RFFC vs. VYMI

Last updated Jun 23, 2026

RFFC (ALPS Active Equity Opportunity ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - RFFC is a Large Cap Blend Equities fund actively managed by SS&C, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. RFFC is actively managed, while VYMI is passively managed. Over the past 10 years, RFFC returned 12.76%/yr vs 11.35%/yr for VYMI. A 0.71 correlation means they provide meaningful diversification when combined. RFFC charges 0.48%/yr vs 0.07%/yr for VYMI.

Performance

RFFC vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Active Equity Opportunity ETF (RFFC) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RFFC achieves a 11.06% return, which is significantly lower than VYMI's 12.76% return. Over the past 10 years, RFFC has outperformed VYMI with an annualized return of 12.76%, while VYMI has yielded a comparatively lower 11.35% annualized return.

RFFC

• 1D: -0.17%
• 1M: 1.46%
• YTD: 11.06%
• 6M: 10.92%
• 1Y: 29.41%
• 3Y*: 21.13%
• 5Y*: 12.28%
• 10Y*: 12.76%

VYMI

• 1D: 0.20%
• 1M: 0.96%
• YTD: 12.76%
• 6M: 13.32%
• 1Y: 32.82%
• 3Y*: 22.36%
• 5Y*: 12.87%
• 10Y*: 11.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RFFC vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RFFC ALPS Active Equity Opportunity ETF	11.06%	16.83%	23.51%	19.50%	-14.58%	22.33%	12.48%	24.77%	-10.23%	21.02%
VYMI Vanguard International High Dividend Yield ETF	12.76%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between RFFC and VYMI is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jun 7, 2016	0.71

The correlation between RFFC and VYMI has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

RFFC vs. VYMI - Sectors Allocation Comparison

Sectors	RFFC	VYMI
Technology	33.0%	5.2%
Industrials	12.2%	6.2%
Healthcare	11.7%	6.5%
Financial Services	10.9%	40.7%
Consumer Cyclical	9.3%	6.4%
Communication Services	8.7%	3.7%
Energy	4.8%	8.6%
Consumer Defensive	2.7%	6.7%
Utilities	2.4%	5.0%
Basic Materials	2.3%	6.9%
Real Estate	2.0%	1.3%

Return for Risk

RFFC vs. VYMI — Risk / Return Rank

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

RFFC

RFFC Risk / Return Rank: 75
RFFC Sharpe Ratio Rank: 77
RFFC Sortino Ratio Rank: 77
RFFC Omega Ratio Rank: 75
RFFC Calmar Ratio Rank: 66
RFFC Martin Ratio Rank: 77

VYMI

VYMI Risk / Return Rank: 76
VYMI Sharpe Ratio Rank: 81
VYMI Sortino Ratio Rank: 80
VYMI Omega Ratio Rank: 80
VYMI Calmar Ratio Rank: 67
VYMI Martin Ratio Rank: 71

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. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Active Equity Opportunity ETF (RFFC) and Vanguard International High Dividend Yield ETF (VYMI). 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	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	2.38	2.50	-0.12
Sortino ratio: Return per unit of downside risk	3.30	3.38	-0.08
Omega ratio: Gain probability vs. loss probability	1.42	1.45	-0.03
Calmar ratio: Return relative to maximum drawdown	3.19	3.25	-0.06
Martin ratio: Return relative to average drawdown	14.52	12.76	+1.77

RFFC vs. VYMI - Sharpe Ratio Comparison

The current RFFC Sharpe Ratio is 2.38, which is comparable to the VYMI Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of RFFC and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RFFC vs. VYMI - Drawdown Comparison

The maximum RFFC drawdown since its inception was -36.26%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for RFFC and VYMI.

Drawdown Indicators

	RFFC	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-36.26%	-40.00%	+3.74%
Max Drawdown (1Y) Largest decline over 1 year	-9.25%	-10.14%	+0.89%
Max Drawdown (3Y) Largest decline over 3 years	-18.45%	-12.84%	-5.61%
Max Drawdown (5Y) Largest decline over 5 years	-22.29%	-24.05%	+1.76%
Max Drawdown (10Y) Largest decline over 10 years	-36.26%	-40.00%	+3.74%
Current Drawdown Current decline from peak	-0.72%	-0.75%	+0.03%
Average Drawdown Average peak-to-trough decline	-5.00%	-6.29%	+1.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	2.58%	-0.55%

Volatility

RFFC vs. VYMI - Volatility Comparison

ALPS Active Equity Opportunity ETF (RFFC) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 4.14% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RFFC	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.14%	3.95%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	9.85%	11.13%	-1.28%
Volatility (1Y) Calculated over the trailing 1-year period	12.44%	13.23%	-0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.33%	14.87%	+1.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	16.82%	+1.19%

RFFC vs. VYMI - Expense Ratio Comparison

RFFC has a 0.48% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

RFFC vs. VYMI - Dividend Comparison

RFFC's dividend yield for the trailing twelve months is around 0.63%, less than VYMI's 3.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
VYMI Vanguard International High Dividend Yield ETF	3.62%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both RFFC and VYMI in my portfolio?

RFFC and VYMI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RFFC or VYMI?

RFFC has higher volatility (4.14%) compared to VYMI (3.95%). In terms of maximum drawdown, RFFC dropped -36.26% vs VYMI's -40.00%.

Which ETF is better, RFFC or VYMI?

On 10-year performance, RFFC leads with 12.76% vs 11.35% for VYMI. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RFFC or VYMI?

Over the 10-year period, RFFC has performed better with a 12.76% return vs 11.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RFFC or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.48% for RFFC.

Which ETF pays a higher dividend yield, RFFC or VYMI?

VYMI has the higher dividend yield at 3.62%, compared with 0.63% for RFFC.

What is the main difference between RFFC and VYMI?

RFFC is categorized as Large Cap Blend Equities, while VYMI is Dividend. They also come from different issuers: SS&C and Vanguard. Their fees differ too: 0.48% for RFFC and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.50 vs 2.38), 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.