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RIGS vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIGS vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIGS achieves a 0.76% return, which is significantly lower than COMB's 26.81% 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%

COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIGS vs. COMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIGS
RiverFront Strategic Income Fund
0.76%4.63%4.45%6.07%-5.72%1.93%3.58%7.60%-0.11%1.76%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%

Correlation

The correlation between RIGS and COMB is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.19

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.06

The correlation between RIGS and COMB shifts across timeframes, from -0.19 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RIGS vs. COMB — Risk / Return Rank

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

RIGS
RIGS Risk / Return Rank: 1717
Overall Rank
RIGS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RIGS Sortino Ratio Rank: 1414
Sortino Ratio Rank
RIGS Omega Ratio Rank: 1515
Omega Ratio Rank
RIGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
RIGS Martin Ratio Rank: 1919
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
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. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


RIGSCOMBDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

1.09

1.41

-0.32

Calmar ratioReturn relative to maximum drawdown

0.86

5.08

-4.22

Martin ratioReturn relative to average drawdown

2.06

13.24

-11.18

RIGS vs. COMB - Sharpe Ratio Comparison

The current RIGS Sharpe Ratio is 0.42, which is lower than the COMB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of RIGS and COMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RIGSCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.29

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.68

-0.39

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

0.52

-0.07

Drawdowns

RIGS vs. COMB - Drawdown Comparison

The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for RIGS and COMB.


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Drawdown Indicators


RIGSCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-33.50%

+18.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-7.69%

+3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-5.18%

-11.35%

+6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

-26.63%

+17.60%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

Current Drawdown

Current decline from peak

-1.68%

-4.35%

+2.67%

Average Drawdown

Average peak-to-trough decline

-1.60%

-12.06%

+10.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.94%

-1.04%

Volatility

RIGS vs. COMB - Volatility Comparison

The current volatility for RiverFront Strategic Income Fund (RIGS) is 1.32%, while GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) has a volatility of 5.14%. This indicates that RIGS experiences smaller price fluctuations and is considered to be less risky than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIGSCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

5.14%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

14.99%

-10.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

17.02%

-7.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

16.70%

-9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.75%

15.13%

-7.38%

RIGS vs. COMB - Expense Ratio Comparison

RIGS has a 0.48% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

RIGS vs. COMB - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.88%, less than COMB's 7.14% yield.


PositionTTM20252024202320222021202020192018201720162015
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%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 COMB have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMB has higher volatility (5.14%) compared to RIGS (1.32%). In terms of maximum drawdown, RIGS dropped -15.31% vs COMB's -33.50%.

On 5-year performance, COMB leads with 11.27% vs 2.13% for RIGS. On fees, COMB is cheaper at 0.25% per year. On volatility, RIGS has been the lower-risk option at 1.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 11.27% return vs 2.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 0.48% for RIGS.

COMB has the higher dividend yield at 7.14%, compared with 4.88% for RIGS.

RIGS is categorized as High Yield Bonds, while COMB is Commodities. They also come from different issuers: SS&C and GraniteShares. Their fees differ too: 0.48% for RIGS and 0.25% for COMB.

COMB currently has the higher Sharpe Ratio (2.29 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.

Portfolio Optimizer

Find the right allocation for RIGS and COMB

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