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RIGS vs. IYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RIGS and IYLD is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

RIGS vs. IYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and iShares Morningstar Multi-Asset Income ETF (IYLD). The values are adjusted to include any dividend payments, if applicable.

38.00%40.00%42.00%44.00%46.00%NovemberDecember2025FebruaryMarchApril
43.61%
46.26%
RIGS
IYLD

Key characteristics

Sharpe Ratio

RIGS:

0.74

IYLD:

1.28

Sortino Ratio

RIGS:

1.16

IYLD:

1.79

Omega Ratio

RIGS:

1.15

IYLD:

1.26

Calmar Ratio

RIGS:

1.31

IYLD:

1.00

Martin Ratio

RIGS:

4.46

IYLD:

4.75

Ulcer Index

RIGS:

1.52%

IYLD:

1.71%

Daily Std Dev

RIGS:

9.18%

IYLD:

6.37%

Max Drawdown

RIGS:

-15.31%

IYLD:

-30.23%

Current Drawdown

RIGS:

-1.58%

IYLD:

-0.32%

Returns By Period

In the year-to-date period, RIGS achieves a 0.82% return, which is significantly lower than IYLD's 4.76% return. Over the past 10 years, RIGS has outperformed IYLD with an annualized return of 2.86%, while IYLD has yielded a comparatively lower 2.43% annualized return.


RIGS

YTD

0.82%

1M

0.41%

6M

1.99%

1Y

7.24%

5Y*

3.24%

10Y*

2.86%

IYLD

YTD

4.76%

1M

0.49%

6M

1.94%

1Y

8.46%

5Y*

4.66%

10Y*

2.43%

*Annualized

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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.


Expense ratio chart for IYLD: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYLD: 0.60%
Expense ratio chart for RIGS: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RIGS: 0.48%

Risk-Adjusted Performance

RIGS vs. IYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RIGS
The Risk-Adjusted Performance Rank of RIGS is 7676
Overall Rank
The Sharpe Ratio Rank of RIGS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of RIGS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of RIGS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of RIGS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of RIGS is 8282
Martin Ratio Rank

IYLD
The Risk-Adjusted Performance Rank of IYLD is 8585
Overall Rank
The Sharpe Ratio Rank of IYLD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IYLD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IYLD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of IYLD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IYLD is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RIGS vs. IYLD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for RIGS, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.00
RIGS: 0.74
IYLD: 1.28
The chart of Sortino ratio for RIGS, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.00
RIGS: 1.16
IYLD: 1.79
The chart of Omega ratio for RIGS, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
RIGS: 1.15
IYLD: 1.26
The chart of Calmar ratio for RIGS, currently valued at 1.31, compared to the broader market0.002.004.006.008.0010.0012.00
RIGS: 1.31
IYLD: 1.00
The chart of Martin ratio for RIGS, currently valued at 4.46, compared to the broader market0.0020.0040.0060.00
RIGS: 4.46
IYLD: 4.75

The current RIGS Sharpe Ratio is 0.74, which is lower than the IYLD Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of RIGS and IYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.74
1.28
RIGS
IYLD

Dividends

RIGS vs. IYLD - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.70%, less than IYLD's 4.97% yield.


TTM20242023202220212020201920182017201620152014
RIGS
RiverFront Strategic Income Fund
4.70%4.49%3.48%2.71%2.47%3.44%3.87%4.54%4.45%4.46%3.61%3.31%
IYLD
iShares Morningstar Multi-Asset Income ETF
4.97%5.32%5.76%5.45%3.47%4.38%5.24%5.78%4.22%4.84%5.26%6.33%

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. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.58%
-0.32%
RIGS
IYLD

Volatility

RIGS vs. IYLD - Volatility Comparison

RiverFront Strategic Income Fund (RIGS) and iShares Morningstar Multi-Asset Income ETF (IYLD) have volatilities of 4.51% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
4.51%
4.38%
RIGS
IYLD