RIGS vs. DADS

Last updated Jun 4, 2026

RIGS (RiverFront Strategic Income Fund) and DADS (Digital Asset Debt Strategy ETF) are both High Yield Bonds funds. Both are actively managed. At a 0.07 correlation, their price movements are largely independent. RIGS charges 0.48%/yr vs 1.04%/yr for DADS.

Performance

RIGS vs. DADS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and Digital Asset Debt Strategy ETF (DADS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RIGS achieves a 0.76% return, which is significantly lower than DADS's 15.40% 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%

DADS

• 1D: -0.98%
• 1M: 6.05%
• YTD: 15.40%
• 6M: 10.95%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RIGS vs. DADS - Yearly Performance Comparison

	2026 (YTD)	2025
RIGS RiverFront Strategic Income Fund	0.76%	1.81%
DADS Digital Asset Debt Strategy ETF	15.40%	-3.41%

Correlation

The correlation between RIGS and DADS is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 6, 2025	0.07

Return for Risk

RIGS vs. DADS — Risk / Return Rank

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

RIGS

RIGS Risk / Return Rank: 17
RIGS Sharpe Ratio Rank: 15
RIGS Sortino Ratio Rank: 14
RIGS Omega Ratio Rank: 15
RIGS Calmar Ratio Rank: 20
RIGS Martin Ratio Rank: 19

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. DADS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and Digital Asset Debt Strategy ETF (DADS). 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	DADS	Difference
Sharpe ratio Return per unit of total volatility	0.42	—	—
Sortino ratio Return per unit of downside risk	0.66	—	—
Omega ratio Gain probability vs. loss probability	1.09	—	—
Calmar ratio Return relative to maximum drawdown	0.86	—	—
Martin ratio Return relative to average drawdown	2.06	—	—
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	DADS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	—	—
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	0.81	-0.35

Drawdowns

RIGS vs. DADS - Drawdown Comparison

The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum DADS drawdown of -17.07%. Use the drawdown chart below to compare losses from any high point for RIGS and DADS.

Drawdown Indicators

	RIGS	DADS	Difference
Max Drawdown Largest peak-to-trough decline	-15.31%	-17.07%	+1.76%
Max Drawdown (1Y) Largest decline over 1 year	-4.55%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-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	-1.68%	-1.90%	+0.22%
Average Drawdown Average peak-to-trough decline	-1.60%	-7.66%	+6.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	—	—

Volatility

Volatility by Period

	RIGS	DADS	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.33%	17.59%	-8.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.50%	17.59%	-10.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.75%	17.59%	-9.84%

RIGS vs. DADS - Expense Ratio Comparison

RIGS has a 0.48% expense ratio, which is lower than DADS's 1.04% expense ratio.

Dividends

RIGS vs. DADS - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.88%, more than DADS's 2.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DADS Digital Asset Debt Strategy ETF	2.74%	1.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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

Can I hold both RIGS and DADS in my portfolio?

RIGS and DADS have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RIGS or DADS?

On fees, RIGS is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RIGS or DADS?

RIGS is cheaper with a 0.48% expense ratio, compared with 1.04% for DADS.

Which ETF pays a higher dividend yield, RIGS or DADS?

RIGS has the higher dividend yield at 4.88%, compared with 2.74% for DADS.

What is the main difference between RIGS and DADS?

They also come from different issuers: SS&C and Alphabit. Their fees differ too: 0.48% for RIGS and 1.04% for DADS.