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RNSIX vs. BWDTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RNSIX vs. BWDTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverNorth Doubleline Strategic Income Fund (RNSIX) and Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX). The values are adjusted to include any dividend payments, if applicable.

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RNSIX vs. BWDTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
0.05%7.14%4.92%9.80%-3.16%2.32%4.66%7.94%-0.51%4.08%

Returns By Period

In the year-to-date period, RNSIX achieves a -0.77% return, which is significantly lower than BWDTX's 0.05% return.


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%

BWDTX

1D
0.15%
1M
-0.85%
YTD
0.05%
6M
1.65%
1Y
5.72%
3Y*
6.45%
5Y*
4.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RNSIX vs. BWDTX - Expense Ratio Comparison

RNSIX has a 0.87% expense ratio, which is higher than BWDTX's 0.40% expense ratio.


Return for Risk

RNSIX vs. BWDTX — Risk / Return Rank

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

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

BWDTX
BWDTX Risk / Return Rank: 9393
Overall Rank
BWDTX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BWDTX Sortino Ratio Rank: 9292
Sortino Ratio Rank
BWDTX Omega Ratio Rank: 9797
Omega Ratio Rank
BWDTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
BWDTX Martin Ratio Rank: 9292
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.

RNSIX vs. BWDTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverNorth Doubleline Strategic Income Fund (RNSIX) and Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX). 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.


RNSIXBWDTXDifference

Sharpe ratio

Return per unit of total volatility

1.26

2.31

-1.06

Sortino ratio

Return per unit of downside risk

1.70

2.78

-1.09

Omega ratio

Gain probability vs. loss probability

1.25

1.70

-0.45

Calmar ratio

Return relative to maximum drawdown

1.66

2.58

-0.92

Martin ratio

Return relative to average drawdown

5.94

10.82

-4.88

RNSIX vs. BWDTX - Sharpe Ratio Comparison

The current RNSIX Sharpe Ratio is 1.26, which is lower than the BWDTX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of RNSIX and BWDTX, 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


RNSIXBWDTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.31

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

1.86

-1.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

1.76

-0.54

Correlation

The correlation between RNSIX and BWDTX is 0.56, 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

RNSIX vs. BWDTX - Dividend Comparison

RNSIX's dividend yield for the trailing twelve months is around 6.67%, more than BWDTX's 5.74% yield.


TTM20252024202320222021202020192018201720162015
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%
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
5.74%5.70%4.13%5.51%3.80%3.20%3.18%3.47%4.18%2.90%1.35%0.00%

Drawdowns

RNSIX vs. BWDTX - Drawdown Comparison

The maximum RNSIX drawdown since its inception was -16.08%, which is greater than BWDTX's maximum drawdown of -10.06%. Use the drawdown chart below to compare losses from any high point for RNSIX and BWDTX.


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Drawdown Indicators


RNSIXBWDTXDifference

Max Drawdown

Largest peak-to-trough decline

-16.08%

-10.06%

-6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-1.22%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-6.35%

-9.73%

Max Drawdown (10Y)

Largest decline over 10 years

-16.08%

Current Drawdown

Current decline from peak

-1.86%

-0.85%

-1.01%

Average Drawdown

Average peak-to-trough decline

-2.09%

-0.69%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.53%

+0.25%

Volatility

RNSIX vs. BWDTX - Volatility Comparison

RiverNorth Doubleline Strategic Income Fund (RNSIX) has a higher volatility of 1.16% compared to Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX) at 0.59%. This indicates that RNSIX's price experiences larger fluctuations and is considered to be riskier than BWDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNSIXBWDTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.59%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

0.88%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

1.93%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

2.19%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

2.21%

+2.26%