RPHS vs. ENFR
RPHS (Regents Park Hedged Market Strategy ETF) and ENFR (Alerian Energy Infrastructure ETF) are both exchange-traded funds - RPHS is a Diversified Portfolio fund actively managed by Regents Park, while ENFR is a Energy Equities fund tracking the Alerian Midstream Energy Select Index. RPHS is actively managed, while ENFR is passively managed. Over the past 3 years, RPHS returned 13.92%/yr vs 28.26%/yr for ENFR. At a 0.24 correlation, their price movements are largely independent. RPHS charges 0.75%/yr vs 0.35%/yr for ENFR.
Performance
RPHS vs. ENFR - Performance Comparison
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Returns By Period
In the year-to-date period, RPHS achieves a 4.90% return, which is significantly lower than ENFR's 23.07% return.
RPHS
- 1D
- -0.34%
- 1M
- -0.20%
- YTD
- 4.90%
- 6M
- 4.70%
- 1Y
- 17.74%
- 3Y*
- 13.92%
- 5Y*
- —
- 10Y*
- —
ENFR
- 1D
- 1.01%
- 1M
- -5.94%
- YTD
- 23.07%
- 6M
- 24.76%
- 1Y
- 24.84%
- 3Y*
- 28.26%
- 5Y*
- 19.69%
- 10Y*
- 11.81%
RPHS vs. ENFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RPHS Regents Park Hedged Market Strategy ETF | 4.90% | 11.74% | 17.84% | 11.36% | -15.25% |
ENFR Alerian Energy Infrastructure ETF | 23.07% | 5.88% | 42.17% | 15.63% | -4.01% |
Correlation
The correlation between RPHS and ENFR is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2022 | 0.24 |
The correlation between RPHS and ENFR shifts across timeframes, from -0.08 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RPHS vs. ENFR — Risk / Return Rank
RPHS
ENFR
RPHS vs. ENFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regents Park Hedged Market Strategy ETF (RPHS) and Alerian Energy Infrastructure ETF (ENFR). 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.
| RPHS | ENFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.89 | -0.60 |
| Martin ratioReturn relative to average drawdown | 8.91 | 7.40 | +1.51 |
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Drawdowns
RPHS vs. ENFR - Drawdown Comparison
The maximum RPHS drawdown since its inception was -16.51%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for RPHS and ENFR.
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Drawdown Indicators
| RPHS | ENFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.51% | -68.28% | +51.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -8.64% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -10.84% | -15.58% | +4.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | -2.21% | -6.12% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -15.94% | +9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 3.36% | -1.36% |
Volatility
RPHS vs. ENFR - Volatility Comparison
The current volatility for Regents Park Hedged Market Strategy ETF (RPHS) is 3.81%, while Alerian Energy Infrastructure ETF (ENFR) has a volatility of 5.42%. This indicates that RPHS experiences smaller price fluctuations and is considered to be less risky than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPHS | ENFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 5.42% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 11.57% | -3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 14.82% | -3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.45% | 19.24% | -7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.45% | 24.68% | -13.23% |
RPHS vs. ENFR - Expense Ratio Comparison
RPHS has a 0.75% expense ratio, which is higher than ENFR's 0.35% expense ratio.
Dividends
RPHS vs. ENFR - Dividend Comparison
RPHS's dividend yield for the trailing twelve months is around 10.61%, more than ENFR's 4.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENFR Alerian Energy Infrastructure ETF | 4.08% | 4.77% | 4.41% | 5.48% | 5.23% | 7.86% | 7.57% | 5.81% | 3.98% | 2.98% | 3.31% | 3.34% |
RPHS Regents Park Hedged Market Strategy ETF | 10.61% | 11.13% | 3.68% | 5.23% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RPHS and ENFR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENFR has higher volatility (5.42%) compared to RPHS (3.81%). In terms of maximum drawdown, RPHS dropped -16.51% vs ENFR's -68.28%.
On 3-year performance, ENFR leads with 28.26% vs 13.92% for RPHS. On fees, ENFR is cheaper at 0.35% per year. On volatility, RPHS has been the lower-risk option at 3.81%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ENFR has performed better with a 28.26% return vs 13.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ENFR is cheaper with a 0.35% expense ratio, compared with 0.75% for RPHS.
RPHS has the higher dividend yield at 10.61%, compared with 4.08% for ENFR.
RPHS is categorized as Diversified Portfolio, while ENFR is Energy Equities. They also come from different issuers: Regents Park and SS&C. Their fees differ too: 0.75% for RPHS and 0.35% for ENFR.
ENFR currently has the higher Sharpe Ratio (1.69 vs 1.64), 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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