RIGS vs. LDRH
RIGS (RiverFront Strategic Income Fund) and LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) are both High Yield Bonds funds. RIGS is actively managed, while LDRH is passively managed. Over the past year, RIGS returned 3.91% vs 6.43% for LDRH. At a 0.27 correlation, their price movements are largely independent. RIGS charges 0.48%/yr vs 0.35%/yr for LDRH.
Performance
RIGS vs. LDRH - 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 LDRH's 1.79% 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%
LDRH
- 1D
- -0.20%
- 1M
- 0.18%
- YTD
- 1.79%
- 6M
- 2.28%
- 1Y
- 6.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RIGS vs. LDRH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RIGS RiverFront Strategic Income Fund | 0.76% | 4.63% | 1.11% |
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 1.79% | 7.18% | 0.21% |
Correlation
The correlation between RIGS and LDRH is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.27 |
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Return for Risk
RIGS vs. LDRH — Risk / Return Rank
RIGS
LDRH
RIGS vs. LDRH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH). 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 | LDRH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.49 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 5.24 | -4.38 |
| Martin ratioReturn relative to average drawdown | 2.06 | 21.81 | -19.75 |
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 | LDRH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 2.48 | -2.06 |
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 | 1.69 | -1.23 |
Drawdowns
RIGS vs. LDRH - Drawdown Comparison
The maximum RIGS drawdown since its inception was -15.31%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for RIGS and LDRH.
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Drawdown Indicators
| RIGS | LDRH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.31% | -3.17% | -12.14% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -1.23% | -3.32% |
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% | -0.20% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -0.24% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 0.30% | +1.60% |
Volatility
RIGS vs. LDRH - Volatility Comparison
RiverFront Strategic Income Fund (RIGS) has a higher volatility of 1.32% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 0.69%. This indicates that RIGS's price experiences larger fluctuations and is considered to be riskier than LDRH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIGS | LDRH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 0.69% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 4.74% | 1.97% | +2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.33% | 2.61% | +6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.50% | 3.52% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.75% | 3.52% | +4.23% |
RIGS vs. LDRH - Expense Ratio Comparison
RIGS has a 0.48% expense ratio, which is higher than LDRH's 0.35% expense ratio.
Dividends
RIGS vs. LDRH - Dividend Comparison
RIGS's dividend yield for the trailing twelve months is around 4.88%, less than LDRH's 7.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 7.00% | 6.41% | 1.13% | 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 LDRH have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RIGS has higher volatility (1.32%) compared to LDRH (0.69%). In terms of maximum drawdown, RIGS dropped -15.31% vs LDRH's -3.17%.
On 1-year performance, LDRH leads with 6.43% vs 3.91% for RIGS. On fees, LDRH is cheaper at 0.35% per year. On volatility, LDRH has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRH has performed better with a 6.43% return vs 3.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRH is cheaper with a 0.35% expense ratio, compared with 0.48% for RIGS.
LDRH has the higher dividend yield at 7.00%, compared with 4.88% for RIGS.
They also come from different issuers: SS&C and iShares. Their fees differ too: 0.48% for RIGS and 0.35% for LDRH.
LDRH currently has the higher Sharpe Ratio (2.48 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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