JCRAX vs. SMCVX
Compare and contrast key facts about ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) and ALPS/Smith Credit Opportunities Fund (SMCVX).
JCRAX is managed by ALPS. It was launched on Jun 28, 2010. SMCVX is managed by ALPS. It was launched on Sep 14, 2020.
Performance
JCRAX vs. SMCVX - Performance Comparison
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JCRAX vs. SMCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JCRAX ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund | 20.49% | 25.30% | 1.32% | -7.37% | 12.82% | 29.21% | 14.84% |
SMCVX ALPS/Smith Credit Opportunities Fund | -0.56% | 5.21% | 4.93% | 7.29% | -12.95% | 2.62% | 4.69% |
Returns By Period
In the year-to-date period, JCRAX achieves a 20.49% return, which is significantly higher than SMCVX's -0.56% return.
JCRAX
- 1D
- 0.41%
- 1M
- 3.94%
- YTD
- 20.49%
- 6M
- 27.91%
- 1Y
- 39.86%
- 3Y*
- 14.26%
- 5Y*
- 13.23%
- 10Y*
- 9.19%
SMCVX
- 1D
- 0.67%
- 1M
- -1.41%
- YTD
- -0.56%
- 6M
- 0.01%
- 1Y
- 3.75%
- 3Y*
- 5.16%
- 5Y*
- 1.11%
- 10Y*
- —
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JCRAX vs. SMCVX - Expense Ratio Comparison
JCRAX has a 1.36% expense ratio, which is higher than SMCVX's 1.17% expense ratio.
Return for Risk
JCRAX vs. SMCVX — Risk / Return Rank
JCRAX
SMCVX
JCRAX vs. SMCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) 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.
| JCRAX | SMCVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.49 | 1.21 | +1.27 |
Sortino ratioReturn per unit of downside risk | 3.09 | 1.64 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.25 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.54 | 1.43 | +2.11 |
Martin ratioReturn relative to average drawdown | 16.83 | 5.51 | +11.32 |
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
| JCRAX | SMCVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 1.21 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.27 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.44 | -0.23 |
Correlation
The correlation between JCRAX and SMCVX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JCRAX vs. SMCVX - Dividend Comparison
JCRAX's dividend yield for the trailing twelve months is around 7.31%, more than SMCVX's 5.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JCRAX ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund | 7.31% | 8.80% | 2.80% | 3.29% | 7.08% | 22.43% | 0.29% | 0.90% | 3.26% | 2.44% | 0.05% |
SMCVX ALPS/Smith Credit Opportunities Fund | 5.06% | 4.74% | 4.60% | 4.15% | 2.21% | 2.40% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JCRAX vs. SMCVX - Drawdown Comparison
The maximum JCRAX drawdown since its inception was -62.03%, which is greater than SMCVX's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for JCRAX and SMCVX.
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Drawdown Indicators
| JCRAX | SMCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -16.11% | -45.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -2.94% | -8.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -16.11% | -10.49% |
Max Drawdown (10Y)Largest decline over 10 years | -43.14% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.74% | +1.74% |
Average DrawdownAverage peak-to-trough decline | -26.67% | -5.13% | -21.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 0.76% | +1.64% |
Volatility
JCRAX vs. SMCVX - Volatility Comparison
ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) has a higher volatility of 4.51% compared to ALPS/Smith Credit Opportunities Fund (SMCVX) at 1.67%. This indicates that JCRAX'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.
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Volatility by Period
| JCRAX | SMCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 1.67% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.52% | 2.08% | +9.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 3.30% | +12.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.65% | 4.14% | +16.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 4.05% | +14.08% |