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Inception Date
Oct 31, 2021
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

RCPIX Performance Chart

RBC BlueBay Core Plus Bond Fund (RCPIX) is up 0.3% since the beginning of the year. RCPIX is currently trading at $9 per share.


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S&P 500 Index

Returns By Period

RBC BlueBay Core Plus Bond Fund (RCPIX) has returned 0.31% so far this year and 6.73% over the past 12 months.


RBC BlueBay Core Plus Bond Fund

1D
-0.05%
1M
0.17%
YTD
0.31%
6M
0.53%
1Y
6.73%
3Y*
6.95%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCPIX Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 2021, RCPIX's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, an investment would double in approximately 34.0 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2023 with a return of +5.3%, while the worst month was Sep 2022 at -4.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, RCPIX closed higher 46% of trading days. The best single day was Nov 10, 2022 with a return of +1.9%, while the worst single day was Jun 13, 2022 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.33%1.78%-2.81%0.73%0.40%-0.05%0.31%
20251.02%2.14%-0.41%-0.63%-0.22%1.59%-0.01%1.89%1.55%0.32%0.59%0.11%8.16%
20240.80%-0.91%1.15%-2.05%2.30%0.85%2.63%1.72%1.47%-1.89%1.33%-1.43%5.97%
20234.46%-2.08%1.06%0.70%-0.84%-0.17%1.44%-0.46%-2.03%-1.79%5.25%4.07%9.64%
2022-1.81%-1.56%-2.93%-3.54%-0.33%-1.86%2.21%-2.15%-4.67%-1.93%4.12%0.25%-13.59%
2021-0.00%-0.20%-0.20%

Benchmark Metrics

RBC BlueBay Core Plus Bond Fund has an annualized alpha of 1.41%, beta of 0.05, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since November 03, 2021.

  • This fund participated in 38.72% of S&P 500 Index downside but only 22.88% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.02 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 0.02 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
1.41%
Beta
0.05
0.02
Upside Capture
22.88%
Downside Capture
38.72%

Expense Ratio

RCPIX has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RCPIX ranks 30 for risk / return — below 30% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


RCPIX Risk / Return Rank: 3030
Overall Rank
RCPIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RCPIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
RCPIX Omega Ratio Rank: 3434
Omega Ratio Rank
RCPIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RCPIX Martin Ratio Rank: 2121
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for RBC BlueBay Core Plus Bond Fund (RCPIX) and compare them to S&P 500 Index.


RCPIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.67

2.39

-0.72

Sortino ratio

Return per unit of downside risk

2.43

3.25

-0.82

Omega ratio

Gain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratio

Return relative to maximum drawdown

1.90

3.11

-1.22

Martin ratio

Return relative to average drawdown

5.55

14.38

-8.84

Dividends

Dividend History

RBC BlueBay Core Plus Bond Fund provided a 5.81% dividend yield over the last twelve months, with an annual payout of $0.52 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.4020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.52$0.45$0.39$0.38$0.31$0.02

Dividend yield

5.81%4.95%4.37%4.34%3.77%0.21%

Monthly Dividends

The table displays the monthly dividend distributions for RBC BlueBay Core Plus Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.04$0.05$0.04$0.15
2025$0.00$0.03$0.03$0.00$0.00$0.01$0.01$0.09$0.04$0.02$0.10$0.11$0.45
2024$0.00$0.00$0.00$0.00$0.03$0.03$0.02$0.05$0.01$0.04$0.10$0.10$0.39
2023$0.00$0.00$0.00$0.00$0.01$0.03$0.02$0.00$0.03$0.02$0.16$0.11$0.38
2022$0.00$0.02$0.01$0.00$0.00$0.06$0.01$0.01$0.07$0.02$0.02$0.09$0.31
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 Core Plus Bond 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 Core Plus Bond Fund was 18.89%, occurring on Oct 24, 2022. Recovery took 457 trading sessions.

The current RBC BlueBay Core Plus Bond Fund drawdown is 1.76%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-18.89%Oct 2022
11mo 18d1y 10mo
2y 9moNov 2021 - Aug 2024
2025 selloff2025
-3.72%Apr 2025
1mo 8d2mo 20d
3mo 28dMar 2025 - Jun 2025
2026 pullback2026
-3.46%Mar 2026
25d
3mo 3dMar 2026 - now
2025 pullback2025
-3.39%Jan 2025
3mo 13d1mo 13d
4mo 26dOct 2024 - Feb 2025
2025 pullback2025
-1.11%Jul 2025
14d14d
28dJul 2025 - Jul 2025

Drawdown Indicators


RCPIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.89%

-56.78%

+37.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-9.10%

+5.64%

Max Drawdown (3Y)

Largest decline over 3 years

-5.15%

-18.90%

+13.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.76%

0.00%

-1.76%

Average Drawdown

Average peak-to-trough decline

-5.94%

-10.72%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.97%

-0.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with RCPIX

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