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RNHIX vs. RNSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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RNHIX vs. RNSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RNHIX
RiverNorth/Oaktree High Income Fund
-1.66%6.93%7.40%12.31%-6.60%3.97%2.90%11.17%-2.22%5.48%
RNSIX
RiverNorth Doubleline Strategic Income Fund
-0.77%7.59%7.29%9.18%-12.68%3.66%6.03%11.96%-1.28%4.23%

Returns By Period

In the year-to-date period, RNHIX achieves a -1.66% return, which is significantly lower than RNSIX's -0.77% return. Over the past 10 years, RNHIX has outperformed RNSIX with an annualized return of 4.84%, while RNSIX has yielded a comparatively lower 3.89% annualized return.


RNHIX

1D
0.13%
1M
-2.06%
YTD
-1.66%
6M
-0.53%
1Y
4.69%
3Y*
7.13%
5Y*
4.06%
10Y*
4.84%

RNSIX

1D
0.20%
1M
-1.73%
YTD
-0.77%
6M
0.41%
1Y
4.08%
3Y*
6.73%
5Y*
2.41%
10Y*
3.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RNHIX vs. RNSIX - Expense Ratio Comparison

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


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: 7474
Overall Rank
RNHIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RNHIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
RNHIX Omega Ratio Rank: 8080
Omega Ratio Rank
RNHIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
RNHIX Martin Ratio Rank: 6868
Martin Ratio Rank

RNSIX
RNSIX Risk / Return Rank: 6767
Overall Rank
RNSIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RNSIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
RNSIX Omega Ratio Rank: 6565
Omega Ratio Rank
RNSIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
RNSIX Martin Ratio Rank: 6262
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.


RNHIXRNSIXDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.26

+0.20

Sortino ratio

Return per unit of downside risk

1.96

1.70

+0.26

Omega ratio

Gain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratio

Return relative to maximum drawdown

1.54

1.66

-0.12

Martin ratio

Return relative to average drawdown

6.40

5.94

+0.46

RNHIX vs. RNSIX - Sharpe Ratio Comparison

The current RNHIX Sharpe Ratio is 1.46, which is comparable to the RNSIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of RNHIX and RNSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RNHIXRNSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.26

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.55

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.87

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.21

-0.29

Correlation

The correlation between RNHIX and RNSIX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RNHIX vs. RNSIX - Dividend Comparison

RNHIX's dividend yield for the trailing twelve months is around 7.53%, more than RNSIX's 6.67% yield.


TTM20252024202320222021202020192018201720162015
RNHIX
RiverNorth/Oaktree High Income Fund
7.53%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
6.67%6.52%6.37%5.13%8.40%4.20%4.34%5.17%5.45%5.08%5.22%5.83%

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

-2.76%

-2.81%

+0.05%

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

-2.36%

-1.86%

-0.50%

Average Drawdown

Average peak-to-trough decline

-1.57%

-2.09%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.78%

-0.12%

Volatility

RNHIX vs. RNSIX - Volatility Comparison

RiverNorth/Oaktree High Income Fund (RNHIX) has a higher volatility of 1.35% compared to RiverNorth Doubleline Strategic Income Fund (RNSIX) at 1.16%. This indicates that RNHIX's price experiences larger fluctuations and is considered to be riskier than RNSIX based on this measure. 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

1.35%

1.16%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

1.81%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.15%

3.37%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.64%

4.41%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

4.47%

+0.35%