline over 3 years

-22.41%

-3.71%

-18.70%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

-16.11%

-21.39%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

Current Drawdown

Current decline from peak

-11.12%

-0.64%

-10.48%

Average Drawdown

Average peak-to-trough decline

-8.67%

-4.87%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.60%

0.60%

+10.00%

Volatility

AVPEX vs. SMCVX - Volatility Comparison

ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) has a higher volatility of 4.93% compared to ALPS/Smith Credit Opportunities Fund (SMCVX) at 0.62%. This indicates that AVPEX's price experiences larger fluctuations and is considered to be riskier than SMCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AVPEXSMCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

0.62%

+4.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

2.39%

+12.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

2.85%

+15.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

4.18%

+14.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

3.99%

+15.00%

AVPEX vs. SMCVX - Expense Ratio Comparison

AVPEX has a 1.45% expense ratio, which is higher than SMCVX's 1.17% expense ratio.


Dividends

AVPEX vs. SMCVX - Dividend Comparison

AVPEX's dividend yield for the trailing twelve months is around 9.09%, more than SMCVX's 4.86% yield.


PositionTTM20252024202320222021202020192018201720162015
AVPEX
ALPS/Red Rocks Global Opportunity Portfolio
9.09%8.50%8.83%0.00%31.03%4.24%13.52%3.02%6.79%2.33%0.75%0.11%
SMCVX
ALPS/Smith Credit Opportunities Fund
4.86%4.74%4.60%4.15%2.21%2.40%0.75%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVPEX and SMCVX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVPEX has higher volatility (4.93%) compared to SMCVX (0.62%). In terms of maximum drawdown, AVPEX dropped -46.42% vs SMCVX's -16.11%.

SMCVX currently has the higher Sharpe Ratio (1.36 vs -0.51), 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.

Portfolio Optimizer

Find the right allocation for AVPEX and SMCVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer