BFOR vs. RFCI

Last updated Jun 4, 2026

BFOR (ALPS Barron's 400 ETF) and RFCI (RiverFront Dynamic Core Income ETF) are both exchange-traded funds - BFOR is a Mid Cap Blend Equities fund tracking the Barron's 400 Index, while RFCI is a Multisector Bonds fund actively managed by SS&C. BFOR is passively managed, while RFCI is actively managed. Over the past 5 years, BFOR returned 9.98%/yr vs 1.22%/yr for RFCI. At a 0.06 correlation, their price movements are largely independent. BFOR charges 0.65%/yr vs 0.54%/yr for RFCI.

Performance

BFOR vs. RFCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Barron's 400 ETF (BFOR) and RiverFront Dynamic Core Income ETF (RFCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BFOR achieves a 9.89% return, which is significantly higher than RFCI's 0.13% return.

BFOR

• 1D: -0.49%
• 1M: 2.26%
• YTD: 9.89%
• 6M: 10.61%
• 1Y: 22.04%
• 3Y*: 19.35%
• 5Y*: 9.98%
• 10Y*: 12.37%

RFCI

• 1D: -0.30%
• 1M: 0.47%
• YTD: 0.13%
• 6M: 0.05%
• 1Y: 4.60%
• 3Y*: 4.55%
• 5Y*: 1.22%
• 10Y*: —

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

BFOR vs. RFCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BFOR ALPS Barron's 400 ETF	9.89%	13.85%	17.81%	18.19%	-15.92%	30.71%	17.60%	21.30%	-13.86%	19.37%
RFCI RiverFront Dynamic Core Income ETF	0.13%	6.85%	2.64%	5.97%	-9.27%	-1.48%	6.48%	8.69%	-1.30%	3.14%

Correlation

The correlation between BFOR and RFCI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jun 20, 2016	0.06

Over the past year, BFOR and RFCI have become more correlated (0.32) than their long-term average of 0.06, meaning their price movements have been converging.

Return for Risk

BFOR vs. RFCI — Risk / Return Rank

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

BFOR

BFOR Risk / Return Rank: 46
BFOR Sharpe Ratio Rank: 42
BFOR Sortino Ratio Rank: 44
BFOR Omega Ratio Rank: 40
BFOR Calmar Ratio Rank: 50
BFOR Martin Ratio Rank: 53

RFCI

RFCI Risk / Return Rank: 36
RFCI Sharpe Ratio Rank: 37
RFCI Sortino Ratio Rank: 36
RFCI Omega Ratio Rank: 35
RFCI Calmar Ratio Rank: 36
RFCI Martin Ratio Rank: 35

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.

BFOR vs. RFCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) and RiverFront Dynamic Core Income ETF (RFCI). 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.

	BFOR	RFCI	Difference
Sharpe ratio Return per unit of total volatility	1.50	1.31	+0.19
Sortino ratio Return per unit of downside risk	2.23	1.88	+0.35
Omega ratio Gain probability vs. loss probability	1.26	1.23	+0.03
Calmar ratio Return relative to maximum drawdown	2.46	1.74	+0.72
Martin ratio Return relative to average drawdown	9.02	5.23	+3.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BFOR vs. RFCI - Sharpe Ratio Comparison

The current BFOR Sharpe Ratio is 1.50, which is comparable to the RFCI Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BFOR and RFCI, 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

	BFOR	RFCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	1.31	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.24	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.42	+0.17

Drawdowns

BFOR vs. RFCI - Drawdown Comparison

The maximum BFOR drawdown since its inception was -41.27%, which is greater than RFCI's maximum drawdown of -14.18%. Use the drawdown chart below to compare losses from any high point for BFOR and RFCI.

Drawdown Indicators

	BFOR	RFCI	Difference
Max Drawdown Largest peak-to-trough decline	-41.27%	-14.18%	-27.09%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-2.65%	-6.33%
Max Drawdown (3Y) Largest decline over 3 years	-21.91%	-5.10%	-16.81%
Max Drawdown (5Y) Largest decline over 5 years	-25.93%	-13.46%	-12.47%
Max Drawdown (10Y) Largest decline over 10 years	-41.27%	—	—
Current Drawdown Current decline from peak	-0.49%	-1.38%	+0.89%
Average Drawdown Average peak-to-trough decline	-6.43%	-3.23%	-3.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	0.88%	+1.57%

Volatility

BFOR vs. RFCI - Volatility Comparison

ALPS Barron's 400 ETF (BFOR) has a higher volatility of 3.52% compared to RiverFront Dynamic Core Income ETF (RFCI) at 1.29%. This indicates that BFOR's price experiences larger fluctuations and is considered to be riskier than RFCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BFOR	RFCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	1.29%	+2.23%
Volatility (6M) Calculated over the trailing 6-month period	10.64%	2.70%	+7.94%
Volatility (1Y) Calculated over the trailing 1-year period	14.80%	3.53%	+11.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	5.13%	+14.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.41%	4.95%	+15.46%

BFOR vs. RFCI - Expense Ratio Comparison

BFOR has a 0.65% expense ratio, which is higher than RFCI's 0.54% expense ratio.

Dividends

BFOR vs. RFCI - Dividend Comparison

BFOR's dividend yield for the trailing twelve months is around 0.54%, less than RFCI's 4.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BFOR ALPS Barron's 400 ETF	0.54%	0.60%	0.69%	1.26%	1.68%	0.92%	0.98%	0.69%	0.94%	0.60%	0.78%	0.86%
RFCI RiverFront Dynamic Core Income ETF	4.54%	4.55%	4.30%	3.55%	2.26%	3.45%	2.04%	2.66%	2.76%	2.03%	1.97%	0.00%

Frequently Asked Questions

Can I hold both BFOR and RFCI in my portfolio?

BFOR and RFCI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BFOR or RFCI?

BFOR has higher volatility (3.52%) compared to RFCI (1.29%). In terms of maximum drawdown, BFOR dropped -41.27% vs RFCI's -14.18%.

Which ETF is better, BFOR or RFCI?

On 5-year performance, BFOR leads with 9.98% vs 1.22% for RFCI. On fees, RFCI is cheaper at 0.54% per year. On volatility, RFCI has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BFOR or RFCI?

Over the 5-year period, BFOR has performed better with a 9.98% return vs 1.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BFOR or RFCI?

RFCI is cheaper with a 0.54% expense ratio, compared with 0.65% for BFOR.

Which ETF pays a higher dividend yield, BFOR or RFCI?

RFCI has the higher dividend yield at 4.54%, compared with 0.54% for BFOR.

What is the main difference between BFOR and RFCI?

BFOR is categorized as Mid Cap Blend Equities, while RFCI is Multisector Bonds. Their fees differ too: 0.65% for BFOR and 0.54% for RFCI.

Which has better risk-adjusted returns?

BFOR currently has the higher Sharpe Ratio (1.50 vs 1.31), 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.