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RNSIX vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNSIX vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverNorth Doubleline Strategic Income Fund (RNSIX) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RNSIX achieves a 0.66% return, which is significantly lower than EMXC's 41.72% return.


RNSIX

1D
0.00%
1M
0.31%
YTD
0.66%
6M
0.64%
1Y
5.88%
3Y*
7.23%
5Y*
2.37%
10Y*
3.83%

EMXC

1D
-1.00%
1M
12.61%
YTD
41.72%
6M
46.94%
1Y
77.94%
3Y*
29.08%
5Y*
12.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNSIX vs. EMXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RNSIX
RiverNorth Doubleline Strategic Income Fund
0.66%7.59%7.29%9.18%-12.68%3.66%6.03%11.96%-1.28%0.50%
EMXC
iShares MSCI Emerging Markets ex China ETF
41.72%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.01%

Correlation

The correlation between RNSIX and EMXC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.29

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2017

0.27

The correlation between RNSIX and EMXC shifts across timeframes, from 0.27 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RNSIX vs. EMXC — Risk / Return Rank

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

RNSIX
RNSIX Risk / Return Rank: 5454
Overall Rank
RNSIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RNSIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
RNSIX Omega Ratio Rank: 5757
Omega Ratio Rank
RNSIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
RNSIX Martin Ratio Rank: 4949
Martin Ratio Rank

EMXC
EMXC Risk / Return Rank: 9191
Overall Rank
EMXC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 9191
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9292
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8989
Calmar Ratio Rank
EMXC Martin Ratio Rank: 9191
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. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverNorth Doubleline Strategic Income Fund (RNSIX) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.


RNSIXEMXCDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.42

1.64

-0.22

Calmar ratioReturn relative to maximum drawdown

2.88

5.44

-2.56

Martin ratioReturn relative to average drawdown

10.21

21.99

-11.78

RNSIX vs. EMXC - Sharpe Ratio Comparison

The current RNSIX Sharpe Ratio is 2.11, which is lower than the EMXC Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of RNSIX and EMXC, 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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Sharpe Ratios by Period


RNSIXEMXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

3.61

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.74

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

0.55

+0.68

Drawdowns

RNSIX vs. EMXC - Drawdown Comparison

The maximum RNSIX drawdown since its inception was -16.08%, smaller than the maximum EMXC drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for RNSIX and EMXC.


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Drawdown Indicators


RNSIXEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-16.08%

-42.81%

+26.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.05%

-14.41%

+12.36%

Max Drawdown (3Y)

Largest decline over 3 years

-5.14%

-19.12%

+13.98%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-28.91%

+12.83%

Max Drawdown (10Y)

Largest decline over 10 years

-16.08%

Current Drawdown

Current decline from peak

-0.44%

-1.00%

+0.56%

Average Drawdown

Average peak-to-trough decline

-2.07%

-10.19%

+8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

3.56%

-2.98%

Volatility

RNSIX vs. EMXC - Volatility Comparison

The current volatility for RiverNorth Doubleline Strategic Income Fund (RNSIX) is 0.96%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 9.88%. This indicates that RNSIX experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNSIXEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

9.88%

-8.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

19.34%

-17.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.80%

21.70%

-18.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.44%

17.45%

-13.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

19.82%

-15.34%

RNSIX vs. EMXC - Expense Ratio Comparison

RNSIX has a 0.87% expense ratio, which is higher than EMXC's 0.49% expense ratio.


Dividends

RNSIX vs. EMXC - Dividend Comparison

RNSIX's dividend yield for the trailing twelve months is around 6.64%, more than EMXC's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
EMXC
iShares MSCI Emerging Markets ex China ETF
1.99%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%
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%

Frequently Asked Questions


RNSIX and EMXC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (9.88%) compared to RNSIX (0.96%). In terms of maximum drawdown, RNSIX dropped -16.08% vs EMXC's -42.81%.

EMXC currently has the higher Sharpe Ratio (3.61 vs 2.11), 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.

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