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RNMN vs. CEFZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNMN vs. CEFZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverNorth Market Neutral ETF (RNMN) and RiverNorth Active Income ETF (CEFZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RNMN

1D
0.02%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

CEFZ

1D
-0.60%
1M
-1.38%
6M
1.09%
YTD
3.55%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$162.06K$127.40K$121.00K
$624.98$26.76K$26.76K

RNMN vs. CEFZ - Yearly Performance Comparison


Correlation

The correlation between RNMN and CEFZ is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2026

-0.15

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Return for Risk

RNMN vs. CEFZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverNorth Market Neutral ETF (RNMN) and RiverNorth Active Income ETF (CEFZ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RNMN vs. CEFZ - Sharpe Ratio Comparison


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Drawdowns

RNMN vs. CEFZ - Drawdown Comparison

The maximum RNMN drawdown since its inception was -0.47%, smaller than the maximum CEFZ drawdown of -6.66%. Use the drawdown chart below to compare losses from any high point for RNMN and CEFZ.


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Drawdown Indicators


RNMNCEFZDifference

Max Drawdown

Largest peak-to-trough decline

-0.47%

-6.66%

+6.19%

Current Drawdown

Current decline from peak

-0.40%

-2.70%

+2.30%

Average Drawdown

Average peak-to-trough decline

-0.29%

-1.22%

+0.93%

Volatility

RNMN vs. CEFZ - Volatility Comparison


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Volatility by Period


RNMNCEFZDifference

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

10.25%

-8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

10.25%

-8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.98%

10.25%

-8.27%

RNMN vs. CEFZ - Expense Ratio Comparison

RNMN has a 0.90% expense ratio, which is lower than CEFZ's 3.36% expense ratio.


Dividends

RNMN vs. CEFZ - Dividend Comparison

RNMN has not paid dividends to shareholders, while CEFZ's dividend yield for the trailing twelve months is around 9.31%.


PositionTTM2025
CEFZ
RiverNorth Active Income ETF
9.31%4.17%
RNMN
RiverNorth Market Neutral ETF
0.00%0.00%

Frequently Asked Questions


RNMN and CEFZ have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RNMN is cheaper at 0.90% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RNMN is cheaper with a 0.90% expense ratio, compared with 3.36% for CEFZ.

CEFZ has the higher dividend yield at 9.31%, compared with 0.00% for RNMN.

RNMN is categorized as Equity Market Neutral, while CEFZ is Tactical Allocation. Their fees differ too: 0.90% for RNMN and 3.36% for CEFZ.

Portfolio Optimizer

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