RIGS vs. DBC
RIGS (RiverFront Strategic Income Fund) and DBC (Invesco DB Commodity Index Tracking Fund) are both exchange-traded funds - RIGS is a High Yield Bonds fund actively managed by SS&C, while DBC is a Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. RIGS is actively managed, while DBC is passively managed. Over the past 10 years, RIGS returned 3.15%/yr vs 9.10%/yr for DBC. At a 0.11 correlation, their price movements are largely independent. RIGS charges 0.48%/yr vs 0.85%/yr for DBC.
Performance
RIGS vs. DBC - 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 DBC's 35.47% return. Over the past 10 years, RIGS has underperformed DBC with an annualized return of 3.15%, while DBC has yielded a comparatively higher 9.10% annualized 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%
DBC
- 1D
- 0.56%
- 1M
- -3.32%
- YTD
- 35.47%
- 6M
- 35.36%
- 1Y
- 45.90%
- 3Y*
- 15.09%
- 5Y*
- 12.78%
- 10Y*
- 9.10%
RIGS vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RIGS RiverFront Strategic Income Fund | 0.76% | 4.63% | 4.45% | 6.07% | -5.72% | 1.93% | 3.58% | 7.60% | -0.11% | 4.48% |
DBC Invesco DB Commodity Index Tracking Fund | 35.47% | 8.10% | 2.18% | -6.19% | 19.34% | 41.36% | -7.84% | 11.84% | -11.63% | 4.86% |
Correlation
The correlation between RIGS and DBC is -0.20, 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 | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2013 | 0.11 |
The correlation between RIGS and DBC shifts across timeframes, from -0.20 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RIGS vs. DBC — Risk / Return Rank
RIGS
DBC
RIGS vs. DBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and Invesco DB Commodity Index Tracking Fund (DBC). 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 | DBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.43 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 6.54 | -5.68 |
| Martin ratioReturn relative to average drawdown | 2.06 | 13.91 | -11.85 |
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 | DBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 2.47 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.67 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.51 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.12 | +0.34 |
Drawdowns
RIGS vs. DBC - Drawdown Comparison
The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for RIGS and DBC.
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Drawdown Indicators
| RIGS | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.31% | -76.36% | +61.05% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -7.05% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -5.18% | -13.82% | +8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -9.03% | -27.34% | +18.31% |
Max Drawdown (10Y)Largest decline over 10 years | -15.31% | -41.71% | +26.40% |
Current DrawdownCurrent decline from peak | -1.68% | -21.64% | +19.96% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -46.22% | +44.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 3.31% | -1.41% |
Volatility
RIGS vs. DBC - Volatility Comparison
The current volatility for RiverFront Strategic Income Fund (RIGS) is 1.32%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 6.45%. This indicates that RIGS experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIGS | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 6.45% | -5.13% |
Volatility (6M)Calculated over the trailing 6-month period | 4.74% | 15.75% | -11.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.33% | 18.68% | -9.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.50% | 19.18% | -11.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.75% | 17.81% | -10.06% |
RIGS vs. DBC - Expense Ratio Comparison
RIGS has a 0.48% expense ratio, which is lower than DBC's 0.85% expense ratio.
Dividends
RIGS vs. DBC - Dividend Comparison
RIGS's dividend yield for the trailing twelve months is around 4.88%, more than DBC's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | 2.46% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 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 DBC have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBC has higher volatility (6.45%) compared to RIGS (1.32%). In terms of maximum drawdown, RIGS dropped -15.31% vs DBC's -76.36%.
On 10-year performance, DBC leads with 9.10% vs 3.15% for RIGS. On fees, RIGS is cheaper at 0.48% 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 10-year period, DBC has performed better with a 9.10% return vs 3.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RIGS is cheaper with a 0.48% expense ratio, compared with 0.85% for DBC.
RIGS has the higher dividend yield at 4.88%, compared with 2.46% for DBC.
RIGS is categorized as High Yield Bonds, while DBC is Commodities. They also come from different issuers: SS&C and Invesco. Their fees differ too: 0.48% for RIGS and 0.85% for DBC.
DBC currently has the higher Sharpe Ratio (2.47 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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