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RFFC vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFFC vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Active Equity Opportunity ETF (RFFC) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RFFC

1D
-0.17%
1M
1.46%
YTD
11.06%
6M
10.92%
1Y
29.41%
3Y*
21.13%
5Y*
12.28%
10Y*
12.76%

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFFC vs. BSJO - Yearly Performance Comparison


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Return for Risk

RFFC vs. BSJO — Risk / Return Rank

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

RFFC
RFFC Risk / Return Rank: 7575
Overall Rank
RFFC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RFFC Sortino Ratio Rank: 7777
Sortino Ratio Rank
RFFC Omega Ratio Rank: 7575
Omega Ratio Rank
RFFC Calmar Ratio Rank: 6666
Calmar Ratio Rank
RFFC Martin Ratio Rank: 7777
Martin Ratio Rank

BSJO

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

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. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Active Equity Opportunity ETF (RFFC) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


RFFCBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.19

Martin ratioReturn relative to average drawdown

14.52

RFFC vs. BSJO - Sharpe Ratio Comparison


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Drawdowns

RFFC vs. BSJO - Drawdown Comparison

The maximum RFFC drawdown since its inception was -36.26%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for RFFC and BSJO.


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Drawdown Indicators


RFFCBSJODifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

0.00%

-36.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

Max Drawdown (3Y)

Largest decline over 3 years

-18.45%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

Max Drawdown (10Y)

Largest decline over 10 years

-36.26%

Current Drawdown

Current decline from peak

-0.72%

0.00%

-0.72%

Average Drawdown

Average peak-to-trough decline

-5.00%

0.00%

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

RFFC vs. BSJO - Volatility Comparison


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Volatility by Period


RFFCBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

0.00%

+12.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

0.00%

+16.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

0.00%

+18.01%

RFFC vs. BSJO - Expense Ratio Comparison

RFFC has a 0.48% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Dividends

RFFC vs. BSJO - Dividend Comparison

RFFC's dividend yield for the trailing twelve months is around 0.63%, while BSJO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RFFC
ALPS Active Equity Opportunity ETF
0.63%0.78%1.05%1.35%1.41%0.71%1.79%1.34%1.36%0.93%0.66%

Frequently Asked Questions


On fees, BSJO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJO is cheaper with a 0.42% expense ratio, compared with 0.48% for RFFC.

RFFC has the higher dividend yield at 0.63%, compared with 0.00% for BSJO.

RFFC is categorized as Large Cap Blend Equities, while BSJO is High Yield Bonds. They also come from different issuers: SS&C and Invesco. Their fees differ too: 0.48% for RFFC and 0.42% for BSJO.

Portfolio Optimizer

Find the right allocation for RFFC and BSJO

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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