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RSF vs. SCFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSF vs. SCFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverNorth Capital and Income Fund (RSF) and Shenkman Capital Short Duration High Income Fund (SCFIX). The values are adjusted to include any dividend payments, if applicable.

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RSF vs. SCFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSF
RiverNorth Capital and Income Fund
4.23%4.62%9.26%9.03%-1.62%27.59%3.10%-12.10%-1.41%5.37%
SCFIX
Shenkman Capital Short Duration High Income Fund
-0.71%7.02%6.11%9.24%-2.52%5.08%3.36%7.61%0.85%3.54%

Returns By Period

In the year-to-date period, RSF achieves a 4.23% return, which is significantly higher than SCFIX's -0.71% return.


RSF

1D
0.48%
1M
2.27%
YTD
4.23%
6M
4.54%
1Y
7.78%
3Y*
9.74%
5Y*
8.04%
10Y*

SCFIX

1D
-0.10%
1M
-0.91%
YTD
-0.71%
6M
0.82%
1Y
4.85%
3Y*
6.24%
5Y*
4.61%
10Y*
4.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSF vs. SCFIX - Expense Ratio Comparison

RSF has a 6.38% expense ratio, which is higher than SCFIX's 0.67% expense ratio.


Return for Risk

RSF vs. SCFIX — Risk / Return Rank

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

RSF
RSF Risk / Return Rank: 4949
Overall Rank
RSF Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
RSF Sortino Ratio Rank: 3939
Sortino Ratio Rank
RSF Omega Ratio Rank: 4646
Omega Ratio Rank
RSF Calmar Ratio Rank: 7878
Calmar Ratio Rank
RSF Martin Ratio Rank: 4242
Martin Ratio Rank

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

RSF vs. SCFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverNorth Capital and Income Fund (RSF) and Shenkman Capital Short Duration High Income Fund (SCFIX). 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.


RSFSCFIXDifference

Sharpe ratio

Return per unit of total volatility

0.86

2.54

-1.68

Sortino ratio

Return per unit of downside risk

1.28

3.61

-2.32

Omega ratio

Gain probability vs. loss probability

1.20

1.62

-0.42

Calmar ratio

Return relative to maximum drawdown

1.87

3.04

-1.17

Martin ratio

Return relative to average drawdown

4.42

15.57

-11.15

RSF vs. SCFIX - Sharpe Ratio Comparison

The current RSF Sharpe Ratio is 0.86, which is lower than the SCFIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of RSF and SCFIX, 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


RSFSCFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.54

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.58

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.29

-0.86

Correlation

The correlation between RSF and SCFIX is 0.17, 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

RSF vs. SCFIX - Dividend Comparison

RSF's dividend yield for the trailing twelve months is around 11.21%, more than SCFIX's 5.00% yield.


TTM20252024202320222021202020192018201720162015
RSF
RiverNorth Capital and Income Fund
11.21%11.30%10.87%10.85%11.78%9.52%11.76%6.92%8.21%9.22%1.41%0.00%
SCFIX
Shenkman Capital Short Duration High Income Fund
5.00%5.54%5.85%5.21%3.86%4.93%3.24%3.78%3.87%3.09%3.07%3.38%

Drawdowns

RSF vs. SCFIX - Drawdown Comparison

The maximum RSF drawdown since its inception was -30.61%, which is greater than SCFIX's maximum drawdown of -13.08%. Use the drawdown chart below to compare losses from any high point for RSF and SCFIX.


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Drawdown Indicators


RSFSCFIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.61%

-13.08%

-17.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.23%

-1.63%

-2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-10.02%

-6.30%

-3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-13.08%

Current Drawdown

Current decline from peak

-3.45%

-1.11%

-2.34%

Average Drawdown

Average peak-to-trough decline

-4.63%

-0.52%

-4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

0.32%

+1.47%

Volatility

RSF vs. SCFIX - Volatility Comparison

RiverNorth Capital and Income Fund (RSF) has a higher volatility of 6.01% compared to Shenkman Capital Short Duration High Income Fund (SCFIX) at 0.79%. This indicates that RSF's price experiences larger fluctuations and is considered to be riskier than SCFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSFSCFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

0.79%

+5.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.30%

1.19%

+6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

9.07%

1.96%

+7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.55%

2.92%

+7.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

3.27%

+8.05%