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RIGS vs. ACES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIGS vs. ACES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and ALPS Clean Energy ETF (ACES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIGS achieves a 0.76% return, which is significantly lower than ACES's 28.72% return.


RIGS

1D
-0.27%
1M
0.07%
YTD
0.76%
6M
0.41%
1Y
3.91%
3Y*
4.62%
5Y*
2.13%
10Y*
3.15%

ACES

1D
-2.84%
1M
17.92%
YTD
28.72%
6M
27.36%
1Y
69.96%
3Y*
-1.21%
5Y*
-8.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIGS vs. ACES - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RIGS
RiverFront Strategic Income Fund
0.76%4.63%4.45%6.07%-5.72%1.93%3.58%7.60%1.08%
ACES
ALPS Clean Energy ETF
28.72%25.44%-26.71%-20.04%-28.44%-19.44%140.33%51.70%-9.63%

Correlation

The correlation between RIGS and ACES is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2018

0.27

The correlation between RIGS and ACES shifts across timeframes, from 0.07 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RIGS vs. ACES — Risk / Return Rank

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

RIGS
RIGS Risk / Return Rank: 1717
Overall Rank
RIGS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RIGS Sortino Ratio Rank: 1414
Sortino Ratio Rank
RIGS Omega Ratio Rank: 1515
Omega Ratio Rank
RIGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
RIGS Martin Ratio Rank: 1919
Martin Ratio Rank

ACES
ACES Risk / Return Rank: 6262
Overall Rank
ACES Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ACES Sortino Ratio Rank: 5858
Sortino Ratio Rank
ACES Omega Ratio Rank: 5353
Omega Ratio Rank
ACES Calmar Ratio Rank: 7878
Calmar Ratio Rank
ACES Martin Ratio Rank: 5757
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.

RIGS vs. ACES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and ALPS Clean Energy ETF (ACES). 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.


RIGSACESDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

1.09

1.33

-0.24

Calmar ratioReturn relative to maximum drawdown

0.86

4.03

-3.17

Martin ratioReturn relative to average drawdown

2.06

10.16

-8.10

RIGS vs. ACES - Sharpe Ratio Comparison

The current RIGS Sharpe Ratio is 0.42, which is lower than the ACES Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of RIGS and ACES, 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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Sharpe Ratios by Period


RIGSACESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.18

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.24

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.22

+0.24

Drawdowns

RIGS vs. ACES - Drawdown Comparison

The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum ACES drawdown of -79.05%. Use the drawdown chart below to compare losses from any high point for RIGS and ACES.


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Drawdown Indicators


RIGSACESDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-79.05%

+63.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-17.44%

+12.89%

Max Drawdown (3Y)

Largest decline over 3 years

-5.18%

-58.68%

+53.50%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

-74.44%

+65.41%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

Current Drawdown

Current decline from peak

-1.68%

-56.41%

+54.73%

Average Drawdown

Average peak-to-trough decline

-1.60%

-38.87%

+37.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

6.91%

-5.01%

Volatility

RIGS vs. ACES - Volatility Comparison

The current volatility for RiverFront Strategic Income Fund (RIGS) is 1.32%, while ALPS Clean Energy ETF (ACES) has a volatility of 9.99%. This indicates that RIGS experiences smaller price fluctuations and is considered to be less risky than ACES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIGSACESDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

9.99%

-8.67%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

22.55%

-17.81%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

32.42%

-23.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

36.17%

-28.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.75%

35.59%

-27.84%

RIGS vs. ACES - Expense Ratio Comparison

RIGS has a 0.48% expense ratio, which is lower than ACES's 0.55% expense ratio.


Dividends

RIGS vs. ACES - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.88%, more than ACES's 0.54% yield.


PositionTTM20252024202320222021202020192018201720162015
ACES
ALPS Clean Energy ETF
0.54%0.70%1.10%1.44%1.08%0.71%0.56%1.79%0.34%0.00%0.00%0.00%
RIGS
RiverFront Strategic Income Fund
4.88%4.84%4.49%3.48%2.71%2.47%3.77%3.87%4.54%4.45%4.46%3.61%

Frequently Asked Questions


RIGS and ACES have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACES has higher volatility (9.99%) compared to RIGS (1.32%). In terms of maximum drawdown, RIGS dropped -15.31% vs ACES's -79.05%.

On 5-year performance, RIGS leads with 2.13% vs -8.73% for ACES. On fees, RIGS is cheaper at 0.48% per year. On volatility, RIGS has been the lower-risk option at 1.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RIGS has performed better with a 2.13% return vs -8.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RIGS is cheaper with a 0.48% expense ratio, compared with 0.55% for ACES.

RIGS has the higher dividend yield at 4.88%, compared with 0.54% for ACES.

RIGS is categorized as High Yield Bonds, while ACES is Alternative Energy Equities. Their fees differ too: 0.48% for RIGS and 0.55% for ACES.

ACES currently has the higher Sharpe Ratio (2.18 vs 0.42), 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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