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RIGS vs. BBHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIGS vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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RIGS vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIGS
RiverFront Strategic Income Fund
0.28%4.63%4.45%6.07%-5.72%1.93%3.58%7.60%-0.11%4.48%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
-0.05%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%

Returns By Period

In the year-to-date period, RIGS achieves a 0.28% return, which is significantly higher than BBHY's -0.05% return.


RIGS

1D
-0.01%
1M
-0.27%
YTD
0.28%
6M
2.52%
1Y
3.77%
3Y*
4.32%
5Y*
2.17%
10Y*
3.30%

BBHY

1D
0.23%
1M
-0.68%
YTD
-0.05%
6M
1.03%
1Y
7.05%
3Y*
8.15%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RIGS vs. BBHY - Expense Ratio Comparison

RIGS has a 0.48% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Return for Risk

RIGS vs. BBHY — Risk / Return Rank

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

RIGS
RIGS Risk / Return Rank: 2323
Overall Rank
RIGS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RIGS Sortino Ratio Rank: 2020
Sortino Ratio Rank
RIGS Omega Ratio Rank: 2020
Omega Ratio Rank
RIGS Calmar Ratio Rank: 2828
Calmar Ratio Rank
RIGS Martin Ratio Rank: 2424
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 7171
Overall Rank
BBHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7777
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6363
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7979
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.

RIGS vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.


RIGSBBHYDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.24

-0.86

Sortino ratio

Return per unit of downside risk

0.60

1.81

-1.21

Omega ratio

Gain probability vs. loss probability

1.08

1.30

-0.23

Calmar ratio

Return relative to maximum drawdown

0.74

1.68

-0.94

Martin ratio

Return relative to average drawdown

1.87

9.08

-7.21

RIGS vs. BBHY - Sharpe Ratio Comparison

The current RIGS Sharpe Ratio is 0.37, which is lower than the BBHY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of RIGS and BBHY, 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


RIGSBBHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.24

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.55

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.63

-0.17

Correlation

The correlation between RIGS and BBHY 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.


Dividends

RIGS vs. BBHY - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.84%, less than BBHY's 7.14% yield.


TTM20252024202320222021202020192018201720162015
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%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.14%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%

Drawdowns

RIGS vs. BBHY - Drawdown Comparison

The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for RIGS and BBHY.


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Drawdown Indicators


RIGSBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-24.98%

+9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-4.34%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

-15.32%

+6.29%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

Current Drawdown

Current decline from peak

-2.15%

-1.04%

-1.11%

Average Drawdown

Average peak-to-trough decline

-1.60%

-2.41%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

0.80%

+1.25%

Volatility

RIGS vs. BBHY - Volatility Comparison

RiverFront Strategic Income Fund (RIGS) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) have volatilities of 2.20% and 2.19%, 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.


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Volatility by Period


RIGSBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

2.19%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

2.80%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

5.73%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

7.25%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

7.58%

+0.16%