BFOR vs. RIGS
BFOR (ALPS Barron's 400 ETF) and RIGS (RiverFront Strategic Income Fund) are both exchange-traded funds - BFOR is a Mid Cap Blend Equities fund tracking the Barron's 400 Index, while RIGS is a High Yield Bonds fund actively managed by SS&C. BFOR is passively managed, while RIGS is actively managed. Over the past 10 years, BFOR returned 12.37%/yr vs 3.15%/yr for RIGS. At a 0.31 correlation, their price movements are largely independent. BFOR charges 0.65%/yr vs 0.48%/yr for RIGS.
Performance
BFOR vs. RIGS - Performance Comparison
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Returns By Period
In the year-to-date period, BFOR achieves a 9.89% return, which is significantly higher than RIGS's 0.76% return. Over the past 10 years, BFOR has outperformed RIGS with an annualized return of 12.37%, while RIGS has yielded a comparatively lower 3.15% annualized 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%
RIGS
- 1D
- -0.27%
- 1M
- 0.07%
- YTD
- 0.76%
- 6M
- 0.41%
- 1Y
- 3.91%
- 3Y*
- 4.62%
- 5Y*
- 2.13%
- 10Y*
- 3.15%
BFOR vs. RIGS - 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% |
RIGS RiverFront Strategic Income Fund | 0.76% | 4.63% | 4.45% | 6.07% | -5.72% | 1.93% | 3.58% | 7.60% | -0.11% | 4.48% |
Correlation
The correlation between BFOR and RIGS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2013 | 0.31 |
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Return for Risk
BFOR vs. RIGS — Risk / Return Rank
BFOR
RIGS
BFOR vs. RIGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) and RiverFront Strategic Income Fund (RIGS). 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 | RIGS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.42 | +1.08 |
Sortino ratioReturn per unit of downside risk | 2.23 | 0.66 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.09 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 0.86 | +1.60 |
Martin ratioReturn relative to average drawdown | 9.02 | 2.06 | +6.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BFOR | RIGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.42 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.29 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.41 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.45 | +0.14 |
Drawdowns
BFOR vs. RIGS - Drawdown Comparison
The maximum BFOR drawdown since its inception was -41.27%, which is greater than RIGS's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for BFOR and RIGS.
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Drawdown Indicators
| BFOR | RIGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.27% | -15.31% | -25.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -4.55% | -4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -21.91% | -5.18% | -16.73% |
Max Drawdown (5Y)Largest decline over 5 years | -25.93% | -9.03% | -16.90% |
Max Drawdown (10Y)Largest decline over 10 years | -41.27% | -15.31% | -25.96% |
Current DrawdownCurrent decline from peak | -0.49% | -1.68% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -1.60% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.90% | +0.55% |
Volatility
BFOR vs. RIGS - Volatility Comparison
ALPS Barron's 400 ETF (BFOR) has a higher volatility of 3.52% compared to RiverFront Strategic Income Fund (RIGS) at 1.32%. This indicates that BFOR's price experiences larger fluctuations and is considered to be riskier than RIGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BFOR | RIGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 1.32% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 4.74% | +5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 9.33% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 7.50% | +11.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 7.75% | +12.66% |
BFOR vs. RIGS - Expense Ratio Comparison
BFOR has a 0.65% expense ratio, which is higher than RIGS's 0.48% expense ratio.
Dividends
BFOR vs. RIGS - Dividend Comparison
BFOR's dividend yield for the trailing twelve months is around 0.54%, less than RIGS's 4.88% 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% |
RIGS RiverFront Strategic Income Fund | 4.88% | 4.84% | 4.49% | 3.48% | 2.71% | 2.47% | 3.77% | 3.87% | 4.54% | 4.45% | 4.46% | 3.61% |
Frequently Asked Questions
BFOR and RIGS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BFOR has higher volatility (3.52%) compared to RIGS (1.32%). In terms of maximum drawdown, BFOR dropped -41.27% vs RIGS's -15.31%.
On 10-year performance, BFOR leads with 12.37% vs 3.15% for RIGS. On fees, RIGS is cheaper at 0.48% per year. On volatility, RIGS has been the lower-risk option at 1.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, BFOR has performed better with a 12.37% return vs 3.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RIGS is cheaper with a 0.48% expense ratio, compared with 0.65% for BFOR.
RIGS has the higher dividend yield at 4.88%, compared with 0.54% for BFOR.
BFOR is categorized as Mid Cap Blend Equities, while RIGS is High Yield Bonds. Their fees differ too: 0.65% for BFOR and 0.48% for RIGS.
BFOR currently has the higher Sharpe Ratio (1.50 vs 0.42), 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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