BGB vs. RSIIX
BGB (Blackstone GSO Strategic Credit Closed Fund) and RSIIX (RiverPark Strategic Income Fund) are both High Yield Bonds funds. Over the past 10 years, BGB returned 6.34%/yr vs 5.15%/yr for RSIIX. At a 0.21 correlation, their price movements are largely independent. BGB charges 2.36%/yr vs 1.18%/yr for RSIIX.
Performance
BGB vs. RSIIX - Performance Comparison
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Returns By Period
In the year-to-date period, BGB achieves a -0.64% return, which is significantly lower than RSIIX's 3.01% return. Over the past 10 years, BGB has outperformed RSIIX with an annualized return of 6.34%, while RSIIX has yielded a comparatively lower 5.15% annualized return.
BGB
- 1D
- -0.18%
- 1M
- 0.76%
- 6M
- -1.73%
- YTD
- -0.64%
- 1Y
- -0.82%
- 3Y*
- 10.73%
- 5Y*
- 4.83%
- 10Y*
- 6.34%
RSIIX
- 1D
- 0.12%
- 1M
- 1.30%
- 6M
- 2.29%
- YTD
- 3.01%
- 1Y
- 5.47%
- 3Y*
- 7.37%
- 5Y*
- 5.49%
- 10Y*
- 5.15%
BGB vs. RSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGB Blackstone GSO Strategic Credit Closed Fund | -0.64% | 4.80% | 18.69% | 19.50% | -16.06% | 15.41% | -4.69% | 17.07% | -5.21% | 10.09% |
RSIIX RiverPark Strategic Income Fund | 3.01% | 6.04% | 8.44% | 9.59% | -3.31% | 11.60% | 3.42% | 3.50% | 1.36% | 4.84% |
Correlation
The correlation between BGB and RSIIX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.21 |
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Return for Risk
BGB vs. RSIIX — Risk / Return Rank
BGB
RSIIX
BGB vs. RSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone GSO Strategic Credit Closed Fund (BGB) and RiverPark Strategic Income Fund (RSIIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGB | RSIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.56 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 3.14 | -3.23 |
| Martin ratioReturn relative to average drawdown | -0.18 | 21.05 | -21.23 |
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Drawdowns
BGB vs. RSIIX - Drawdown Comparison
The maximum BGB drawdown since its inception was -44.87%, which is greater than RSIIX's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for BGB and RSIIX.
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Drawdown Indicators
| BGB | RSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.87% | -15.55% | -29.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -1.79% | -7.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.77% | -1.79% | -10.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -5.61% | -15.62% |
Max Drawdown (10Y)Largest decline over 10 years | -44.87% | -15.55% | -29.32% |
Current DrawdownCurrent decline from peak | -4.02% | 0.00% | -4.02% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -1.15% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 0.27% | +4.31% |
Volatility
BGB vs. RSIIX - Volatility Comparison
Blackstone GSO Strategic Credit Closed Fund (BGB) has a higher volatility of 0.81% compared to RiverPark Strategic Income Fund (RSIIX) at 0.60%. This indicates that BGB's price experiences larger fluctuations and is considered to be riskier than RSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGB | RSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 0.60% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 5.39% | 2.87% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.53% | 3.10% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.87% | 2.51% | +8.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 2.88% | +13.19% |
BGB vs. RSIIX - Expense Ratio Comparison
BGB has a 2.36% expense ratio, which is higher than RSIIX's 1.18% expense ratio.
Dividends
BGB vs. RSIIX - Dividend Comparison
BGB's dividend yield for the trailing twelve months is around 8.45%, more than RSIIX's 7.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGB Blackstone GSO Strategic Credit Closed Fund | 8.45% | 8.58% | 9.26% | 10.69% | 7.35% | 6.63% | 8.77% | 9.30% | 11.18% | 7.35% | 8.76% | 9.42% |
RSIIX RiverPark Strategic Income Fund | 7.22% | 7.75% | 7.67% | 7.61% | 6.58% | 5.12% | 5.77% | 4.84% | 4.59% | 4.98% | 5.10% | 6.57% |
Frequently Asked Questions
BGB and RSIIX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGB has higher volatility (0.81%) compared to RSIIX (0.60%). In terms of maximum drawdown, BGB dropped -44.87% vs RSIIX's -15.55%.
RSIIX currently has the higher Sharpe Ratio (1.81 vs -0.11), 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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