You can have a dropdown in your index view that has all 3 statuses (radio buttons probably aren't that different but I don't have an example right now):
<%= form_tag("/clients", method: "get") do %>
<%= select_tag(:active, options_for_select([['Active', true], ['Inactive', false], ['All', '']], params[:active]), :prompt => 'Status') %>
<%= submit_tag("Search") %>
<% end %>
(Assuming your controller index page is at /clients, if not change the value in the form_tag)
You then add a scope to your Client model that takes an argument, this way you're not cluttering up your controller:
scope :active, lambda { |active| where(:active => active)}
In your controller, you then call the scope with the param value if it's set:
@clients = Client.all.order(sort_column + ' ' + sort_direction)
@clients = @clients.active(params[:active]) unless params[:active].blank?
No need to mess with routing since you're just passing a params value.