IYLD vs. RIGS
Compare and contrast key facts about iShares Morningstar Multi-Asset Income ETF (IYLD) and RiverFront Strategic Income Fund (RIGS).
IYLD and RIGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYLD is a passively managed fund by iShares that tracks the performance of the Morningstar Multi-Asset High Income Index. It was launched on Apr 5, 2012. RIGS is an actively managed fund by SS&C. It was launched on Oct 9, 2013.
Performance
IYLD vs. RIGS - Performance Comparison
Loading graphics...
IYLD vs. RIGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYLD iShares Morningstar Multi-Asset Income ETF | 1.98% | 15.44% | 2.00% | 12.55% | -16.80% | 3.37% | -1.18% | 15.82% | -4.77% | 10.90% |
RIGS RiverFront Strategic Income Fund | 0.29% | 4.63% | 4.45% | 6.07% | -5.72% | 1.93% | 3.58% | 7.60% | -0.11% | 4.48% |
Returns By Period
In the year-to-date period, IYLD achieves a 1.98% return, which is significantly higher than RIGS's 0.29% return. Over the past 10 years, IYLD has outperformed RIGS with an annualized return of 3.99%, while RIGS has yielded a comparatively lower 3.30% annualized return.
IYLD
- 1D
- 1.07%
- 1M
- -2.98%
- YTD
- 1.98%
- 6M
- 4.60%
- 1Y
- 13.49%
- 3Y*
- 9.83%
- 5Y*
- 3.40%
- 10Y*
- 3.99%
RIGS
- 1D
- 1.20%
- 1M
- -1.32%
- YTD
- 0.29%
- 6M
- 0.52%
- 1Y
- 3.83%
- 3Y*
- 4.32%
- 5Y*
- 2.17%
- 10Y*
- 3.30%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IYLD vs. RIGS - Expense Ratio Comparison
IYLD has a 0.60% expense ratio, which is higher than RIGS's 0.48% expense ratio.
Return for Risk
IYLD vs. RIGS — Risk / Return Rank
IYLD
RIGS
IYLD vs. RIGS - Risk-Adjusted Trends 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.
| IYLD | RIGS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.38 | +1.62 |
Sortino ratioReturn per unit of downside risk | 2.72 | 0.61 | +2.11 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.08 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 0.66 | +2.23 |
Martin ratioReturn relative to average drawdown | 11.00 | 1.68 | +9.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IYLD | RIGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.38 | +1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.29 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.43 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.45 | +0.03 |
Correlation
The correlation between IYLD and RIGS is 0.39, 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.
Dividends
IYLD vs. RIGS - Dividend Comparison
IYLD's dividend yield for the trailing twelve months is around 4.61%, less than RIGS's 4.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYLD iShares Morningstar Multi-Asset Income ETF | 4.61% | 4.72% | 5.32% | 5.76% | 5.45% | 3.47% | 4.38% | 5.25% | 5.78% | 4.22% | 4.84% | 5.26% |
RIGS RiverFront Strategic Income Fund | 4.84% | 4.84% | 4.49% | 3.48% | 2.71% | 2.47% | 3.77% | 3.87% | 4.54% | 4.45% | 4.46% | 3.61% |
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.
Loading graphics...
Drawdown Indicators
| IYLD | RIGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.23% | -15.31% | -14.92% |
Max Drawdown (1Y)Largest decline over 1 year | -4.63% | -5.18% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -22.57% | -9.03% | -13.54% |
Max Drawdown (10Y)Largest decline over 10 years | -30.23% | -15.31% | -14.92% |
Current DrawdownCurrent decline from peak | -3.36% | -2.14% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -1.59% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 2.04% | -0.82% |
Volatility
IYLD vs. RIGS - Volatility Comparison
iShares Morningstar Multi-Asset Income ETF (IYLD) has a higher volatility of 2.83% compared to RiverFront Strategic Income Fund (RIGS) at 2.34%. This indicates that IYLD's price experiences larger fluctuations and is considered to be riskier than RIGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IYLD | RIGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 2.34% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 6.17% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.79% | 10.16% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.84% | 7.47% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.56% | 7.75% | +1.81% |