RSIIX vs. CWFIX
RSIIX (RiverPark Strategic Income Fund) and CWFIX (Chartwell Short Duration High Yield Fund) are both High Yield Bonds funds. Over the past 10 years, RSIIX returned 5.27%/yr vs 4.01%/yr for CWFIX. At a 0.36 correlation, their price movements are largely independent. RSIIX charges 1.18%/yr vs 0.49%/yr for CWFIX.
Performance
RSIIX vs. CWFIX - Performance Comparison
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Returns By Period
In the year-to-date period, RSIIX achieves a 1.81% return, which is significantly higher than CWFIX's 1.50% return. Over the past 10 years, RSIIX has outperformed CWFIX with an annualized return of 5.27%, while CWFIX has yielded a comparatively lower 4.01% annualized return.
RSIIX
- 1D
- 0.00%
- 1M
- 0.18%
- YTD
- 1.81%
- 6M
- 2.34%
- 1Y
- 5.83%
- 3Y*
- 7.23%
- 5Y*
- 5.14%
- 10Y*
- 5.27%
CWFIX
- 1D
- 0.00%
- 1M
- 0.64%
- YTD
- 1.50%
- 6M
- 2.04%
- 1Y
- 5.60%
- 3Y*
- 6.49%
- 5Y*
- 3.92%
- 10Y*
- 4.01%
RSIIX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSIIX RiverPark Strategic Income Fund | 1.81% | 6.04% | 8.44% | 9.59% | -3.31% | 11.60% | 3.42% | 3.50% | 1.36% | 4.84% |
CWFIX Chartwell Short Duration High Yield Fund | 1.50% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
Correlation
The correlation between RSIIX and CWFIX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2014 | 0.36 |
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Return for Risk
RSIIX vs. CWFIX — Risk / Return Rank
RSIIX
CWFIX
RSIIX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverPark Strategic Income Fund (RSIIX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
| RSIIX | CWFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.80 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 2.08 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 5.07 | -1.73 |
| Martin ratioReturn relative to average drawdown | 22.60 | 27.36 | -4.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSIIX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 3.84 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.05 | 1.42 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.84 | 1.30 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.68 | 1.12 | +0.56 |
Drawdowns
RSIIX vs. CWFIX - Drawdown Comparison
The maximum RSIIX drawdown since its inception was -15.55%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for RSIIX and CWFIX.
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Drawdown Indicators
| RSIIX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.55% | -12.41% | -3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -1.79% | -1.13% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -1.79% | -1.37% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -5.61% | -6.36% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -15.55% | -12.41% | -3.14% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -0.86% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 0.21% | +0.05% |
Volatility
RSIIX vs. CWFIX - Volatility Comparison
RiverPark Strategic Income Fund (RSIIX) has a higher volatility of 0.54% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.43%. This indicates that RSIIX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSIIX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.54% | 0.43% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 1.19% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.08% | 1.49% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 2.76% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.88% | 3.09% | -0.21% |
RSIIX vs. CWFIX - Expense Ratio Comparison
RSIIX has a 1.18% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Dividends
RSIIX vs. CWFIX - Dividend Comparison
RSIIX's dividend yield for the trailing twelve months is around 7.41%, more than CWFIX's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWFIX Chartwell Short Duration High Yield Fund | 5.15% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
RSIIX RiverPark Strategic Income Fund | 7.41% | 7.75% | 7.67% | 7.61% | 6.58% | 5.12% | 5.77% | 4.84% | 4.59% | 4.98% | 5.10% | 6.57% |
Frequently Asked Questions
RSIIX and CWFIX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSIIX has higher volatility (0.54%) compared to CWFIX (0.43%). In terms of maximum drawdown, RSIIX dropped -15.55% vs CWFIX's -12.41%.
CWFIX currently has the higher Sharpe Ratio (3.84 vs 1.94), 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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