RFFC vs. COMT
RFFC (ALPS Active Equity Opportunity ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RFFC is a Large Cap Blend Equities fund actively managed by SS&C, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. RFFC is actively managed, while COMT is passively managed. Over the past 10 years, RFFC returned 12.98%/yr vs 8.27%/yr for COMT. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.48% expense ratio.
Performance
RFFC vs. COMT - Performance Comparison
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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%
RFFC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
RFFC
COMT
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.
| RFFC | COMT | Difference | |
|---|---|---|---|
| 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 |
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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
| RFFC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.62% | -11.44% | +10.82% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -23.96% | +18.99% |
Ulcer IndexDepth 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
| RFFC | COMT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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