RSF vs. SPMO
Compare and contrast key facts about RiverNorth Capital and Income Fund (RSF) and Invesco S&P 500 Momentum ETF (SPMO).
RSF is managed by RiverNorth. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Performance
RSF vs. SPMO - Performance Comparison
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RSF vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
RSF
SPMO
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.
| RSF | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.98 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.51 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.79 | +0.08 |
Martin ratioReturn relative to average drawdown | 4.42 | 6.36 | -1.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSF | SPMO | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| RSF | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.45% | -9.24% | +5.79% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -4.66% | +0.03% |
Ulcer IndexDepth 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
| RSF | SPMO | Difference | |
|---|---|---|---|
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% |