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TIP vs. RNSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. RNSIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TIP achieves a 1.40% return, which is significantly higher than RNSIX's 0.66% return. Over the past 10 years, TIP has underperformed RNSIX with an annualized return of 2.53%, while RNSIX has yielded a comparatively higher 3.77% annualized return.


TIP

1D
0.01%
1M
0.25%
YTD
1.40%
6M
1.42%
1Y
4.76%
3Y*
4.00%
5Y*
0.91%
10Y*
2.53%

RNSIX

1D
0.35%
1M
0.78%
YTD
0.66%
6M
1.10%
1Y
5.52%
3Y*
7.15%
5Y*
2.26%
10Y*
3.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. RNSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIP
iShares TIPS Bond ETF
1.40%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%
RNSIX
RiverNorth Doubleline Strategic Income Fund
0.66%7.59%7.29%9.18%-12.68%3.66%6.03%11.96%-1.28%4.23%

Correlation

The correlation between TIP and RNSIX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.84

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

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2011

0.60

The correlation between TIP and RNSIX shifts across timeframes, from 0.60 (all time) to 0.84 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TIP vs. RNSIX — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 4747
Overall Rank
TIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIP Omega Ratio Rank: 4242
Omega Ratio Rank
TIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
Martin Ratio Rank

RNSIX
RNSIX Risk / Return Rank: 6767
Overall Rank
RNSIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RNSIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RNSIX Omega Ratio Rank: 7171
Omega Ratio Rank
RNSIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
RNSIX Martin Ratio Rank: 5656
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.

TIP vs. RNSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and RiverNorth Doubleline Strategic Income Fund (RNSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TIPRNSIXDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.24

1.39

-0.14

Calmar ratioReturn relative to maximum drawdown

2.34

2.70

-0.36

Martin ratioReturn relative to average drawdown

7.00

9.41

-2.41

TIP vs. RNSIX - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.37, which is lower than the RNSIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of TIP and RNSIX, 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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Drawdowns

TIP vs. RNSIX - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum RNSIX drawdown of -16.08%. Use the drawdown chart below to compare losses from any high point for TIP and RNSIX.


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Drawdown Indicators


TIPRNSIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-16.08%

+1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-2.05%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-5.14%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-16.08%

+1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

-16.08%

+1.57%

Current Drawdown

Current decline from peak

-0.46%

-0.44%

-0.02%

Average Drawdown

Average peak-to-trough decline

-3.43%

-2.07%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.59%

+0.07%

Volatility

TIP vs. RNSIX - Volatility Comparison

iShares TIPS Bond ETF (TIP) has a higher volatility of 1.03% compared to RiverNorth Doubleline Strategic Income Fund (RNSIX) at 0.96%. This indicates that TIP's price experiences larger fluctuations and is considered to be riskier than RNSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPRNSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

0.96%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

2.07%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

2.81%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

4.45%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

4.48%

+1.26%

TIP vs. RNSIX - Expense Ratio Comparison

TIP has a 0.18% expense ratio, which is lower than RNSIX's 0.87% expense ratio.


Dividends

TIP vs. RNSIX - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.76%, less than RNSIX's 6.64% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


TIP and RNSIX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIP has higher volatility (1.03%) compared to RNSIX (0.96%). In terms of maximum drawdown, TIP dropped -14.57% vs RNSIX's -16.08%.

RNSIX currently has the higher Sharpe Ratio (1.98 vs 1.37), 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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