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RFFC vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 11.21%/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.

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Returns By Period

The year-to-date returns for both investments are quite close, with RFFC having a 11.06% return and VYMI slightly higher at 11.38%. Over the past 10 years, RFFC has outperformed VYMI with an annualized return of 12.76%, while VYMI has yielded a comparatively lower 11.21% 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
-1.23%
1M
-0.28%
YTD
11.38%
6M
11.17%
1Y
30.40%
3Y*
21.85%
5Y*
12.40%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFFC vs. VYMI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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		11.38%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%

Technology

RFFC
33.0%
VYMI
5.2%

Industrials

RFFC
12.2%
VYMI
6.2%

Healthcare

RFFC
11.7%
VYMI
6.5%

Financial Services

RFFC
10.9%
VYMI
40.7%

Consumer Cyclical

RFFC
9.3%
VYMI
6.4%

Communication Services

RFFC
8.7%
VYMI
3.7%

Energy

RFFC
4.8%
VYMI
8.6%

Consumer Defensive

RFFC
2.7%
VYMI
6.7%

Utilities

RFFC
2.4%
VYMI
5.0%

Basic Materials

RFFC
2.3%
VYMI
6.9%

Real Estate

RFFC
2.0%
VYMI
1.3%

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

Vanguard International High Dividend Yield ETF

Often compared with RFFC:
RFFC vs. BSJORFFC vs. SCHGRFFC vs. LVHIRFFC vs. ONEQRFFC vs. TEXNRFFC vs. ACESRFFC vs. VOO
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

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: 7575
Overall Rank
RFFC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RFFC Sortino Ratio Rank: 7777
Sortino Ratio Rank
RFFC Omega Ratio Rank: 7575
Omega Ratio Rank
RFFC Calmar Ratio Rank: 6666
Calmar Ratio Rank
RFFC Martin Ratio Rank: 7777
Martin Ratio Rank
VYMI
VYMI Risk / Return Rank: 7070
Overall Rank
VYMI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7474
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6363
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6767
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. 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.

RFFCVYMIDifference
Sharpe ratioReturn per unit of total volatility
2.38
2.30

+0.08

Sortino ratioReturn per unit of downside risk
3.30
3.14

+0.16

Omega ratioGain probability vs. loss probability

1.42

1.42

+0.01

Calmar ratioReturn relative to maximum drawdown

3.19

3.01

+0.18

Martin ratioReturn relative to average drawdown

14.52

11.81

+2.72

RFFC vs. VYMI - Sharpe Ratio Comparison

The current RFFC Sharpe Ratio is 2.38, which is comparable to the VYMI Sharpe Ratio of 2.30. 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.

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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.

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Drawdown Indicators

RFFCVYMIDifference

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%

-1.97%

+1.25%

Average Drawdown

Average peak-to-trough decline

-5.00%

-6.28%

+1.28%

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 4.14%, 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.

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Volatility by Period

RFFCVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

4.14%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

11.20%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

13.27%

-0.83%

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%

16.61%

+1.40%

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 3.67% yield.

PositionTTM2025202420232022202120202019201820172016
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		3.67%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions

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.

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

On 10-year performance, RFFC leads with 12.76% vs 11.21% for VYMI. On fees, VYMI is cheaper at 0.07% per year. Their volatility is very similar. 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 12.76% return vs 11.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

VYMI has the higher dividend yield at 3.67%, compared with 0.63% for RFFC.

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.

RFFC currently has the higher Sharpe Ratio (2.38 vs 2.30), 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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