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JPHY vs. RIGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPHY vs. RIGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan High Yield Research Enhanced ETF (JPHY) 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, JPHY achieves a 2.07% return, which is significantly higher than RIGS's 0.76% return.


JPHY

1D
-0.09%
1M
0.44%
YTD
2.07%
6M
2.33%
1Y
3Y*
5Y*
10Y*

RIGS

1D
-0.27%
1M
0.07%
YTD
0.76%
6M
0.41%
1Y
3.91%
3Y*
4.62%
5Y*
2.13%
10Y*
3.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPHY vs. RIGS - Yearly Performance Comparison


Correlation

The correlation between JPHY and RIGS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.24

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Return for Risk

JPHY vs. RIGS — Risk / Return Rank

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

JPHY

RIGS
RIGS Risk / Return Rank: 1717
Overall Rank
RIGS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RIGS Sortino Ratio Rank: 1414
Sortino Ratio Rank
RIGS Omega Ratio Rank: 1515
Omega Ratio Rank
RIGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
RIGS Martin Ratio Rank: 1919
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.

JPHY vs. RIGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Research Enhanced ETF (JPHY) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JPHY vs. RIGS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JPHYRIGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

2.17

0.45

+1.71

Drawdowns

JPHY vs. RIGS - Drawdown Comparison

The maximum JPHY drawdown since its inception was -1.65%, smaller than the maximum RIGS drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for JPHY and RIGS.


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Drawdown Indicators


JPHYRIGSDifference

Max Drawdown

Largest peak-to-trough decline

-1.65%

-15.31%

+13.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

Current Drawdown

Current decline from peak

-0.09%

-1.68%

+1.59%

Average Drawdown

Average peak-to-trough decline

-0.21%

-1.60%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

Volatility

JPHY vs. RIGS - Volatility Comparison


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Volatility by Period


JPHYRIGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

9.33%

-6.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

7.50%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.04%

7.75%

-4.71%

JPHY vs. RIGS - Expense Ratio Comparison

JPHY has a 0.24% expense ratio, which is lower than RIGS's 0.48% expense ratio.


Dividends

JPHY vs. RIGS - Dividend Comparison

JPHY's dividend yield for the trailing twelve months is around 5.92%, more than RIGS's 4.88% yield.


PositionTTM20252024202320222021202020192018201720162015
JPHY
JPMorgan High Yield Research Enhanced ETF
5.92%3.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RIGS
RiverFront Strategic Income Fund
4.88%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


JPHY and RIGS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPHY is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPHY is cheaper with a 0.24% expense ratio, compared with 0.48% for RIGS.

JPHY has the higher dividend yield at 5.92%, compared with 4.88% for RIGS.

They also come from different issuers: JPMorgan and SS&C. Their fees differ too: 0.24% for JPHY and 0.48% for RIGS.

Portfolio Optimizer

Find the right allocation for JPHY and RIGS

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