BFOR vs. RFFC

Last updated Apr 1, 2026

Compare and contrast key facts about ALPS Barron's 400 ETF (BFOR) and ALPS Active Equity Opportunity ETF (RFFC).

BFOR and RFFC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BFOR is a passively managed fund by SS&C that tracks the performance of the Barron's 400 Index. It was launched on Jun 4, 2013. RFFC is an actively managed fund by SS&C. It was launched on Jun 7, 2016.

Performance

BFOR vs. RFFC - Performance Comparison

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

BFOR vs. RFFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BFOR ALPS Barron's 400 ETF	0.80%	13.85%	17.81%	18.19%	-15.92%	30.71%	17.60%	21.30%	-13.86%	19.37%
RFFC ALPS Active Equity Opportunity ETF	-0.91%	16.83%	23.51%	19.50%	-14.58%	22.33%	12.48%	24.77%	-10.23%	21.02%

Returns By Period

In the year-to-date period, BFOR achieves a 0.80% return, which is significantly higher than RFFC's -0.91% return.

BFOR

• 1D: 2.41%
• 1M: -5.32%
• YTD: 0.80%
• 6M: 2.85%
• 1Y: 20.24%
• 3Y*: 16.06%
• 5Y*: 8.88%
• 10Y*: 11.62%

RFFC

• 1D: 2.74%
• 1M: -5.66%
• YTD: -0.91%
• 6M: 3.63%
• 1Y: 20.16%
• 3Y*: 18.07%
• 5Y*: 10.98%
• 10Y*: —

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

BFOR vs. RFFC - Expense Ratio Comparison

BFOR has a 0.65% expense ratio, which is higher than RFFC's 0.48% expense ratio.

BFOR

ALPS Barron's 400 ETF

RFFC

ALPS Active Equity Opportunity ETF

Return for Risk

BFOR vs. RFFC — Risk / Return Rank

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

BFOR

BFOR Risk / Return Rank: 62
BFOR Sharpe Ratio Rank: 58
BFOR Sortino Ratio Rank: 61
BFOR Omega Ratio Rank: 58
BFOR Calmar Ratio Rank: 65
BFOR Martin Ratio Rank: 69

RFFC

RFFC Risk / Return Rank: 70
RFFC Sharpe Ratio Rank: 67
RFFC Sortino Ratio Rank: 69
RFFC Omega Ratio Rank: 69
RFFC Calmar Ratio Rank: 69
RFFC Martin Ratio Rank: 75

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. RFFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) and ALPS Active Equity Opportunity ETF (RFFC). 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	RFFC	Difference
Sharpe ratio Return per unit of total volatility	1.02	1.19	-0.17
Sortino ratio Return per unit of downside risk	1.55	1.74	-0.19
Omega ratio Gain probability vs. loss probability	1.21	1.25	-0.04
Calmar ratio Return relative to maximum drawdown	1.63	1.76	-0.13
Martin ratio Return relative to average drawdown	6.88	7.93	-1.05
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. RFFC - Sharpe Ratio Comparison

The current BFOR Sharpe Ratio is 1.02, which is comparable to the RFFC Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BFOR and RFFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BFOR	RFFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	1.19	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.68	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.65	-0.09

Correlation

The correlation between BFOR and RFFC is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BFOR vs. RFFC - Dividend Comparison

BFOR's dividend yield for the trailing twelve months is around 0.59%, less than RFFC's 0.81% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BFOR ALPS Barron's 400 ETF	0.59%	0.60%	0.69%	1.26%	1.68%	0.92%	0.98%	0.69%	0.94%	0.60%	0.78%	0.86%
RFFC ALPS Active Equity Opportunity ETF	0.81%	0.78%	1.05%	1.35%	1.41%	0.71%	1.79%	1.34%	1.36%	0.93%	0.66%	0.00%

Drawdowns

BFOR vs. RFFC - Drawdown Comparison

The maximum BFOR drawdown since its inception was -41.27%, which is greater than RFFC's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for BFOR and RFFC.

Drawdown Indicators

	BFOR	RFFC	Difference
Max Drawdown Largest peak-to-trough decline	-41.27%	-36.26%	-5.01%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-11.73%	-1.02%
Max Drawdown (5Y) Largest decline over 5 years	-25.93%	-22.29%	-3.64%
Max Drawdown (10Y) Largest decline over 10 years	-41.27%	—	—
Current Drawdown Current decline from peak	-6.79%	-6.77%	-0.02%
Average Drawdown Average peak-to-trough decline	-6.49%	-5.09%	-1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	2.60%	+0.42%

Volatility

BFOR vs. RFFC - Volatility Comparison

ALPS Barron's 400 ETF (BFOR) has a higher volatility of 5.74% compared to ALPS Active Equity Opportunity ETF (RFFC) at 5.35%. This indicates that BFOR's price experiences larger fluctuations and is considered to be riskier than RFFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BFOR	RFFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	5.35%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	11.41%	9.48%	+1.93%
Volatility (1Y) Calculated over the trailing 1-year period	19.99%	17.08%	+2.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.44%	16.28%	+3.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.41%	18.05%	+2.36%