RIGS vs. BSJR
RIGS (RiverFront Strategic Income Fund) and BSJR (Invesco BulletShares 2027 High Yield Corporate Bond ETF) are both High Yield Bonds funds. RIGS is actively managed, while BSJR is passively managed. Over the past 5 years, RIGS returned 2.13%/yr vs 3.37%/yr for BSJR. At a 0.43 correlation, their price movements are largely independent. RIGS charges 0.48%/yr vs 0.42%/yr for BSJR.
Performance
RIGS vs. BSJR - Performance Comparison
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Returns By Period
In the year-to-date period, RIGS achieves a 0.76% return, which is significantly lower than BSJR's 1.11% return.
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%
BSJR
- 1D
- -0.09%
- 1M
- 0.05%
- YTD
- 1.11%
- 6M
- 1.70%
- 1Y
- 4.78%
- 3Y*
- 7.78%
- 5Y*
- 3.37%
- 10Y*
- —
RIGS vs. BSJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RIGS RiverFront Strategic Income Fund | 0.76% | 4.63% | 4.45% | 6.07% | -5.72% | 1.93% | 3.58% | 1.08% |
BSJR Invesco BulletShares 2027 High Yield Corporate Bond ETF | 1.11% | 7.41% | 7.15% | 11.91% | -11.35% | 3.60% | 5.69% | 3.00% |
Correlation
The correlation between RIGS and BSJR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019 | 0.43 |
The correlation between RIGS and BSJR shifts across timeframes, from 0.24 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RIGS vs. BSJR — Risk / Return Rank
RIGS
BSJR
RIGS vs. BSJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR). 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 | BSJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.45 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 4.13 | -3.27 |
| Martin ratioReturn relative to average drawdown | 2.06 | 19.02 | -16.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RIGS | BSJR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 2.27 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.50 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.43 | +0.03 |
Drawdowns
RIGS vs. BSJR - Drawdown Comparison
The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum BSJR drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for RIGS and BSJR.
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Drawdown Indicators
| RIGS | BSJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.31% | -22.58% | +7.27% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -1.16% | -3.39% |
Max Drawdown (3Y)Largest decline over 3 years | -5.18% | -3.15% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -9.03% | -16.37% | +7.34% |
Max Drawdown (10Y)Largest decline over 10 years | -15.31% | — | — |
Current DrawdownCurrent decline from peak | -1.68% | -0.27% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -3.25% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 0.25% | +1.65% |
Volatility
RIGS vs. BSJR - Volatility Comparison
RiverFront Strategic Income Fund (RIGS) has a higher volatility of 1.32% compared to Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) at 0.57%. This indicates that RIGS's price experiences larger fluctuations and is considered to be riskier than BSJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIGS | BSJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 0.57% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 4.74% | 1.45% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.33% | 2.12% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.50% | 6.73% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.75% | 9.37% | -1.62% |
RIGS vs. BSJR - Expense Ratio Comparison
RIGS has a 0.48% expense ratio, which is higher than BSJR's 0.42% expense ratio.
Dividends
RIGS vs. BSJR - Dividend Comparison
RIGS's dividend yield for the trailing twelve months is around 4.88%, less than BSJR's 5.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSJR Invesco BulletShares 2027 High Yield Corporate Bond ETF | 5.75% | 6.19% | 6.75% | 6.48% | 5.37% | 4.49% | 4.53% | 1.20% | 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
RIGS and BSJR 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.
RIGS has higher volatility (1.32%) compared to BSJR (0.57%). In terms of maximum drawdown, RIGS dropped -15.31% vs BSJR's -22.58%.
On 5-year performance, BSJR leads with 3.37% vs 2.13% for RIGS. On fees, BSJR is cheaper at 0.42% per year. On volatility, BSJR has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BSJR has performed better with a 3.37% return vs 2.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSJR is cheaper with a 0.42% expense ratio, compared with 0.48% for RIGS.
BSJR has the higher dividend yield at 5.75%, compared with 4.88% for RIGS.
They also come from different issuers: SS&C and Invesco. Their fees differ too: 0.48% for RIGS and 0.42% for BSJR.
BSJR currently has the higher Sharpe Ratio (2.27 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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