RIGS vs. BSJO

Last updated Apr 2, 2026

Compare and contrast key facts about RiverFront Strategic Income Fund (RIGS) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO).

RIGS and BSJO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RIGS is an actively managed fund by SS&C. It was launched on Oct 9, 2013. BSJO is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. It was launched on Sep 14, 2016.

Performance

RIGS vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

RIGS vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
RIGS RiverFront Strategic Income Fund	-0.70%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

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%

BSJO

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RIGS vs. BSJO - Expense Ratio Comparison

RIGS has a 0.48% expense ratio, which is higher than BSJO's 0.42% expense ratio.

RIGS

RiverFront Strategic Income Fund

BSJO

Invesco BulletShares 2024 High Yield Corporate Bond ETF

Return for Risk

RIGS vs. BSJO — Risk / Return Rank

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

RIGS

RIGS Risk / Return Rank: 23
RIGS Sharpe Ratio Rank: 21
RIGS Sortino Ratio Rank: 20
RIGS Omega Ratio Rank: 20
RIGS Calmar Ratio Rank: 28
RIGS Martin Ratio Rank: 24

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. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.

	RIGS	BSJO	Difference
Sharpe ratio Return per unit of total volatility	0.37	—	—
Sortino ratio Return per unit of downside risk	0.60	—	—
Omega ratio Gain probability vs. loss probability	1.08	—	—
Calmar ratio Return relative to maximum drawdown	0.74	—	—
Martin ratio Return relative to average drawdown	1.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RIGS	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	—	—
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	—	—

Dividends

RIGS vs. BSJO - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.84%, while BSJO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

RIGS vs. BSJO - Drawdown Comparison

The maximum RIGS drawdown since its inception was -15.31%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for RIGS and BSJO.

Drawdown Indicators

	RIGS	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-15.31%	0.00%	-15.31%
Max Drawdown (1Y) Largest decline over 1 year	-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	-2.15%	0.00%	-2.15%
Average Drawdown Average peak-to-trough decline	-1.60%	0.00%	-1.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	—	—

Volatility

Volatility by Period

	RIGS	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.15%	0.00%	+10.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.47%	0.00%	+7.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.74%	0.00%	+7.74%