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REMC vs. REFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REMC vs. REFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Mid Cap ETF (REMC) and Columbia Research Enhanced International Equity ETF (REFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REMC achieves a 11.94% return, which is significantly higher than REFA's 11.14% return.


REMC

1D
0.22%
1M
2.40%
6M
11.23%
YTD
11.94%
1Y
3Y*
5Y*
10Y*

REFA

1D
1.35%
1M
2.81%
6M
9.75%
YTD
11.14%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REMC vs. REFA - Yearly Performance Comparison


Correlation

The correlation between REMC and REFA is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.59

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Return for Risk

REMC vs. REFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Mid Cap ETF (REMC) and Columbia Research Enhanced International Equity ETF (REFA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

REMC vs. REFA - Sharpe Ratio Comparison


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Drawdowns

REMC vs. REFA - Drawdown Comparison

The maximum REMC drawdown since its inception was -6.64%, smaller than the maximum REFA drawdown of -11.23%. Use the drawdown chart below to compare losses from any high point for REMC and REFA.


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Drawdown Indicators


REMCREFADifference

Max Drawdown

Largest peak-to-trough decline

-6.64%

-11.23%

+4.59%

Current Drawdown

Current decline from peak

-0.01%

-0.36%

+0.35%

Average Drawdown

Average peak-to-trough decline

-1.46%

-2.79%

+1.33%

Volatility

REMC vs. REFA - Volatility Comparison


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Volatility by Period


REMCREFADifference

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

18.61%

-6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.25%

18.61%

-6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.25%

18.61%

-6.36%

REMC vs. REFA - Expense Ratio Comparison

Both REMC and REFA have an expense ratio of 0.32%.


Dividends

REMC vs. REFA - Dividend Comparison

REMC's dividend yield for the trailing twelve months is around 0.07%, more than REFA's 0.03% yield.


Frequently Asked Questions


REMC and REFA have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.32% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

REMC and REFA have the same expense ratio: 0.32% per year.

REMC has the higher dividend yield at 0.07%, compared with 0.03% for REFA.

REMC is categorized as Mid Cap Blend Equities, while REFA is Foreign Large Cap Equities. REMC tracks Beta Advantage Research Enhanced Mid Cap Index, while REFA tracks Beta Advantage Research Enhanced International Equity Index.

Portfolio Optimizer

Find the right allocation for REMC and REFA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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