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RFFC vs. TOLZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFFC vs. TOLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Active Equity Opportunity ETF (RFFC) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). The values are adjusted to include any dividend payments, if applicable.

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RFFC vs. TOLZ - 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%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
11.27%14.76%11.67%6.18%-4.25%20.47%-9.46%26.84%-7.90%13.28%

Returns By Period

In the year-to-date period, RFFC achieves a -0.91% return, which is significantly lower than TOLZ's 11.27% return.


RFFC

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

TOLZ

1D
0.38%
1M
-2.88%
YTD
11.27%
6M
12.10%
1Y
18.59%
3Y*
13.80%
5Y*
10.31%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFFC vs. TOLZ - Expense Ratio Comparison

RFFC has a 0.48% expense ratio, which is higher than TOLZ's 0.46% expense ratio.


Return for Risk

RFFC vs. TOLZ — 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

TOLZ
TOLZ Risk / Return Rank: 7979
Overall Rank
TOLZ Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 7777
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 7575
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 7979
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 8888
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. TOLZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Active Equity Opportunity ETF (RFFC) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). 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.


RFFCTOLZDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.44

-0.25

Sortino ratio

Return per unit of downside risk

1.74

1.94

-0.20

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratio

Return relative to maximum drawdown

1.76

2.14

-0.39

Martin ratio

Return relative to average drawdown

7.93

10.58

-2.65

RFFC vs. TOLZ - Sharpe Ratio Comparison

The current RFFC Sharpe Ratio is 1.19, which is comparable to the TOLZ Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of RFFC and TOLZ, 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


RFFCTOLZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.44

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.75

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.42

+0.23

Correlation

The correlation between RFFC and TOLZ is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RFFC vs. TOLZ - Dividend Comparison

RFFC's dividend yield for the trailing twelve months is around 0.81%, less than TOLZ's 3.66% 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%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
3.66%3.99%3.53%3.34%3.01%3.28%3.16%2.96%3.63%3.30%2.62%3.67%

Drawdowns

RFFC vs. TOLZ - Drawdown Comparison

The maximum RFFC drawdown since its inception was -36.26%, smaller than the maximum TOLZ drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for RFFC and TOLZ.


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Drawdown Indicators


RFFCTOLZDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-39.33%

+3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-8.82%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-21.85%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

Current Drawdown

Current decline from peak

-6.77%

-3.16%

-3.61%

Average Drawdown

Average peak-to-trough decline

-5.09%

-6.70%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.79%

+0.81%

Volatility

RFFC vs. TOLZ - Volatility Comparison

ALPS Active Equity Opportunity ETF (RFFC) has a higher volatility of 5.35% compared to ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) at 3.63%. This indicates that RFFC's price experiences larger fluctuations and is considered to be riskier than TOLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFFCTOLZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

3.63%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

7.29%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

12.97%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

13.90%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

16.30%

+1.75%