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RIGS vs. IBHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIGS vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIGS vs. IBHD - Yearly Performance Comparison


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Return for Risk

RIGS vs. IBHD — 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

IBHD
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. IBHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


RIGSIBHDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.86

Martin ratioReturn relative to average drawdown

2.06

RIGS vs. IBHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RIGSIBHDDifference

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

Drawdowns

RIGS vs. IBHD - Drawdown Comparison

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


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Drawdown Indicators


RIGSIBHDDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

0.00%

-15.31%

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%

0.00%

-1.68%

Average Drawdown

Average peak-to-trough decline

-1.60%

0.00%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

Volatility

RIGS vs. IBHD - Volatility Comparison


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Volatility by Period


RIGSIBHDDifference

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%

0.00%

+9.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

0.00%

+7.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.75%

0.00%

+7.75%

RIGS vs. IBHD - Expense Ratio Comparison

RIGS has a 0.48% expense ratio, which is higher than IBHD's 0.35% expense ratio.


Dividends

RIGS vs. IBHD - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.88%, while IBHD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBHD
iShares iBonds 2024 Term High Yield & Income 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%
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


On fees, IBHD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBHD is cheaper with a 0.35% expense ratio, compared with 0.48% for RIGS.

RIGS has the higher dividend yield at 4.88%, compared with 0.00% for IBHD.

They also come from different issuers: SS&C and iShares. Their fees differ too: 0.48% for RIGS and 0.35% for IBHD.

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