- Issuer
- RBC
- Inception Date
- Oct 31, 2021
- Category
- Nontraditional Bonds
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
RBSIX Performance Chart
RBC BlueBay Strategic Income Fund (RBSIX) is up 1.1% since the beginning of the year. RBSIX is currently trading at $10 per share.
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Returns By Period
RBC BlueBay Strategic Income Fund (RBSIX) has returned 1.07% so far this year and 4.06% over the past 12 months.
RBC BlueBay Strategic Income Fund
- 1D
- 0.20%
- 1M
- 0.00%
- 6M
- 0.47%
- YTD
- 1.07%
- 1Y
- 4.06%
- 3Y*
- 6.81%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.36%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
RBSIX Monthly Returns History
Based on dividend-adjusted daily data since Nov 2, 2021, RBSIX's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 years.
Historically, 75% of months were positive and 25% were negative. The best month was Nov 2023 with a return of +2.2%, while the worst month was Mar 2023 at -1.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RBSIX closed higher 40% of trading days. The best single day was Dec 20, 2023 with a return of +4.3%, while the worst single day was Dec 21, 2023 at -4.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.59% | 0.30% | -1.08% | 0.96% | 0.49% | -0.22% | 0.04% | 1.07% | |||||
| 2025 | 0.60% | 0.47% | -0.15% | -1.01% | 0.90% | 0.69% | 0.59% | 1.35% | 1.02% | 0.04% | 0.20% | 0.68% | 5.50% |
| 2024 | 1.56% | -0.10% | 0.72% | 0.10% | 1.38% | 0.15% | 1.55% | 0.81% | 0.99% | 0.37% | 0.65% | 0.80% | 9.33% |
| 2023 | 2.01% | 0.41% | -1.13% | 0.63% | 0.34% | 0.75% | 1.90% | 0.51% | 0.57% | -0.19% | 2.15% | 1.43% | 9.74% |
| 2022 | -0.10% | -1.07% | 0.17% | -0.10% | -0.51% | -1.06% | 0.11% | 1.02% | -0.41% | 0.18% | 1.12% | 1.04% | 0.35% |
| 2021 | -0.50% | 0.29% | -0.21% |
Benchmark Metrics
RBC BlueBay Strategic Income Fund has an annualized alpha of 5.39%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 02, 2021.
- This fund captured 15.27% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.55%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.01 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.39%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 15.27%
- Downside Capture
- -0.55%
Expense Ratio
RBSIX has an expense ratio of 0.63%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RBSIX ranks 93 for risk / return — above 93% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for RBC BlueBay Strategic Income Fund (RBSIX) and compare them to S&P 500 Index.
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.
| RBSIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 1.25 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.00 | +1.27 |
| Martin ratioReturn relative to average drawdown | 10.91 | 8.49 | +2.42 |
Dividends
Dividend History
RBC BlueBay Strategic Income Fund provided a 5.12% dividend yield over the last twelve months, with an annual payout of $0.51 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.51 | $0.54 | $0.45 | $0.74 | $0.51 | $0.02 |
Dividend yield | 5.12% | 5.31% | 4.46% | 7.65% | 5.37% | 0.19% |
Monthly Dividends
The table displays the monthly dividend distributions for RBC BlueBay Strategic Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.04 | $0.05 | $0.04 | $0.02 | $0.15 | |||||
| 2025 | $0.00 | $0.03 | $0.03 | $0.01 | $0.00 | $0.00 | $0.00 | $0.10 | $0.04 | $0.01 | $0.14 | $0.17 | $0.54 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.04 | $0.02 | $0.06 | $0.01 | $0.04 | $0.14 | $0.14 | $0.45 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.03 | $0.02 | $0.00 | $0.03 | $0.02 | $0.20 | $0.42 | $0.74 |
| 2022 | $0.00 | $0.01 | $0.01 | $0.00 | $0.00 | $0.05 | $0.01 | $0.01 | $0.07 | $0.03 | $0.03 | $0.30 | $0.51 |
| 2021 | $0.02 | $0.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the RBC BlueBay Strategic Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the RBC BlueBay Strategic Income Fund was 4.09%, occurring on Dec 21, 2023. Recovery took 130 trading sessions.
The current RBC BlueBay Strategic Income Fund drawdown is 0.20%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-4.09%Dec 2023 | 1d | 6mo 13d | 6mo 13dDec 2023 - Jul 2024 | — |
-3.25%Jul 2022 | 7mo 25d | 6mo 5d | 1y 1moNov 2021 - Jan 2023 | Bear market2022 |
-2.24%Apr 2025 | 1mo 14d | 2mo 16d | 4moFeb 2025 - Jun 2025 | 2025 selloff2025 |
-2.06%Mar 2023 | 9d | 2mo 27d | 3mo 6dMar 2023 - Jun 2023 | — |
-1.37%Mar 2026 | 1mo 5d | 2mo | 3mo 5dFeb 2026 - May 2026 | — |
Drawdown Indicators
| RBSIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.09% | -56.78% | +52.69% |
Max Drawdown (1Y)Largest decline over 1 year | -1.37% | -9.10% | +7.73% |
Max Drawdown (3Y)Largest decline over 3 years | -4.09% | -18.90% | +14.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.20% | -1.58% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -0.76% | -10.70% | +9.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 2.14% | -1.73% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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