PortfoliosLab logoPortfoliosLab logo
RIGS vs. YLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIGS vs. YLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Strategic Income Fund (RIGS) and Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RIGS vs. YLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIGS
RiverFront Strategic Income Fund
0.29%4.63%4.45%6.07%-5.72%1.93%3.58%7.60%-0.11%4.48%
YLD
Principal Active High Yield ETF
0.96%6.55%9.19%12.93%-8.78%9.17%1.50%13.58%-3.30%9.12%

Returns By Period

In the year-to-date period, RIGS achieves a 0.29% return, which is significantly lower than YLD's 0.96% return. Over the past 10 years, RIGS has underperformed YLD with an annualized return of 3.30%, while YLD has yielded a comparatively higher 5.97% annualized return.


RIGS

1D
1.20%
1M
-1.32%
YTD
0.29%
6M
0.52%
1Y
3.83%
3Y*
4.32%
5Y*
2.17%
10Y*
3.30%

YLD

1D
1.17%
1M
-0.31%
YTD
0.96%
6M
1.18%
1Y
6.99%
3Y*
8.54%
5Y*
4.95%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RIGS vs. YLD - Expense Ratio Comparison

RIGS has a 0.48% expense ratio, which is higher than YLD's 0.39% expense ratio.


Return for Risk

RIGS vs. YLD — Risk / Return Rank

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

RIGS
RIGS Risk / Return Rank: 2424
Overall Rank
RIGS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RIGS Sortino Ratio Rank: 2222
Sortino Ratio Rank
RIGS Omega Ratio Rank: 2121
Omega Ratio Rank
RIGS Calmar Ratio Rank: 2828
Calmar Ratio Rank
RIGS Martin Ratio Rank: 2323
Martin Ratio Rank

YLD
YLD Risk / Return Rank: 6767
Overall Rank
YLD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 6464
Sortino Ratio Rank
YLD Omega Ratio Rank: 7070
Omega Ratio Rank
YLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
YLD Martin Ratio Rank: 7878
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. YLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and Principal Active High Yield ETF (YLD). 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.


RIGSYLDDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.08

-0.70

Sortino ratio

Return per unit of downside risk

0.61

1.60

-0.98

Omega ratio

Gain probability vs. loss probability

1.08

1.25

-0.17

Calmar ratio

Return relative to maximum drawdown

0.66

1.56

-0.89

Martin ratio

Return relative to average drawdown

1.68

8.21

-6.53

RIGS vs. YLD - Sharpe Ratio Comparison

The current RIGS Sharpe Ratio is 0.38, which is lower than the YLD Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of RIGS and YLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RIGSYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.08

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.78

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.73

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.63

-0.18

Correlation

The correlation between RIGS and YLD is 0.30, 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. YLD - Dividend Comparison

RIGS's dividend yield for the trailing twelve months is around 4.84%, less than YLD's 7.30% yield.


TTM20252024202320222021202020192018201720162015
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%
YLD
Principal Active High Yield ETF
7.30%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Drawdowns

RIGS vs. YLD - Drawdown Comparison

The maximum RIGS drawdown since its inception was -15.31%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for RIGS and YLD.


Loading graphics...

Drawdown Indicators


RIGSYLDDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-28.34%

+13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-4.42%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

-13.89%

+4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

-28.34%

+13.03%

Current Drawdown

Current decline from peak

-2.14%

-0.77%

-1.37%

Average Drawdown

Average peak-to-trough decline

-1.59%

-2.74%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.84%

+1.20%

Volatility

RIGS vs. YLD - Volatility Comparison

RiverFront Strategic Income Fund (RIGS) and Principal Active High Yield ETF (YLD) have volatilities of 2.34% and 2.39%, 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.


Loading graphics...

Volatility by Period


RIGSYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

2.39%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

3.40%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

10.16%

6.50%

+3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

6.38%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.75%

8.26%

-0.51%