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RFG vs. RIGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFG vs. RIGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400® Pure Growth ETF (RFG) and RiverFront Strategic Income Fund (RIGS). The values are adjusted to include any dividend payments, if applicable.

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RFG vs. RIGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFG
Invesco S&P MidCap 400® Pure Growth ETF
4.55%8.80%17.80%16.42%-21.70%13.81%32.86%17.09%-13.98%20.46%
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, RFG achieves a 4.55% return, which is significantly higher than RIGS's 0.29% return. Over the past 10 years, RFG has outperformed RIGS with an annualized return of 9.04%, while RIGS has yielded a comparatively lower 3.30% annualized return.


RFG

1D
3.68%
1M
-6.38%
YTD
4.55%
6M
7.67%
1Y
25.57%
3Y*
14.99%
5Y*
4.84%
10Y*
9.04%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFG vs. RIGS - Expense Ratio Comparison

RFG has a 0.35% expense ratio, which is lower than RIGS's 0.48% expense ratio.


Return for Risk

RFG vs. RIGS — Risk / Return Rank

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

RFG
RFG Risk / Return Rank: 6969
Overall Rank
RFG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RFG Sortino Ratio Rank: 6868
Sortino Ratio Rank
RFG Omega Ratio Rank: 6161
Omega Ratio Rank
RFG Calmar Ratio Rank: 7474
Calmar Ratio Rank
RFG Martin Ratio Rank: 7878
Martin Ratio Rank

RIGS
RIGS Risk / Return Rank: 2424
Overall Rank
RIGS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RIGS Sortino Ratio Rank: 2222
Sortino Ratio Rank
RIGS Omega Ratio Rank: 2121
Omega Ratio Rank
RIGS Calmar Ratio Rank: 2828
Calmar Ratio Rank
RIGS Martin Ratio Rank: 2323
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.

RFG vs. RIGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Growth ETF (RFG) 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.


RFGRIGSDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.38

+0.73

Sortino ratio

Return per unit of downside risk

1.69

0.61

+1.07

Omega ratio

Gain probability vs. loss probability

1.22

1.08

+0.14

Calmar ratio

Return relative to maximum drawdown

1.90

0.66

+1.24

Martin ratio

Return relative to average drawdown

8.23

1.68

+6.55

RFG vs. RIGS - Sharpe Ratio Comparison

The current RFG Sharpe Ratio is 1.10, which is higher than the RIGS Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of RFG 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.


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Sharpe Ratios by Period


RFGRIGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.38

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.29

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.43

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.45

-0.06

Correlation

The correlation between RFG and RIGS is 0.30, 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

RFG vs. RIGS - Dividend Comparison

RFG's dividend yield for the trailing twelve months is around 0.37%, less than RIGS's 4.84% yield.


TTM20252024202320222021202020192018201720162015
RFG
Invesco S&P MidCap 400® Pure Growth ETF
0.37%0.43%0.38%0.99%0.78%0.05%0.27%0.64%0.76%0.66%0.35%0.61%
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

RFG vs. RIGS - Drawdown Comparison

The maximum RFG drawdown since its inception was -51.93%, which is greater than RIGS's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for RFG and RIGS.


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Drawdown Indicators


RFGRIGSDifference

Max Drawdown

Largest peak-to-trough decline

-51.93%

-15.31%

-36.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-5.18%

-8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-35.16%

-9.03%

-26.13%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-15.31%

-27.61%

Current Drawdown

Current decline from peak

-7.11%

-2.14%

-4.97%

Average Drawdown

Average peak-to-trough decline

-9.03%

-1.59%

-7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.04%

+1.06%

Volatility

RFG vs. RIGS - Volatility Comparison

Invesco S&P MidCap 400® Pure Growth ETF (RFG) has a higher volatility of 8.63% compared to RiverFront Strategic Income Fund (RIGS) at 2.34%. This indicates that RFG'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.


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Volatility by Period


RFGRIGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

2.34%

+6.29%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

6.17%

+8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

10.16%

+13.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.73%

7.47%

+15.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.98%

7.75%

+15.23%