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BKHY vs. RIGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKHY and RIGS is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

BKHY vs. RIGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon High Yield Beta ETF (BKHY) and RiverFront Strategic Income Fund (RIGS). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
33.32%
17.21%
BKHY
RIGS

Key characteristics

Sharpe Ratio

BKHY:

1.53

RIGS:

0.74

Sortino Ratio

BKHY:

2.11

RIGS:

1.16

Omega Ratio

BKHY:

1.34

RIGS:

1.15

Calmar Ratio

BKHY:

1.81

RIGS:

1.31

Martin Ratio

BKHY:

9.47

RIGS:

4.46

Ulcer Index

BKHY:

0.93%

RIGS:

1.52%

Daily Std Dev

BKHY:

5.78%

RIGS:

9.18%

Max Drawdown

BKHY:

-17.36%

RIGS:

-15.31%

Current Drawdown

BKHY:

-0.82%

RIGS:

-1.58%

Returns By Period

In the year-to-date period, BKHY achieves a 1.36% return, which is significantly higher than RIGS's 0.82% return.


BKHY

YTD

1.36%

1M

0.06%

6M

2.03%

1Y

9.28%

5Y*

5.93%

10Y*

N/A

RIGS

YTD

0.82%

1M

0.41%

6M

1.99%

1Y

7.24%

5Y*

3.24%

10Y*

2.86%

*Annualized

Compare stocks, funds, or ETFs

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


BKHY vs. RIGS - Expense Ratio Comparison

BKHY has a 0.22% expense ratio, which is lower than RIGS's 0.48% expense ratio.


Expense ratio chart for RIGS: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RIGS: 0.48%
Expense ratio chart for BKHY: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKHY: 0.22%

Risk-Adjusted Performance

BKHY vs. RIGS — Risk-Adjusted Performance Rank

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

BKHY
The Risk-Adjusted Performance Rank of BKHY is 9191
Overall Rank
The Sharpe Ratio Rank of BKHY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BKHY is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BKHY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of BKHY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BKHY is 9292
Martin Ratio Rank

RIGS
The Risk-Adjusted Performance Rank of RIGS is 7676
Overall Rank
The Sharpe Ratio Rank of RIGS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of RIGS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of RIGS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of RIGS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of RIGS is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKHY vs. RIGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon High Yield Beta ETF (BKHY) 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.


The chart of Sharpe ratio for BKHY, currently valued at 1.53, compared to the broader market-1.000.001.002.003.004.00
BKHY: 1.53
RIGS: 0.74
The chart of Sortino ratio for BKHY, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.00
BKHY: 2.11
RIGS: 1.16
The chart of Omega ratio for BKHY, currently valued at 1.34, compared to the broader market0.501.001.502.00
BKHY: 1.34
RIGS: 1.15
The chart of Calmar ratio for BKHY, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.0012.00
BKHY: 1.81
RIGS: 1.31
The chart of Martin ratio for BKHY, currently valued at 9.47, compared to the broader market0.0020.0040.0060.00
BKHY: 9.47
RIGS: 4.46

The current BKHY Sharpe Ratio is 1.53, which is higher than the RIGS Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of BKHY and RIGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.53
0.74
BKHY
RIGS

Dividends

BKHY vs. RIGS - Dividend Comparison

BKHY's dividend yield for the trailing twelve months is around 7.34%, more than RIGS's 4.70% yield.


TTM20242023202220212020201920182017201620152014
BKHY
BNY Mellon High Yield Beta ETF
7.34%7.34%8.67%6.59%5.00%4.65%0.00%0.00%0.00%0.00%0.00%0.00%
RIGS
RiverFront Strategic Income Fund
4.70%4.49%3.48%2.71%2.47%3.44%3.87%4.54%4.45%4.46%3.61%3.31%

Drawdowns

BKHY vs. RIGS - Drawdown Comparison

The maximum BKHY drawdown since its inception was -17.36%, which is greater than RIGS's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for BKHY and RIGS. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.82%
-1.58%
BKHY
RIGS

Volatility

BKHY vs. RIGS - Volatility Comparison

BNY Mellon High Yield Beta ETF (BKHY) and RiverFront Strategic Income Fund (RIGS) have volatilities of 4.46% and 4.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
4.46%
4.51%
BKHY
RIGS