RSMC vs. CAOS

Last updated Jun 4, 2026

RSMC (Rockefeller U.S. Small-Mid Cap ETF) and CAOS (Alpha Architect Tail Risk ETF) are both exchange-traded funds - RSMC is a Small Cap Growth Equities fund actively managed by Rockefeller, while CAOS is a Options Trading fund actively managed by Alpha Architect. Both are actively managed. Over the past year, RSMC returned 10.02% vs 1.88% for CAOS. At a correlation of -0.29, they often move in opposite directions. RSMC charges 0.75%/yr vs 0.63%/yr for CAOS.

Performance

RSMC vs. CAOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rockefeller U.S. Small-Mid Cap ETF (RSMC) and Alpha Architect Tail Risk ETF (CAOS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSMC achieves a 10.85% return, which is significantly higher than CAOS's 0.82% return.

RSMC

• 1D: -0.07%
• 1M: 2.49%
• YTD: 10.85%
• 6M: 8.72%
• 1Y: 10.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CAOS

• 1D: 0.12%
• 1M: -0.09%
• YTD: 0.82%
• 6M: 0.69%
• 1Y: 1.88%
• 3Y*: 4.26%
• 5Y*: —
• 10Y*: —

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

RSMC vs. CAOS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSMC Rockefeller U.S. Small-Mid Cap ETF	10.85%	-1.02%	0.68%
CAOS Alpha Architect Tail Risk ETF	0.82%	2.55%	0.66%

Correlation

The correlation between RSMC and CAOS is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.29
Correlation (All Time) Calculated using the full available price history since Oct 14, 2024	-0.29

Return for Risk

RSMC vs. CAOS — Risk / Return Rank

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

RSMC

RSMC Risk / Return Rank: 21
RSMC Sharpe Ratio Rank: 19
RSMC Sortino Ratio Rank: 19
RSMC Omega Ratio Rank: 19
RSMC Calmar Ratio Rank: 22
RSMC Martin Ratio Rank: 23

CAOS

CAOS Risk / Return Rank: 40
CAOS Sharpe Ratio Rank: 34
CAOS Sortino Ratio Rank: 37
CAOS Omega Ratio Rank: 39
CAOS Calmar Ratio Rank: 49
CAOS Martin Ratio Rank: 39

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.

RSMC vs. CAOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rockefeller U.S. Small-Mid Cap ETF (RSMC) and Alpha Architect Tail Risk ETF (CAOS). 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.

	RSMC	CAOS	Difference
Sharpe ratio: Return per unit of total volatility	0.59	1.24	-0.65
Sortino ratio: Return per unit of downside risk	0.95	1.98	-1.02
Omega ratio: Gain probability vs. loss probability	1.11	1.26	-0.14
Calmar ratio: Return relative to maximum drawdown	0.96	2.49	-1.53
Martin ratio: Return relative to average drawdown	2.87	6.22	-3.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSMC vs. CAOS - Sharpe Ratio Comparison

The current RSMC Sharpe Ratio is 0.59, which is lower than the CAOS Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of RSMC and CAOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSMC	CAOS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.59	1.24	-0.65
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	1.21	-0.90

Drawdowns

RSMC vs. CAOS - Drawdown Comparison

The maximum RSMC drawdown since its inception was -22.33%, which is greater than CAOS's maximum drawdown of -3.60%. Use the drawdown chart below to compare losses from any high point for RSMC and CAOS.

Drawdown Indicators

	RSMC	CAOS	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-3.60%	-18.73%
Max Drawdown (1Y) Largest decline over 1 year	-10.49%	-0.76%	-9.73%
Max Drawdown (3Y) Largest decline over 3 years	—	-3.60%	—
Current Drawdown Current decline from peak	-2.03%	-1.07%	-0.96%
Average Drawdown Average peak-to-trough decline	-5.26%	-0.90%	-4.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	0.30%	+3.20%

Volatility

RSMC vs. CAOS - Volatility Comparison

Rockefeller U.S. Small-Mid Cap ETF (RSMC) has a higher volatility of 4.81% compared to Alpha Architect Tail Risk ETF (CAOS) at 0.26%. This indicates that RSMC's price experiences larger fluctuations and is considered to be riskier than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSMC	CAOS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	0.26%	+4.55%
Volatility (6M) Calculated over the trailing 6-month period	12.36%	1.03%	+11.33%
Volatility (1Y) Calculated over the trailing 1-year period	17.16%	1.52%	+15.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.38%	4.26%	+16.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.38%	4.26%	+16.12%

RSMC vs. CAOS - Expense Ratio Comparison

RSMC has a 0.75% expense ratio, which is higher than CAOS's 0.63% expense ratio.

Dividends

RSMC vs. CAOS - Dividend Comparison

Neither RSMC nor CAOS has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both RSMC and CAOS in my portfolio?

RSMC and CAOS have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSMC or CAOS?

RSMC has higher volatility (4.81%) compared to CAOS (0.26%). In terms of maximum drawdown, RSMC dropped -22.33% vs CAOS's -3.60%.

Which ETF is better, RSMC or CAOS?

On 1-year performance, RSMC leads with 10.02% vs 1.88% for CAOS. On fees, CAOS is cheaper at 0.63% per year. On volatility, CAOS has been the lower-risk option at 0.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSMC or CAOS?

Over the 1-year period, RSMC has performed better with a 10.02% return vs 1.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSMC or CAOS?

CAOS is cheaper with a 0.63% expense ratio, compared with 0.75% for RSMC.

Which ETF pays a higher dividend yield, RSMC or CAOS?

RSMC and CAOS have nearly identical dividend yields, around 0.00%.

What is the main difference between RSMC and CAOS?

RSMC is categorized as Small Cap Growth Equities, while CAOS is Options Trading. They also come from different issuers: Rockefeller and Alpha Architect. Their fees differ too: 0.75% for RSMC and 0.63% for CAOS.

Which has better risk-adjusted returns?

CAOS currently has the higher Sharpe Ratio (1.24 vs 0.59), 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.