RBC China Equity Fund (RBCIX) Sharpe Ratio: 1.13

RBCIX's Sharpe Ratio of 1.13 indicates that for each unit of volatility, it generates 1.13 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

RBCIX Sharpe Ratio Rank

Average

RBCIX ranks above 53.2% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

RBCIX Sharpe Ratio Market Positioning

The chart shows RBCIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.76 or lower
Yellow zone (middle 50%): 0.76 to 1.49
Green zone (top 25%): 1.49 or higher
Top 1%: 3.52+
Median: 1.10 — half of all investments score higher

How it compares to other similar mutual funds

The table compares RBC China Equity Fund's Sharpe Ratio with other mutual funds in the China Equities category across multiple time periods, showing how RBCIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

Symbol	Name	1Y Sharpe Ratio
FIQFX	Fidelity Advisor China Region Fund Class Z	2.07
FHKIX	Fidelity Advisor China Region Fund Class I	2.06
FHKCX	Fidelity China Region Fund	2.06
FHKAX	Fidelity Advisor China Region Fund Class A	2.05
TRCLX	T. Rowe Price China Evolution Equity Fund	2.04
FHKTX	Fidelity Advisor China Region Fund Class M	2.03
FCHKX	Fidelity Advisor China Region Fund Class C	2.00
CAF	Morgan Stanley China A Share Fund	1.78
MCSMX	Matthews China Small Companies Fund	1.45
CHILX	BlackRock China A Opportunities Fund	1.33
RBCIX	RBC China Equity Fund	1.13

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows RBCIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RBCIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading graphics...

Explore RBCIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

RBCIX Sortino Ratio