SMTRX vs. ALIBX
SMTRX (ALPS/Smith Total Return Bond Fund) and ALIBX (ALPS/Smith Balanced Opportunity Fund) are both mutual funds - SMTRX is a Intermediate Core-Plus Bond fund managed by ALPS, while ALIBX is a Diversified Portfolio fund managed by ALPS. Their correlation of 0.87 suggests significant overlap in exposure. SMTRX charges 0.99%/yr vs 1.12%/yr for ALIBX.
Performance
SMTRX vs. ALIBX - Performance Comparison
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Returns By Period
SMTRX
- 1D
- 0.10%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALIBX
- 1D
- 0.07%
- 1M
- 2.87%
- YTD
- 7.75%
- 6M
- 7.85%
- 1Y
- 21.06%
- 3Y*
- 14.56%
- 5Y*
- 7.55%
- 10Y*
- —
SMTRX vs. ALIBX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SMTRX ALPS/Smith Total Return Bond Fund | 0.10% |
ALIBX ALPS/Smith Balanced Opportunity Fund | -0.44% |
Correlation
The correlation between SMTRX and ALIBX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.87 |
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Return for Risk
SMTRX vs. ALIBX — Risk / Return Rank
SMTRX
ALIBX
SMTRX vs. ALIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS/Smith Total Return Bond Fund (SMTRX) and ALPS/Smith Balanced Opportunity Fund (ALIBX). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| SMTRX | ALIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.43 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 5.86 | 0.90 | +4.97 |
Drawdowns
SMTRX vs. ALIBX - Drawdown Comparison
The maximum SMTRX drawdown since its inception was -0.10%, smaller than the maximum ALIBX drawdown of -20.38%. Use the drawdown chart below to compare losses from any high point for SMTRX and ALIBX.
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Drawdown Indicators
| SMTRX | ALIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.10% | -20.38% | +20.28% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.13% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.38% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.44% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -4.75% | +4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.56% | — |
Volatility
SMTRX vs. ALIBX - Volatility Comparison
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Volatility by Period
| SMTRX | ALIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.69% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.10% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.90% | 8.86% | -6.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.90% | 11.17% | -9.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.90% | 11.01% | -9.11% |
SMTRX vs. ALIBX - Expense Ratio Comparison
SMTRX has a 0.99% expense ratio, which is lower than ALIBX's 1.12% expense ratio.
Dividends
SMTRX vs. ALIBX - Dividend Comparison
SMTRX's dividend yield for the trailing twelve months is around 0.36%, less than ALIBX's 8.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ALIBX ALPS/Smith Balanced Opportunity Fund | 8.45% | 9.14% | 10.61% | 1.37% | 1.08% | 0.56% | 0.12% |
SMTRX ALPS/Smith Total Return Bond Fund | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SMTRX and ALIBX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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