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RIGS vs. BKHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIGS vs. BKHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and BNY Mellon High Yield Beta ETF (BKHY). The values are adjusted to include any dividend payments, if applicable.

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RIGS vs. BKHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RIGS
RiverFront Strategic Income Fund
0.28%4.63%4.45%6.07%-5.72%1.93%9.54%
BKHY
BNY Mellon High Yield Beta ETF
0.00%8.48%8.37%12.40%-10.97%4.75%17.83%

Returns By Period


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%

BKHY

1D
0.33%
1M
-0.70%
YTD
0.00%
6M
1.02%
1Y
7.14%
3Y*
8.32%
5Y*
4.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RIGS vs. BKHY - Expense Ratio Comparison

RIGS has a 0.48% expense ratio, which is higher than BKHY's 0.22% expense ratio.


Return for Risk

RIGS vs. BKHY — 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

BKHY
BKHY Risk / Return Rank: 7070
Overall Rank
BKHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BKHY Sortino Ratio Rank: 6565
Sortino Ratio Rank
BKHY Omega Ratio Rank: 7676
Omega Ratio Rank
BKHY Calmar Ratio Rank: 6464
Calmar Ratio Rank
BKHY Martin Ratio Rank: 7777
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. BKHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and BNY Mellon High Yield Beta ETF (BKHY). 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.


RIGSBKHYDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.24

-0.86

Sortino ratio

Return per unit of downside risk

0.60

1.72

-1.12

Omega ratio

Gain probability vs. loss probability

1.08

1.30

-0.22

Calmar ratio

Return relative to maximum drawdown

0.74

1.75

-1.01

Martin ratio

Return relative to average drawdown

1.87

8.91

-7.04

RIGS vs. BKHY - Sharpe Ratio Comparison

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


RIGSBKHYDifference

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

0.54

-0.25

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

0.87

-0.42

Correlation

The correlation between RIGS and BKHY is 0.47, 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. BKHY - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.84%, less than BKHY's 7.73% 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%
BKHY
BNY Mellon High Yield Beta ETF
7.73%7.33%7.34%8.67%6.59%6.78%4.65%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RIGS vs. BKHY - Drawdown Comparison

The maximum RIGS drawdown since its inception was -15.31%, roughly equal to the maximum BKHY drawdown of -15.89%. Use the drawdown chart below to compare losses from any high point for RIGS and BKHY.


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Drawdown Indicators


RIGSBKHYDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-15.89%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-4.20%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

-15.89%

+6.86%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

Current Drawdown

Current decline from peak

-2.15%

-1.11%

-1.04%

Average Drawdown

Average peak-to-trough decline

-1.60%

-3.05%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

0.83%

+1.22%

Volatility

RIGS vs. BKHY - Volatility Comparison

The current volatility for RiverFront Strategic Income Fund (RIGS) is 2.20%, while BNY Mellon High Yield Beta ETF (BKHY) has a volatility of 2.32%. This indicates that RIGS experiences smaller price fluctuations and is considered to be less risky than BKHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIGSBKHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

2.32%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

2.87%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

5.80%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

7.56%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

7.44%

+0.30%