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RNHIX vs. RNSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNHIX vs. RNSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverNorth/Oaktree High Income Fund (RNHIX) and RiverNorth Doubleline Strategic Income Fund (RNSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RNHIX achieves a 1.19% return, which is significantly higher than RNSIX's 0.78% return. Over the past 10 years, RNHIX has outperformed RNSIX with an annualized return of 4.75%, while RNSIX has yielded a comparatively lower 3.78% annualized return.


RNHIX

1D
0.00%
1M
0.61%
YTD
1.19%
6M
1.57%
1Y
5.46%
3Y*
7.59%
5Y*
4.38%
10Y*
4.75%

RNSIX

1D
0.23%
1M
0.66%
YTD
0.78%
6M
1.10%
1Y
5.40%
3Y*
7.15%
5Y*
2.28%
10Y*
3.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNHIX vs. RNSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RNHIX
RiverNorth/Oaktree High Income Fund
1.19%6.93%7.40%12.31%-6.60%3.97%2.90%11.17%-2.22%5.48%
RNSIX
RiverNorth Doubleline Strategic Income Fund
0.78%7.59%7.29%9.18%-12.68%3.66%6.03%11.96%-1.28%4.23%

Correlation

The correlation between RNHIX and RNSIX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.55

The correlation between RNHIX and RNSIX has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

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Return for Risk

RNHIX vs. RNSIX — Risk / Return Rank

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

RNHIX
RNHIX Risk / Return Rank: 5555
Overall Rank
RNHIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RNHIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
RNHIX Omega Ratio Rank: 6666
Omega Ratio Rank
RNHIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
RNHIX Martin Ratio Rank: 5151
Martin Ratio Rank

RNSIX
RNSIX Risk / Return Rank: 5555
Overall Rank
RNSIX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RNSIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
RNSIX Omega Ratio Rank: 5959
Omega Ratio Rank
RNSIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
RNSIX Martin Ratio Rank: 4848
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.

RNHIX vs. RNSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverNorth/Oaktree High Income Fund (RNHIX) and RiverNorth Doubleline Strategic Income Fund (RNSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RNHIXRNSIXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.41

1.39

+0.02

Calmar ratioReturn relative to maximum drawdown

2.20

2.70

-0.50

Martin ratioReturn relative to average drawdown

9.90

9.39

+0.51

RNHIX vs. RNSIX - Sharpe Ratio Comparison

The current RNHIX Sharpe Ratio is 1.99, which is comparable to the RNSIX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of RNHIX and RNSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RNHIX vs. RNSIX - Drawdown Comparison

The maximum RNHIX drawdown since its inception was -22.43%, which is greater than RNSIX's maximum drawdown of -16.08%. Use the drawdown chart below to compare losses from any high point for RNHIX and RNSIX.


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Drawdown Indicators


RNHIXRNSIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.43%

-16.08%

-6.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-2.05%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-3.61%

-5.14%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-10.62%

-16.08%

+5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

-16.08%

-6.35%

Current Drawdown

Current decline from peak

-0.23%

-0.33%

+0.10%

Average Drawdown

Average peak-to-trough decline

-1.55%

-2.07%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.59%

-0.04%

Volatility

RNHIX vs. RNSIX - Volatility Comparison

RiverNorth/Oaktree High Income Fund (RNHIX) and RiverNorth Doubleline Strategic Income Fund (RNSIX) have volatilities of 0.85% and 0.89%, 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.


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Volatility by Period


RNHIXRNSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.89%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

2.08%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

2.75%

2.79%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.70%

4.45%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

4.49%

+0.34%

RNHIX vs. RNSIX - Expense Ratio Comparison

RNHIX has a 1.81% expense ratio, which is higher than RNSIX's 0.87% expense ratio.


Dividends

RNHIX vs. RNSIX - Dividend Comparison

RNHIX's dividend yield for the trailing twelve months is around 7.39%, more than RNSIX's 6.63% yield.


PositionTTM20252024202320222021202020192018201720162015
RNHIX
RiverNorth/Oaktree High Income Fund
7.39%7.30%6.92%6.04%6.49%3.58%3.81%5.08%4.79%3.79%4.93%5.92%
RNSIX
RiverNorth Doubleline Strategic Income Fund
6.63%6.52%6.37%5.13%8.40%4.20%4.34%5.17%5.45%5.08%5.22%5.83%

Frequently Asked Questions


RNHIX and RNSIX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RNSIX has higher volatility (0.89%) compared to RNHIX (0.85%). In terms of maximum drawdown, RNHIX dropped -22.43% vs RNSIX's -16.08%.

RNHIX currently has the higher Sharpe Ratio (1.99 vs 1.99), 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.

Portfolio Optimizer

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