PortfoliosLab logoPortfoliosLab logo
RNSIX vs. CLOZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RNSIX vs. CLOZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverNorth Doubleline Strategic Income Fund (RNSIX) and Panagram Bbb-B Clo ETF (CLOZ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RNSIX vs. CLOZ - Yearly Performance Comparison


2026 (YTD)202520242023
RNSIX
RiverNorth Doubleline Strategic Income Fund
-0.31%7.59%7.29%5.07%
CLOZ
Panagram Bbb-B Clo ETF
-1.42%5.99%11.85%14.92%

Returns By Period

In the year-to-date period, RNSIX achieves a -0.31% return, which is significantly higher than CLOZ's -1.42% return.


RNSIX

1D
0.46%
1M
-1.05%
YTD
-0.31%
6M
0.65%
1Y
4.21%
3Y*
6.89%
5Y*
2.46%
10Y*
3.94%

CLOZ

1D
0.51%
1M
0.79%
YTD
-1.42%
6M
-0.20%
1Y
4.67%
3Y*
9.95%
5Y*
10Y*
*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.


RNSIX vs. CLOZ - Expense Ratio Comparison

RNSIX has a 0.87% expense ratio, which is higher than CLOZ's 0.50% expense ratio.


Return for Risk

RNSIX vs. CLOZ — Risk / Return Rank

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

RNSIX
RNSIX Risk / Return Rank: 6262
Overall Rank
RNSIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RNSIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
RNSIX Omega Ratio Rank: 6464
Omega Ratio Rank
RNSIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
RNSIX Martin Ratio Rank: 5151
Martin Ratio Rank

CLOZ
CLOZ Risk / Return Rank: 4646
Overall Rank
CLOZ Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CLOZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
CLOZ Omega Ratio Rank: 6464
Omega Ratio Rank
CLOZ Calmar Ratio Rank: 4545
Calmar Ratio Rank
CLOZ Martin Ratio Rank: 4040
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. CLOZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverNorth Doubleline Strategic Income Fund (RNSIX) and Panagram Bbb-B Clo ETF (CLOZ). 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.


RNSIXCLOZDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.85

+0.50

Sortino ratio

Return per unit of downside risk

1.84

1.13

+0.71

Omega ratio

Gain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratio

Return relative to maximum drawdown

1.67

1.23

+0.44

Martin ratio

Return relative to average drawdown

5.94

3.89

+2.05

RNSIX vs. CLOZ - Sharpe Ratio Comparison

The current RNSIX Sharpe Ratio is 1.35, which is higher than the CLOZ Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of RNSIX and CLOZ, 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


RNSIXCLOZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.85

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

2.55

-1.33

Correlation

The correlation between RNSIX and CLOZ is 0.04, 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

RNSIX vs. CLOZ - Dividend Comparison

RNSIX's dividend yield for the trailing twelve months is around 6.64%, less than CLOZ's 7.93% yield.


TTM20252024202320222021202020192018201720162015
RNSIX
RiverNorth Doubleline Strategic Income Fund
6.64%6.52%6.37%5.13%8.40%4.20%4.34%5.17%5.45%5.08%5.22%5.83%
CLOZ
Panagram Bbb-B Clo ETF
7.93%7.63%9.09%8.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RNSIX vs. CLOZ - Drawdown Comparison

The maximum RNSIX drawdown since its inception was -16.08%, which is greater than CLOZ's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for RNSIX and CLOZ.


Loading graphics...

Drawdown Indicators


RNSIXCLOZDifference

Max Drawdown

Largest peak-to-trough decline

-16.08%

-5.32%

-10.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-3.90%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

Max Drawdown (10Y)

Largest decline over 10 years

-16.08%

Current Drawdown

Current decline from peak

-1.41%

-2.66%

+1.25%

Average Drawdown

Average peak-to-trough decline

-2.09%

-0.37%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.23%

-0.44%

Volatility

RNSIX vs. CLOZ - Volatility Comparison

The current volatility for RiverNorth Doubleline Strategic Income Fund (RNSIX) is 1.27%, while Panagram Bbb-B Clo ETF (CLOZ) has a volatility of 1.37%. This indicates that RNSIX experiences smaller price fluctuations and is considered to be less risky than CLOZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RNSIXCLOZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.37%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

2.94%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

5.50%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

3.83%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

3.83%

+0.64%