PortfoliosLab logoPortfoliosLab logo
SMTRX vs. JCRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMTRX vs. JCRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/Smith Total Return Bond Fund (SMTRX) and ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SMTRX vs. JCRAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SMTRX
ALPS/Smith Total Return Bond Fund
-0.26%6.80%2.19%5.94%-13.49%-1.33%9.38%7.10%0.00%
JCRAX
ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund
20.49%25.30%1.32%-7.37%12.82%29.21%2.15%11.00%-15.63%

Returns By Period

In the year-to-date period, SMTRX achieves a -0.26% return, which is significantly lower than JCRAX's 20.49% return.


SMTRX

1D
0.31%
1M
-1.50%
YTD
-0.26%
6M
0.26%
1Y
3.51%
3Y*
3.93%
5Y*
0.17%
10Y*

JCRAX

1D
0.41%
1M
3.94%
YTD
20.49%
6M
27.91%
1Y
39.86%
3Y*
14.26%
5Y*
13.23%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SMTRX vs. JCRAX - Expense Ratio Comparison

SMTRX has a 0.99% expense ratio, which is lower than JCRAX's 1.36% expense ratio.


Return for Risk

SMTRX vs. JCRAX — Risk / Return Rank

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

SMTRX
SMTRX Risk / Return Rank: 3636
Overall Rank
SMTRX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SMTRX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SMTRX Omega Ratio Rank: 2626
Omega Ratio Rank
SMTRX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SMTRX Martin Ratio Rank: 3434
Martin Ratio Rank

JCRAX
JCRAX Risk / Return Rank: 9595
Overall Rank
JCRAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JCRAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
JCRAX Omega Ratio Rank: 9292
Omega Ratio Rank
JCRAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
JCRAX Martin Ratio Rank: 9797
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.

SMTRX vs. JCRAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/Smith Total Return Bond Fund (SMTRX) and ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX). 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.


SMTRXJCRAXDifference

Sharpe ratio

Return per unit of total volatility

0.91

2.49

-1.58

Sortino ratio

Return per unit of downside risk

1.29

3.09

-1.81

Omega ratio

Gain probability vs. loss probability

1.16

1.45

-0.29

Calmar ratio

Return relative to maximum drawdown

1.46

3.54

-2.08

Martin ratio

Return relative to average drawdown

4.38

16.83

-12.45

SMTRX vs. JCRAX - Sharpe Ratio Comparison

The current SMTRX Sharpe Ratio is 0.91, which is lower than the JCRAX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of SMTRX and JCRAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SMTRXJCRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.49

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.64

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.22

+0.17

Correlation

The correlation between SMTRX and JCRAX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SMTRX vs. JCRAX - Dividend Comparison

SMTRX's dividend yield for the trailing twelve months is around 4.21%, less than JCRAX's 7.31% yield.


TTM2025202420232022202120202019201820172016
SMTRX
ALPS/Smith Total Return Bond Fund
4.21%4.16%4.27%3.82%1.51%1.23%3.31%1.77%0.00%0.00%0.00%
JCRAX
ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund
7.31%8.80%2.80%3.29%7.08%22.43%0.29%0.90%3.26%2.44%0.05%

Drawdowns

SMTRX vs. JCRAX - Drawdown Comparison

The maximum SMTRX drawdown since its inception was -18.11%, smaller than the maximum JCRAX drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for SMTRX and JCRAX.


Loading graphics...

Drawdown Indicators


SMTRXJCRAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.11%

-62.03%

+43.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-11.40%

+8.63%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-26.60%

+8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

Current Drawdown

Current decline from peak

-1.90%

0.00%

-1.90%

Average Drawdown

Average peak-to-trough decline

-5.14%

-26.67%

+21.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.40%

-1.48%

Volatility

SMTRX vs. JCRAX - Volatility Comparison

The current volatility for ALPS/Smith Total Return Bond Fund (SMTRX) is 1.61%, while ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) has a volatility of 4.51%. This indicates that SMTRX experiences smaller price fluctuations and is considered to be less risky than JCRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SMTRXJCRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

4.51%

-2.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

11.52%

-9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

16.24%

-12.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

20.65%

-15.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

18.13%

-13.30%