RIGS vs. IBHE
Compare and contrast key facts about RiverFront Strategic Income Fund (RIGS) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE).
RIGS and IBHE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RIGS is an actively managed fund by SS&C. It was launched on Oct 9, 2013. IBHE is a passively managed fund by iShares that tracks the performance of the Bloomberg 2025 Term High Yield and Income Index. It was launched on May 7, 2019.
Performance
RIGS vs. IBHE - Performance Comparison
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RIGS vs. IBHE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RIGS RiverFront Strategic Income Fund | 0.29% | 4.63% | 4.45% | 6.07% | -5.72% | 1.93% | 3.58% | 3.20% |
IBHE iShares iBonds 2025 Term High Yield & Income ETF | 0.00% | 4.45% | 7.62% | 10.32% | -4.08% | 4.40% | 4.16% | 5.91% |
Returns By Period
RIGS
- 1D
- 1.20%
- 1M
- -1.32%
- YTD
- 0.29%
- 6M
- 0.52%
- 1Y
- 3.83%
- 3Y*
- 4.32%
- 5Y*
- 2.17%
- 10Y*
- 3.30%
IBHE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.86%
- 1Y
- 3.31%
- 3Y*
- 6.40%
- 5Y*
- 4.09%
- 10Y*
- —
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RIGS vs. IBHE - Expense Ratio Comparison
RIGS has a 0.48% expense ratio, which is higher than IBHE's 0.35% expense ratio.
Return for Risk
RIGS vs. IBHE — Risk / Return Rank
RIGS
IBHE
RIGS vs. IBHE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). 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 | IBHE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 2.96 | -2.58 |
Sortino ratioReturn per unit of downside risk | 0.61 | 4.18 | -3.57 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.98 | -0.90 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 5.52 | -4.86 |
Martin ratioReturn relative to average drawdown | 1.68 | 51.15 | -49.47 |
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 | IBHE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 2.96 | -2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.87 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.41 | +0.04 |
Correlation
The correlation between RIGS and IBHE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RIGS vs. IBHE - Dividend Comparison
RIGS's dividend yield for the trailing twelve months is around 4.84%, more than IBHE's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIGS RiverFront Strategic Income Fund | 4.84% | 4.84% | 4.49% | 3.48% | 2.71% | 2.47% | 3.77% | 3.87% | 4.54% | 4.45% | 4.46% | 3.61% |
IBHE iShares iBonds 2025 Term High Yield & Income ETF | 3.60% | 4.53% | 6.92% | 7.17% | 5.77% | 4.84% | 5.74% | 3.73% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RIGS vs. IBHE - Drawdown Comparison
The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum IBHE drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for RIGS and IBHE.
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Drawdown Indicators
| RIGS | IBHE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.31% | -26.91% | +11.60% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -0.73% | -4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -9.03% | -8.51% | -0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -15.31% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | 0.00% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -1.46% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 0.08% | +1.96% |
Volatility
RIGS vs. IBHE - Volatility Comparison
RiverFront Strategic Income Fund (RIGS) has a higher volatility of 2.34% compared to iShares iBonds 2025 Term High Yield & Income ETF (IBHE) at 0.00%. This indicates that RIGS's price experiences larger fluctuations and is considered to be riskier than IBHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIGS | IBHE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 0.00% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.17% | 0.49% | +5.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 1.33% | +8.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.47% | 4.90% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.75% | 11.68% | -3.93% |