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BBHY vs. RIGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBHY vs. RIGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and RiverFront Strategic Income Fund (RIGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBHY achieves a 1.29% return, which is significantly higher than RIGS's -1.97% return.


BBHY

1D
-0.44%
1M
-0.32%
YTD
1.29%
6M
1.70%
1Y
6.84%
3Y*
8.52%
5Y*
4.03%
10Y*

RIGS

1D
-2.39%
1M
-3.00%
YTD
-1.97%
6M
-2.07%
1Y
1.58%
3Y*
3.76%
5Y*
1.57%
10Y*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHY vs. RIGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
1.29%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%
RIGS
RiverFront Strategic Income Fund
-1.97%4.63%4.45%6.07%-5.72%1.93%3.58%7.60%-0.11%4.48%

Correlation

The correlation between BBHY and RIGS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2016

0.43

The correlation between BBHY and RIGS shifts across timeframes, from 0.29 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BBHY vs. RIGS — Risk / Return Rank

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

BBHY
BBHY Risk / Return Rank: 6464
Overall Rank
BBHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
BBHY Omega Ratio Rank: 6363
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6161
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7272
Martin Ratio Rank

RIGS
RIGS Risk / Return Rank: 1212
Overall Rank
RIGS Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RIGS Sortino Ratio Rank: 1111
Sortino Ratio Rank
RIGS Omega Ratio Rank: 1111
Omega Ratio Rank
RIGS Calmar Ratio Rank: 1313
Calmar Ratio Rank
RIGS Martin Ratio Rank: 1313
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.

BBHY vs. RIGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and RiverFront Strategic Income Fund (RIGS). 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.


BBHYRIGSDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.37

1.04

+0.33

Calmar ratioReturn relative to maximum drawdown

2.89

0.35

+2.55

Martin ratioReturn relative to average drawdown

12.98

0.82

+12.16

BBHY vs. RIGS - Sharpe Ratio Comparison

The current BBHY Sharpe Ratio is 1.89, which is higher than the RIGS Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of BBHY and RIGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBHYRIGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.17

+1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.21

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.42

+0.22

Drawdowns

BBHY vs. RIGS - Drawdown Comparison

The maximum BBHY drawdown since its inception was -24.98%, which is greater than RIGS's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for BBHY and RIGS.


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Drawdown Indicators


BBHYRIGSDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-15.31%

-9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.37%

-4.55%

+2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-5.00%

-5.18%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-9.03%

-6.29%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

Current Drawdown

Current decline from peak

-0.58%

-4.35%

+3.77%

Average Drawdown

Average peak-to-trough decline

-2.37%

-1.60%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

1.92%

-1.39%

Volatility

BBHY vs. RIGS - Volatility Comparison

The current volatility for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) is 1.16%, while RiverFront Strategic Income Fund (RIGS) has a volatility of 2.73%. This indicates that BBHY experiences smaller price fluctuations and is considered to be less risky than RIGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBHYRIGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

2.73%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

5.33%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

9.63%

-5.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

7.57%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.53%

7.79%

-0.26%

BBHY vs. RIGS - Expense Ratio Comparison

BBHY has a 0.15% expense ratio, which is lower than RIGS's 0.48% expense ratio.


Dividends

BBHY vs. RIGS - Dividend Comparison

BBHY's dividend yield for the trailing twelve months is around 6.97%, more than RIGS's 5.01% yield.


PositionTTM20252024202320222021202020192018201720162015
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.97%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%
RIGS
RiverFront Strategic Income Fund
5.01%4.84%4.49%3.48%2.71%2.47%3.77%3.87%4.54%4.45%4.46%3.61%

Frequently Asked Questions


BBHY and RIGS 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.

RIGS has higher volatility (2.73%) compared to BBHY (1.16%). In terms of maximum drawdown, BBHY dropped -24.98% vs RIGS's -15.31%.

On 5-year performance, BBHY leads with 4.03% vs 1.57% for RIGS. On fees, BBHY is cheaper at 0.15% per year. On volatility, BBHY has been the lower-risk option at 1.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BBHY has performed better with a 4.03% return vs 1.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY is cheaper with a 0.15% expense ratio, compared with 0.48% for RIGS.

BBHY has the higher dividend yield at 6.97%, compared with 5.01% for RIGS.

They also come from different issuers: JPMorgan and SS&C. Their fees differ too: 0.15% for BBHY and 0.48% for RIGS.

BBHY currently has the higher Sharpe Ratio (1.89 vs 0.17), 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.

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