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

Performance

IYLD vs. RIGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Multi-Asset Income ETF (IYLD) and RiverFront Strategic Income Fund (RIGS). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.25%
3.02%
IYLD
RIGS

Returns By Period

In the year-to-date period, IYLD achieves a 4.20% return, which is significantly higher than RIGS's 2.72% return. Over the past 10 years, IYLD has underperformed RIGS with an annualized return of 2.33%, while RIGS has yielded a comparatively higher 2.90% annualized return.


IYLD

YTD

4.20%

1M

-0.65%

6M

3.25%

1Y

10.24%

5Y (annualized)

0.67%

10Y (annualized)

2.33%

RIGS

YTD

2.72%

1M

-0.15%

6M

3.02%

1Y

6.61%

5Y (annualized)

1.69%

10Y (annualized)

2.90%

Key characteristics


IYLDRIGS
Sharpe Ratio1.791.02
Sortino Ratio2.601.46
Omega Ratio1.341.18
Calmar Ratio0.871.38
Martin Ratio8.805.79
Ulcer Index1.16%1.14%
Daily Std Dev5.71%6.50%
Max Drawdown-30.23%-15.31%
Current Drawdown-2.81%-2.51%

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IYLD vs. RIGS - Expense Ratio Comparison

IYLD has a 0.60% expense ratio, which is higher than RIGS's 0.48% expense ratio.


IYLD
iShares Morningstar Multi-Asset Income ETF
Expense ratio chart for IYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for RIGS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Correlation

-0.50.00.51.00.4

The correlation between IYLD and RIGS is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

IYLD vs. RIGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Multi-Asset Income ETF (IYLD) 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.


Sharpe ratio
The chart of Sharpe ratio for IYLD, currently valued at 1.79, compared to the broader market0.002.004.001.791.02
The chart of Sortino ratio for IYLD, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.0010.0012.002.601.46
The chart of Omega ratio for IYLD, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.18
The chart of Calmar ratio for IYLD, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.000.871.38
The chart of Martin ratio for IYLD, currently valued at 8.80, compared to the broader market0.0020.0040.0060.0080.00100.008.805.79
IYLD
RIGS

The current IYLD Sharpe Ratio is 1.79, which is higher than the RIGS Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of IYLD 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.79
1.02
IYLD
RIGS

Dividends

IYLD vs. RIGS - Dividend Comparison

IYLD's dividend yield for the trailing twelve months is around 5.17%, more than RIGS's 4.11% yield.


TTM20232022202120202019201820172016201520142013
IYLD
iShares Morningstar Multi-Asset Income ETF
5.17%5.76%5.44%3.47%4.94%5.25%5.78%4.22%5.32%4.93%5.56%6.16%
RIGS
RiverFront Strategic Income Fund
4.11%3.49%2.72%2.47%3.44%3.87%4.54%4.45%4.47%3.60%3.32%0.46%

Drawdowns

IYLD vs. RIGS - Drawdown Comparison

The maximum IYLD drawdown since its inception was -30.23%, which is greater than RIGS's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for IYLD and RIGS. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.81%
-2.51%
IYLD
RIGS

Volatility

IYLD vs. RIGS - Volatility Comparison

The current volatility for iShares Morningstar Multi-Asset Income ETF (IYLD) is 1.19%, while RiverFront Strategic Income Fund (RIGS) has a volatility of 2.06%. This indicates that IYLD 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.


1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
1.19%
2.06%
IYLD
RIGS