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RSF vs. SPMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSF vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverNorth Capital and Income Fund (RSF) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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RSF vs. SPMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSF
RiverNorth Capital and Income Fund
4.23%4.62%9.26%9.03%-1.62%27.59%3.10%-12.10%-1.41%5.37%
SPMO
Invesco S&P 500 Momentum ETF
-5.78%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Returns By Period

In the year-to-date period, RSF achieves a 4.23% return, which is significantly higher than SPMO's -5.78% return.


RSF

1D
0.48%
1M
2.27%
YTD
4.23%
6M
4.54%
1Y
7.78%
3Y*
9.74%
5Y*
8.04%
10Y*

SPMO

1D
3.96%
1M
-5.89%
YTD
-5.78%
6M
-6.90%
1Y
22.23%
3Y*
28.36%
5Y*
17.17%
10Y*
17.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSF vs. SPMO - Expense Ratio Comparison

RSF has a 6.38% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Return for Risk

RSF vs. SPMO — Risk / Return Rank

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

RSF
RSF Risk / Return Rank: 4949
Overall Rank
RSF Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
RSF Sortino Ratio Rank: 3939
Sortino Ratio Rank
RSF Omega Ratio Rank: 4646
Omega Ratio Rank
RSF Calmar Ratio Rank: 7878
Calmar Ratio Rank
RSF Martin Ratio Rank: 4242
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 6666
Overall Rank
SPMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6565
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6868
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.

RSF vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverNorth Capital and Income Fund (RSF) and Invesco S&P 500 Momentum ETF (SPMO). 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.


RSFSPMODifference

Sharpe ratio

Return per unit of total volatility

0.86

0.98

-0.12

Sortino ratio

Return per unit of downside risk

1.28

1.51

-0.22

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.87

1.79

+0.08

Martin ratio

Return relative to average drawdown

4.42

6.36

-1.94

RSF vs. SPMO - Sharpe Ratio Comparison

The current RSF Sharpe Ratio is 0.86, which is comparable to the SPMO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RSF and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSFSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.98

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.91

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.85

-0.42

Correlation

The correlation between RSF and SPMO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RSF vs. SPMO - Dividend Comparison

RSF's dividend yield for the trailing twelve months is around 11.21%, more than SPMO's 0.91% yield.


TTM20252024202320222021202020192018201720162015
RSF
RiverNorth Capital and Income Fund
11.21%11.30%10.87%10.85%11.78%9.52%11.76%6.92%8.21%9.22%1.41%0.00%
SPMO
Invesco S&P 500 Momentum ETF
0.91%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

RSF vs. SPMO - Drawdown Comparison

The maximum RSF drawdown since its inception was -30.61%, roughly equal to the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for RSF and SPMO.


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Drawdown Indicators


RSFSPMODifference

Max Drawdown

Largest peak-to-trough decline

-30.61%

-30.95%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-4.23%

-12.70%

+8.47%

Max Drawdown (5Y)

Largest decline over 5 years

-10.02%

-22.74%

+12.72%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

Current Drawdown

Current decline from peak

-3.45%

-9.24%

+5.79%

Average Drawdown

Average peak-to-trough decline

-4.63%

-4.66%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

3.57%

-1.78%

Volatility

RSF vs. SPMO - Volatility Comparison

The current volatility for RiverNorth Capital and Income Fund (RSF) is 6.01%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 6.82%. This indicates that RSF experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSFSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

6.82%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.30%

12.62%

-5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

9.07%

22.68%

-13.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.55%

19.06%

-8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

20.08%

-8.76%