RIGS vs. JPHY
RIGS (RiverFront Strategic Income Fund) and JPHY (JPMorgan High Yield Research Enhanced ETF) are both High Yield Bonds funds. Both are actively managed. At a 0.24 correlation, their price movements are largely independent. RIGS charges 0.48%/yr vs 0.24%/yr for JPHY.
Performance
RIGS vs. JPHY - Performance Comparison
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Returns By Period
In the year-to-date period, RIGS achieves a 0.76% return, which is significantly lower than JPHY's 2.07% 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%
JPHY
- 1D
- -0.09%
- 1M
- 0.44%
- YTD
- 2.07%
- 6M
- 2.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RIGS vs. JPHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RIGS RiverFront Strategic Income Fund | 0.76% | 2.20% |
JPHY JPMorgan High Yield Research Enhanced ETF | 2.07% | 4.00% |
Correlation
The correlation between RIGS and JPHY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.24 |
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Return for Risk
RIGS vs. JPHY — Risk / Return Rank
RIGS
JPHY
RIGS vs. JPHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and JPMorgan High Yield Research Enhanced ETF (JPHY). 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 | JPHY | Difference | |
|---|---|---|---|
| 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 | — | — |
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 | JPHY | Difference | |
|---|---|---|---|
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 | 2.17 | -1.71 |
Drawdowns
RIGS vs. JPHY - Drawdown Comparison
The maximum RIGS drawdown since its inception was -15.31%, which is greater than JPHY's maximum drawdown of -1.65%. Use the drawdown chart below to compare losses from any high point for RIGS and JPHY.
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Drawdown Indicators
| RIGS | JPHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.31% | -1.65% | -13.66% |
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 DrawdownCurrent decline from peak | -1.68% | -0.09% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -0.21% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | — | — |
Volatility
RIGS vs. JPHY - Volatility Comparison
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Volatility by Period
| RIGS | JPHY | Difference | |
|---|---|---|---|
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% | 3.04% | +6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.50% | 3.04% | +4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.75% | 3.04% | +4.71% |
RIGS vs. JPHY - Expense Ratio Comparison
RIGS has a 0.48% expense ratio, which is higher than JPHY's 0.24% expense ratio.
Dividends
RIGS vs. JPHY - Dividend Comparison
RIGS's dividend yield for the trailing twelve months is around 4.88%, less than JPHY's 5.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPHY JPMorgan High Yield Research Enhanced ETF | 5.92% | 3.32% | 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
RIGS and JPHY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPHY is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPHY is cheaper with a 0.24% expense ratio, compared with 0.48% for RIGS.
JPHY has the higher dividend yield at 5.92%, compared with 4.88% for RIGS.
They also come from different issuers: SS&C and JPMorgan. Their fees differ too: 0.48% for RIGS and 0.24% for JPHY.
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