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INDAX vs. RLIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDAX vs. RLIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/Kotak India ESG Fund (INDAX) and RiverFront Asset Allocation Growth & Income (RLIIX). The values are adjusted to include any dividend payments, if applicable.

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INDAX vs. RLIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RLIIX
RiverFront Asset Allocation Growth & Income
-1.75%13.74%8.77%13.37%-14.99%13.57%7.10%18.51%-11.07%15.00%

Returns By Period

In the year-to-date period, INDAX achieves a -17.72% return, which is significantly lower than RLIIX's -1.75% return. Over the past 10 years, INDAX has outperformed RLIIX with an annualized return of 6.97%, while RLIIX has yielded a comparatively lower 6.40% annualized return.


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%

RLIIX

1D
-0.21%
1M
-5.88%
YTD
-1.75%
6M
0.78%
1Y
13.55%
3Y*
10.00%
5Y*
5.27%
10Y*
6.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INDAX vs. RLIIX - Expense Ratio Comparison

INDAX has a 1.33% expense ratio, which is higher than RLIIX's 0.25% expense ratio.


Return for Risk

INDAX vs. RLIIX — Risk / Return Rank

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

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

RLIIX
RLIIX Risk / Return Rank: 7171
Overall Rank
RLIIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RLIIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
RLIIX Omega Ratio Rank: 6767
Omega Ratio Rank
RLIIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
RLIIX Martin Ratio Rank: 7676
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.

INDAX vs. RLIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/Kotak India ESG Fund (INDAX) and RiverFront Asset Allocation Growth & Income (RLIIX). 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.


INDAXRLIIXDifference

Sharpe ratio

Return per unit of total volatility

-0.83

1.24

-2.07

Sortino ratio

Return per unit of downside risk

-1.10

1.78

-2.88

Omega ratio

Gain probability vs. loss probability

0.87

1.26

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.61

1.65

-2.25

Martin ratio

Return relative to average drawdown

-2.14

7.36

-9.49

INDAX vs. RLIIX - Sharpe Ratio Comparison

The current INDAX Sharpe Ratio is -0.83, which is lower than the RLIIX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of INDAX and RLIIX, 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


INDAXRLIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

1.24

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.49

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.53

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.47

-0.12

Correlation

The correlation between INDAX and RLIIX is 0.47, 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

INDAX vs. RLIIX - Dividend Comparison

INDAX's dividend yield for the trailing twelve months is around 6.83%, more than RLIIX's 6.34% yield.


TTM20252024202320222021202020192018201720162015
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%
RLIIX
RiverFront Asset Allocation Growth & Income
6.34%6.23%1.29%2.29%6.66%1.40%1.42%2.07%18.88%1.37%1.66%3.72%

Drawdowns

INDAX vs. RLIIX - Drawdown Comparison

The maximum INDAX drawdown since its inception was -43.98%, which is greater than RLIIX's maximum drawdown of -27.35%. Use the drawdown chart below to compare losses from any high point for INDAX and RLIIX.


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Drawdown Indicators


INDAXRLIIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.98%

-27.35%

-16.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-7.88%

-12.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-21.19%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-43.98%

-27.35%

-16.63%

Current Drawdown

Current decline from peak

-23.49%

-6.43%

-17.06%

Average Drawdown

Average peak-to-trough decline

-10.67%

-4.64%

-6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

1.76%

+4.16%

Volatility

INDAX vs. RLIIX - Volatility Comparison

ALPS/Kotak India ESG Fund (INDAX) has a higher volatility of 6.24% compared to RiverFront Asset Allocation Growth & Income (RLIIX) at 3.55%. This indicates that INDAX's price experiences larger fluctuations and is considered to be riskier than RLIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDAXRLIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

3.55%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

6.53%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

11.23%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

10.76%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

12.04%

+4.71%