RIGS vs. IYLD
Compare and contrast key facts about RiverFront Strategic Income Fund (RIGS) and iShares Morningstar Multi-Asset Income ETF (IYLD).
RIGS and IYLD 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. IYLD is a passively managed fund by iShares that tracks the performance of the Morningstar Multi-Asset High Income Index. It was launched on Apr 5, 2012.
Performance
RIGS vs. IYLD - Performance Comparison
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RIGS vs. IYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RIGS RiverFront Strategic Income Fund | 0.28% | 4.63% | 4.45% | 6.07% | -5.72% | 1.93% | 3.58% | 7.60% | -0.11% | 4.48% |
IYLD iShares Morningstar Multi-Asset Income ETF | 2.45% | 15.44% | 2.00% | 12.55% | -16.80% | 3.37% | -1.18% | 15.82% | -4.77% | 10.90% |
Returns By Period
In the year-to-date period, RIGS achieves a 0.28% return, which is significantly lower than IYLD's 2.45% return. Over the past 10 years, RIGS has underperformed IYLD with an annualized return of 3.30%, while IYLD has yielded a comparatively higher 4.04% annualized return.
RIGS
- 1D
- -0.01%
- 1M
- -0.27%
- YTD
- 0.28%
- 6M
- 2.52%
- 1Y
- 3.77%
- 3Y*
- 4.32%
- 5Y*
- 2.17%
- 10Y*
- 3.30%
IYLD
- 1D
- 0.46%
- 1M
- -1.92%
- YTD
- 2.45%
- 6M
- 5.08%
- 1Y
- 13.61%
- 3Y*
- 10.00%
- 5Y*
- 3.49%
- 10Y*
- 4.04%
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RIGS vs. IYLD - Expense Ratio Comparison
RIGS has a 0.48% expense ratio, which is lower than IYLD's 0.60% expense ratio.
Return for Risk
RIGS vs. IYLD — Risk / Return Rank
RIGS
IYLD
RIGS vs. IYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and iShares Morningstar Multi-Asset Income ETF (IYLD). 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 | IYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 2.01 | -1.64 |
Sortino ratioReturn per unit of downside risk | 0.60 | 2.75 | -2.14 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.42 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 3.02 | -2.28 |
Martin ratioReturn relative to average drawdown | 1.87 | 11.37 | -9.51 |
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 | IYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 2.01 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.45 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.42 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.48 | -0.03 |
Correlation
The correlation between RIGS and IYLD is 0.39, 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. IYLD - Dividend Comparison
RIGS's dividend yield for the trailing twelve months is around 4.84%, more than IYLD's 4.58% 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% |
IYLD iShares Morningstar Multi-Asset Income ETF | 4.58% | 4.72% | 5.32% | 5.76% | 5.45% | 3.47% | 4.38% | 5.25% | 5.78% | 4.22% | 4.84% | 5.26% |
Drawdowns
RIGS vs. IYLD - Drawdown Comparison
The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum IYLD drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for RIGS and IYLD.
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Drawdown Indicators
| RIGS | IYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.31% | -30.23% | +14.92% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -4.63% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -9.03% | -22.57% | +13.54% |
Max Drawdown (10Y)Largest decline over 10 years | -15.31% | -30.23% | +14.92% |
Current DrawdownCurrent decline from peak | -2.15% | -2.92% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -4.58% | +2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.23% | +0.82% |
Volatility
RIGS vs. IYLD - Volatility Comparison
The current volatility for RiverFront Strategic Income Fund (RIGS) is 2.20%, while iShares Morningstar Multi-Asset Income ETF (IYLD) has a volatility of 2.75%. This indicates that RIGS experiences smaller price fluctuations and is considered to be less risky than IYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIGS | IYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 2.75% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 6.17% | 4.54% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.15% | 6.80% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.47% | 7.83% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.74% | 9.56% | -1.82% |