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RIGS vs. IDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIGS vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and ALPS International Sector Dividend Dogs ETF (IDOG). 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 IDOG's 14.02% return. Over the past 10 years, RIGS has underperformed IDOG with an annualized return of 3.15%, while IDOG has yielded a comparatively higher 10.99% 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%

IDOG

1D
-0.47%
1M
3.24%
YTD
14.02%
6M
16.64%
1Y
35.52%
3Y*
21.96%
5Y*
13.36%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIGS vs. IDOG - 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%4.48%
IDOG
ALPS International Sector Dividend Dogs ETF
14.02%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%

Correlation

The correlation between RIGS and IDOG is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.22

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2013

0.27

The correlation between RIGS and IDOG shifts across timeframes, from 0.11 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RIGS vs. IDOG — 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

IDOG
IDOG Risk / Return Rank: 8383
Overall Rank
IDOG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 7979
Sortino Ratio Rank
IDOG Omega Ratio Rank: 7676
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDOG Martin Ratio Rank: 8888
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. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and ALPS International Sector Dividend Dogs ETF (IDOG). 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.


RIGSIDOGDifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.09

1.46

-0.36

Calmar ratioReturn relative to maximum drawdown

0.86

5.51

-4.65

Martin ratioReturn relative to average drawdown

2.06

19.31

-17.25

RIGS vs. IDOG - Sharpe Ratio Comparison

The current RIGS Sharpe Ratio is 0.42, which is lower than the IDOG Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of RIGS and IDOG, 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


RIGSIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.68

-2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.86

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.63

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.51

-0.06

Drawdowns

RIGS vs. IDOG - Drawdown Comparison

The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for RIGS and IDOG.


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Drawdown Indicators


RIGSIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-37.32%

+22.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-6.47%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-5.18%

-13.92%

+8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

-25.31%

+16.28%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

-37.32%

+22.01%

Current Drawdown

Current decline from peak

-1.68%

-0.47%

-1.21%

Average Drawdown

Average peak-to-trough decline

-1.60%

-7.93%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.84%

+0.06%

Volatility

RIGS vs. IDOG - Volatility Comparison

The current volatility for RiverFront Strategic Income Fund (RIGS) is 1.32%, while ALPS International Sector Dividend Dogs ETF (IDOG) has a volatility of 4.13%. This indicates that RIGS experiences smaller price fluctuations and is considered to be less risky than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIGSIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

4.13%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

10.09%

-5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

13.33%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

15.61%

-8.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.75%

17.45%

-9.70%

RIGS vs. IDOG - Expense Ratio Comparison

RIGS has a 0.48% expense ratio, which is lower than IDOG's 0.50% expense ratio.


Dividends

RIGS vs. IDOG - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.88%, more than IDOG's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
IDOG
ALPS International Sector Dividend Dogs ETF
3.42%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%
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 IDOG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDOG has higher volatility (4.13%) compared to RIGS (1.32%). In terms of maximum drawdown, RIGS dropped -15.31% vs IDOG's -37.32%.

On 10-year performance, IDOG leads with 10.99% 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, IDOG has performed better with a 10.99% 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 0.50% for IDOG.

RIGS has the higher dividend yield at 4.88%, compared with 3.42% for IDOG.

RIGS is categorized as High Yield Bonds, while IDOG is Foreign Large Cap Equities. Their fees differ too: 0.48% for RIGS and 0.50% for IDOG.

IDOG currently has the higher Sharpe Ratio (2.68 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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