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RFFC vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFFC vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Active Equity Opportunity ETF (RFFC) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RFFC achieves a 10.13% return, which is significantly higher than BIL's 1.67% return. Over the past 10 years, RFFC has outperformed BIL with an annualized return of 12.66%, while BIL has yielded a comparatively lower 2.20% annualized return.


RFFC

1D
-0.84%
1M
0.61%
YTD
10.13%
6M
9.43%
1Y
27.11%
3Y*
20.79%
5Y*
11.91%
10Y*
12.66%

BIL

1D
0.01%
1M
0.28%
YTD
1.67%
6M
1.76%
1Y
3.84%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFFC vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFFC
ALPS Active Equity Opportunity ETF
10.13%16.83%23.51%19.50%-14.58%22.33%12.48%24.77%-10.23%21.02%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.67%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between RFFC and BIL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2016

-0.01

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Return for Risk

RFFC vs. BIL — Risk / Return Rank

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

RFFC
RFFC Risk / Return Rank: 7272
Overall Rank
RFFC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RFFC Sortino Ratio Rank: 7575
Sortino Ratio Rank
RFFC Omega Ratio Rank: 7272
Omega Ratio Rank
RFFC Calmar Ratio Rank: 6464
Calmar Ratio Rank
RFFC Martin Ratio Rank: 7676
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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.

RFFC vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Active Equity Opportunity ETF (RFFC) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


RFFCBILDifference
Sharpe ratioReturn per unit of total volatility

-17.13

Sortino ratioReturn per unit of downside risk

-169.61

Omega ratioGain probability vs. loss probability

1.39

87.16

-85.77

Calmar ratioReturn relative to maximum drawdown

2.94

352.24

-349.30

Martin ratioReturn relative to average drawdown

13.37

2,793.11

-2,779.74

RFFC vs. BIL - Sharpe Ratio Comparison

The current RFFC Sharpe Ratio is 2.19, which is lower than the BIL Sharpe Ratio of 19.32. The chart below compares the historical Sharpe Ratios of RFFC and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RFFC vs. BIL - Drawdown Comparison

The maximum RFFC drawdown since its inception was -36.26%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for RFFC and BIL.


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Drawdown Indicators


RFFCBILDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-0.78%

-35.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-0.01%

-9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.45%

-0.01%

-18.44%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-0.09%

-22.20%

Max Drawdown (10Y)

Largest decline over 10 years

-36.26%

-0.21%

-36.05%

Current Drawdown

Current decline from peak

-1.55%

0.00%

-1.55%

Average Drawdown

Average peak-to-trough decline

-5.00%

-0.26%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.00%

+2.03%

Volatility

RFFC vs. BIL - Volatility Comparison

ALPS Active Equity Opportunity ETF (RFFC) has a higher volatility of 4.25% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that RFFC's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFFCBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

0.07%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

0.14%

+9.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

0.20%

+12.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

0.26%

+16.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

0.26%

+17.75%

RFFC vs. BIL - Expense Ratio Comparison

RFFC has a 0.48% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

RFFC vs. BIL - Dividend Comparison

RFFC's dividend yield for the trailing twelve months is around 0.64%, less than BIL's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
RFFC
ALPS Active Equity Opportunity ETF
0.64%0.78%1.05%1.35%1.41%0.71%1.79%1.34%1.36%0.93%0.66%

Frequently Asked Questions


RFFC and BIL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RFFC has higher volatility (4.25%) compared to BIL (0.07%). In terms of maximum drawdown, RFFC dropped -36.26% vs BIL's -0.78%.

On 10-year performance, RFFC leads with 12.66% vs 2.20% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RFFC has performed better with a 12.66% return vs 2.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL is cheaper with a 0.14% expense ratio, compared with 0.48% for RFFC.

BIL has the higher dividend yield at 3.85%, compared with 0.64% for RFFC.

RFFC is categorized as Large Cap Blend Equities, while BIL is Government Bonds. They also come from different issuers: SS&C and State Street. Their fees differ too: 0.48% for RFFC and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.32 vs 2.19), 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.

Portfolio Optimizer

Find the right allocation for RFFC and BIL

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