RMIF vs. BLUI

Last updated Jun 3, 2026

RMIF (LHA Risk-Managed Income ETF) and BLUI (Bluemonte Diversified Income ETF) are both Multisector Bonds funds. A 0.68 correlation means they provide meaningful diversification when combined. RMIF charges 1.38%/yr vs 0.75%/yr for BLUI.

Performance

RMIF vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LHA Risk-Managed Income ETF (RMIF) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RMIF achieves a -0.73% return, which is significantly lower than BLUI's 3.46% return.

RMIF

• 1D: 0.08%
• 1M: 0.22%
• YTD: -0.73%
• 6M: -0.26%
• 1Y: 3.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: 0.12%
• 1M: 0.02%
• YTD: 3.46%
• 6M: 3.57%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RMIF vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
RMIF LHA Risk-Managed Income ETF	-0.73%	3.52%
BLUI Bluemonte Diversified Income ETF	3.46%	3.80%

Correlation

The correlation between RMIF and BLUI is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.68

RMIF vs. BLUI - Sectors Allocation Comparison

Sectors	RMIF	BLUI
Utilities	76.7%	1.5%
Healthcare	13.8%	-
Technology	9.4%	0.6%
Communication Services	0.1%	-
Basic Materials	-	-
Consumer Cyclical	-	0.3%
Consumer Defensive	-	-
Energy	-	46.7%
Financial Services	-	-
Industrials	-	-
Real Estate	-	51.0%

Return for Risk

RMIF vs. BLUI — Risk / Return Rank

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

RMIF

RMIF Risk / Return Rank: 31
RMIF Sharpe Ratio Rank: 33
RMIF Sortino Ratio Rank: 33
RMIF Omega Ratio Rank: 34
RMIF Calmar Ratio Rank: 27
RMIF Martin Ratio Rank: 26

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.

RMIF vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LHA Risk-Managed Income ETF (RMIF) and Bluemonte Diversified Income ETF (BLUI). 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.

	RMIF	BLUI	Difference
Sharpe ratio Return per unit of total volatility	1.23	—	—
Sortino ratio Return per unit of downside risk	1.79	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.35	—	—
Martin ratio Return relative to average drawdown	3.76	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RMIF	BLUI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.92	2.03	-0.11

Drawdowns

RMIF vs. BLUI - Drawdown Comparison

The maximum RMIF drawdown since its inception was -3.01%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for RMIF and BLUI.

Drawdown Indicators

	RMIF	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-3.01%	-2.43%	-0.58%
Max Drawdown (1Y) Largest decline over 1 year	-2.37%	—	—
Current Drawdown Current decline from peak	-1.19%	-0.24%	-0.95%
Average Drawdown Average peak-to-trough decline	-0.38%	-0.37%	-0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	—	—

Volatility

Volatility by Period

	RMIF	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.74%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.99%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.62%	3.89%	-1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.59%	3.89%	-1.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.59%	3.89%	-1.30%

RMIF vs. BLUI - Expense Ratio Comparison

RMIF has a 1.38% expense ratio, which is higher than BLUI's 0.75% expense ratio.

Dividends

RMIF vs. BLUI - Dividend Comparison

RMIF's dividend yield for the trailing twelve months is around 5.29%, more than BLUI's 4.71% yield.

Position	TTM	2025	2024	2023
BLUI Bluemonte Diversified Income ETF	4.71%	2.91%	0.00%	0.00%
RMIF LHA Risk-Managed Income ETF	5.29%	5.70%	6.61%	3.70%

Frequently Asked Questions

Can I hold both RMIF and BLUI in my portfolio?

RMIF and BLUI have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RMIF or BLUI?

On fees, BLUI is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RMIF or BLUI?

BLUI is cheaper with a 0.75% expense ratio, compared with 1.38% for RMIF.

Which ETF pays a higher dividend yield, RMIF or BLUI?

RMIF has the higher dividend yield at 5.29%, compared with 4.71% for BLUI.

What is the main difference between RMIF and BLUI?

They also come from different issuers: Little Harbor Advisors and Bluemonte. Their fees differ too: 1.38% for RMIF and 0.75% for BLUI.