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RFFC vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFFC vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Active Equity Opportunity ETF (RFFC) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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 12.37% return, which is significantly lower than COMT's 29.95% return. Over the past 10 years, RFFC has outperformed COMT with an annualized return of 12.98%, while COMT has yielded a comparatively lower 8.27% annualized return.


RFFC

1D
0.23%
1M
1.81%
6M
9.26%
YTD
12.37%
1Y
25.00%
3Y*
20.03%
5Y*
12.09%
10Y*
12.98%

COMT

1D
0.59%
1M
-0.52%
6M
24.58%
YTD
29.95%
1Y
33.06%
3Y*
12.33%
5Y*
11.81%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFFC vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFFC
ALPS Active Equity Opportunity ETF
12.37%16.83%23.51%19.50%-14.58%22.33%12.48%24.77%-10.23%21.02%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
29.95%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%

Correlation

The correlation between RFFC and COMT is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.00

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

0.14

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

0.27

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

0.27

The correlation between RFFC and COMT shifts across timeframes, from -0.17 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

RFFC vs. COMT — Risk / Return Rank

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

RFFC
RFFC Risk / Return Rank: 7777
Overall Rank
RFFC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RFFC Sortino Ratio Rank: 8080
Sortino Ratio Rank
RFFC Omega Ratio Rank: 7777
Omega Ratio Rank
RFFC Calmar Ratio Rank: 6868
Calmar Ratio Rank
RFFC Martin Ratio Rank: 8181
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5252
Overall Rank
COMT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMT Omega Ratio Rank: 5555
Omega Ratio Rank
COMT Calmar Ratio Rank: 4747
Calmar Ratio Rank
COMT Martin Ratio Rank: 4848
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. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Active Equity Opportunity ETF (RFFC) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.


RFFCCOMTDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

2.71

1.89

+0.82

Martin ratioReturn relative to average drawdown

12.30

6.43

+5.87

RFFC vs. COMT - Sharpe Ratio Comparison

The current RFFC Sharpe Ratio is 2.03, which is higher than the COMT Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of RFFC and COMT, 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. COMT - Drawdown Comparison

The maximum RFFC drawdown since its inception was -36.26%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RFFC and COMT.


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Drawdown Indicators


RFFCCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-51.89%

+15.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-17.57%

+8.32%

Max Drawdown (3Y)

Largest decline over 3 years

-18.45%

-17.57%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-29.00%

+6.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.26%

-39.22%

+2.96%

Current Drawdown

Current decline from peak

-0.62%

-11.44%

+10.82%

Average Drawdown

Average peak-to-trough decline

-4.97%

-23.96%

+18.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

5.15%

-3.11%

Volatility

RFFC vs. COMT - Volatility Comparison

The current volatility for ALPS Active Equity Opportunity ETF (RFFC) is 2.99%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 6.15%. This indicates that RFFC experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFFCCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

6.15%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

19.69%

-9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

21.56%

-9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

21.20%

-4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

18.86%

-0.90%

RFFC vs. COMT - Expense Ratio Comparison

Both RFFC and COMT have an expense ratio of 0.48%.


Dividends

RFFC vs. COMT - Dividend Comparison

RFFC's dividend yield for the trailing twelve months is around 0.63%, less than COMT's 5.96% yield.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
5.96%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
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%0.00%

Frequently Asked Questions


RFFC and COMT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMT has higher volatility (6.15%) compared to RFFC (2.99%). In terms of maximum drawdown, RFFC dropped -36.26% vs COMT's -51.89%.

On 10-year performance, RFFC leads with 12.98% vs 8.27% for COMT. Both ETFs have the same 0.48% expense ratio. On volatility, RFFC has been the lower-risk option at 2.99%. 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 12.98% return vs 8.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RFFC and COMT have the same expense ratio: 0.48% per year.

COMT has the higher dividend yield at 5.96%, compared with 0.63% for RFFC.

RFFC is categorized as Large Cap Blend Equities, while COMT is Commodities. They also come from different issuers: SS&C and iShares.

RFFC currently has the higher Sharpe Ratio (2.03 vs 1.54), 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 COMT

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