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RFFC vs. EQL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFFC vs. EQL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Active Equity Opportunity ETF (RFFC) and Alps Equal Sector Weight ETF (EQL). The values are adjusted to include any dividend payments, if applicable.

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RFFC vs. EQL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFFC
ALPS Active Equity Opportunity ETF
-0.91%16.83%23.51%19.50%-14.58%22.33%12.48%24.77%-10.23%21.02%
EQL
Alps Equal Sector Weight ETF
2.94%13.09%16.44%16.87%-10.72%29.32%10.87%27.87%-6.12%18.37%

Returns By Period

In the year-to-date period, RFFC achieves a -0.91% return, which is significantly lower than EQL's 2.94% return.


RFFC

1D
2.74%
1M
-5.66%
YTD
-0.91%
6M
3.63%
1Y
20.16%
3Y*
18.07%
5Y*
10.98%
10Y*

EQL

1D
1.81%
1M
-4.49%
YTD
2.94%
6M
4.25%
1Y
15.29%
3Y*
14.86%
5Y*
10.67%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFFC vs. EQL - Expense Ratio Comparison

RFFC has a 0.48% expense ratio, which is higher than EQL's 0.28% expense ratio.


Return for Risk

RFFC vs. EQL — Risk / Return Rank

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

RFFC
RFFC Risk / Return Rank: 7070
Overall Rank
RFFC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RFFC Sortino Ratio Rank: 6969
Sortino Ratio Rank
RFFC Omega Ratio Rank: 6969
Omega Ratio Rank
RFFC Calmar Ratio Rank: 6969
Calmar Ratio Rank
RFFC Martin Ratio Rank: 7575
Martin Ratio Rank

EQL
EQL Risk / Return Rank: 6363
Overall Rank
EQL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EQL Sortino Ratio Rank: 6161
Sortino Ratio Rank
EQL Omega Ratio Rank: 6666
Omega Ratio Rank
EQL Calmar Ratio Rank: 5757
Calmar Ratio Rank
EQL Martin Ratio Rank: 7070
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. EQL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Active Equity Opportunity ETF (RFFC) and Alps Equal Sector Weight ETF (EQL). 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.


RFFCEQLDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.03

+0.15

Sortino ratio

Return per unit of downside risk

1.74

1.50

+0.25

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.76

1.36

+0.40

Martin ratio

Return relative to average drawdown

7.93

6.74

+1.19

RFFC vs. EQL - Sharpe Ratio Comparison

The current RFFC Sharpe Ratio is 1.19, which is comparable to the EQL Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of RFFC and EQL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RFFCEQLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.03

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.73

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.83

-0.18

Correlation

The correlation between RFFC and EQL is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RFFC vs. EQL - Dividend Comparison

RFFC's dividend yield for the trailing twelve months is around 0.81%, less than EQL's 1.71% yield.


TTM20252024202320222021202020192018201720162015
RFFC
ALPS Active Equity Opportunity ETF
0.81%0.78%1.05%1.35%1.41%0.71%1.79%1.34%1.36%0.93%0.66%0.00%
EQL
Alps Equal Sector Weight ETF
1.71%1.73%1.78%1.96%2.14%1.69%2.29%1.95%2.39%1.97%2.89%2.07%

Drawdowns

RFFC vs. EQL - Drawdown Comparison

The maximum RFFC drawdown since its inception was -36.26%, roughly equal to the maximum EQL drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for RFFC and EQL.


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Drawdown Indicators


RFFCEQLDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-35.65%

-0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-11.90%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-19.24%

-3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

Current Drawdown

Current decline from peak

-6.77%

-4.49%

-2.28%

Average Drawdown

Average peak-to-trough decline

-5.09%

-3.28%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.40%

+0.20%

Volatility

RFFC vs. EQL - Volatility Comparison

ALPS Active Equity Opportunity ETF (RFFC) has a higher volatility of 5.35% compared to Alps Equal Sector Weight ETF (EQL) at 3.95%. This indicates that RFFC's price experiences larger fluctuations and is considered to be riskier than EQL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFFCEQLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

3.95%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

7.32%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

14.88%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

14.60%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

16.55%

+1.50%