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RFFC vs. QMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

RFFC vs. QMAR

Last updated Apr 1, 2026

Compare and contrast key facts about ALPS Active Equity Opportunity ETF (RFFC) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).

RFFC and QMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RFFC is an actively managed fund by SS&C. It was launched on Jun 7, 2016. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.

Performance

RFFC vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Active Equity Opportunity ETF (RFFC) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

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RFFC vs. QMAR - Yearly Performance Comparison

2026 (YTD)20252024202320222021
RFFC
ALPS Active Equity Opportunity ETF		-0.91%16.83%23.51%19.50%-14.58%17.60%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March		1.87%10.89%16.11%35.47%-16.56%12.31%

Returns By Period

In the year-to-date period, RFFC achieves a -0.91% return, which is significantly lower than QMAR's 1.87% return.

RFFC

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

QMAR

1D
2.41%
1M
0.75%
YTD
1.87%
6M
4.47%
1Y
18.84%
3Y*
14.87%
5Y*
10.44%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ALPS Active Equity Opportunity ETF

FT Cboe Vest Nasdaq-100 Buffer ETF - March

Often compared with RFFC:
RFFC vs. BSJORFFC vs. SCHGRFFC vs. LVHIRFFC vs. ONEQRFFC vs. VYMIRFFC vs. VOORFFC vs. FTIF
Often compared with QMAR:
QMAR vs. QQQQMAR vs. BUFQQMAR vs. ITOTQMAR vs. MPLYQMAR vs. VTIQMAR vs. BLCRQMAR vs. SSPY

RFFC vs. QMAR - Expense Ratio Comparison

RFFC has a 0.48% expense ratio, which is lower than QMAR's 0.90% expense ratio.

QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
RFFC
ALPS Active Equity Opportunity ETF

Return for Risk

RFFC vs. QMAR — 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
QMAR
QMAR Risk / Return Rank: 8585
Overall Rank
QMAR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QMAR Sortino Ratio Rank: 8585
Sortino Ratio Rank
QMAR Omega Ratio Rank: 9595
Omega Ratio Rank
QMAR Calmar Ratio Rank: 7676
Calmar Ratio Rank
QMAR Martin Ratio Rank: 9494
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. QMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Active Equity Opportunity ETF (RFFC) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.

RFFCQMARDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.43

-0.24

Sortino ratio

Return per unit of downside risk

1.74

2.27

-0.52

Omega ratio

Gain probability vs. loss probability

1.25

1.46

-0.21

Calmar ratio

Return relative to maximum drawdown

1.76

2.03

-0.27

Martin ratio

Return relative to average drawdown

7.93

14.07

-6.14

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RFFC vs. QMAR - Sharpe Ratio Comparison

The current RFFC Sharpe Ratio is 1.19, which is comparable to the QMAR Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of RFFC and QMAR, 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

RFFCQMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.43

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.75

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.76

-0.11

Correlation

The correlation between RFFC and QMAR is 0.84, 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. QMAR - Dividend Comparison

RFFC's dividend yield for the trailing twelve months is around 0.81%, while QMAR has not paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
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%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RFFC vs. QMAR - Drawdown Comparison

The maximum RFFC drawdown since its inception was -36.26%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for RFFC and QMAR.

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Drawdown Indicators

RFFCQMARDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-19.83%

-16.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-9.23%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-19.83%

-2.46%

Current Drawdown

Current decline from peak

-6.77%

-0.88%

-5.89%

Average Drawdown

Average peak-to-trough decline

-5.09%

-3.40%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.33%

+1.27%

Volatility

RFFC vs. QMAR - Volatility Comparison

ALPS Active Equity Opportunity ETF (RFFC) has a higher volatility of 5.35% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.50%. This indicates that RFFC's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RFFCQMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

3.50%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

4.62%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

13.25%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

14.05%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

14.03%

+4.02%