CHASX vs. RY

Last updated Apr 1, 2026

Compare and contrast key facts about Chase Growth Fund (CHASX) and Royal Bank of Canada (RY).

CHASX is managed by Chase. It was launched on Dec 2, 1997.

Performance

CHASX vs. RY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chase Growth Fund (CHASX) and Royal Bank of Canada (RY). The values are adjusted to include any dividend payments, if applicable.

CHASX vs. RY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHASX Chase Growth Fund	-4.37%	20.61%	64.71%	25.91%	-20.41%	22.32%	18.27%	42.63%	-3.96%	24.49%
RY Royal Bank of Canada	-4.43%	46.29%	23.80%	12.72%	-8.00%	34.11%	8.42%	20.17%	-12.88%	24.95%

Returns By Period

The year-to-date returns for both stocks are quite close, with CHASX having a -4.37% return and RY slightly lower at -4.43%. Over the past 10 years, CHASX has outperformed RY with an annualized return of 17.02%, while RY has yielded a comparatively lower 15.24% annualized return.

CHASX

• 1D: -1.76%
• 1M: -9.03%
• YTD: -4.37%
• 6M: 1.19%
• 1Y: 27.09%
• 3Y*: 30.32%
• 5Y*: 17.51%
• 10Y*: 17.02%

RY

• 1D: 2.49%
• 1M: -3.26%
• YTD: -4.43%
• 6M: 11.43%
• 1Y: 48.21%
• 3Y*: 23.86%
• 5Y*: 16.15%
• 10Y*: 15.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CHASX vs. RY — Risk / Return Rank

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

CHASX

CHASX Risk / Return Rank: 78
CHASX Sharpe Ratio Rank: 76
CHASX Sortino Ratio Rank: 75
CHASX Omega Ratio Rank: 72
CHASX Calmar Ratio Rank: 84
CHASX Martin Ratio Rank: 85

RY

RY Risk / Return Rank: 96
RY Sharpe Ratio Rank: 96
RY Sortino Ratio Rank: 97
RY Omega Ratio Rank: 96
RY Calmar Ratio Rank: 94
RY Martin Ratio Rank: 96

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.

CHASX vs. RY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chase Growth Fund (CHASX) and Royal Bank of Canada (RY). 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.

	CHASX	RY	Difference
Sharpe ratio Return per unit of total volatility	1.34	2.91	-1.57
Sortino ratio Return per unit of downside risk	1.85	4.05	-2.20
Omega ratio Gain probability vs. loss probability	1.27	1.53	-0.27
Calmar ratio Return relative to maximum drawdown	2.07	4.88	-2.81
Martin ratio Return relative to average drawdown	8.70	18.67	-9.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHASX vs. RY - Sharpe Ratio Comparison

The current CHASX Sharpe Ratio is 1.34, which is lower than the RY Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of CHASX and RY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CHASX	RY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	2.91	-1.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.91	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	0.77	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.62	-0.05

Correlation

The correlation between CHASX and RY is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CHASX vs. RY - Dividend Comparison

CHASX's dividend yield for the trailing twelve months is around 9.54%, more than RY's 2.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHASX Chase Growth Fund	9.54%	9.12%	36.67%	5.80%	5.49%	20.15%	7.83%	22.82%	12.92%	11.92%	9.14%	10.24%
RY Royal Bank of Canada	2.78%	2.54%	3.39%	4.29%	4.07%	3.24%	3.88%	3.88%	4.27%	3.22%	3.95%	5.41%

Drawdowns

CHASX vs. RY - Drawdown Comparison

The maximum CHASX drawdown since its inception was -45.94%, smaller than the maximum RY drawdown of -62.90%. Use the drawdown chart below to compare losses from any high point for CHASX and RY.

Drawdown Indicators

	CHASX	RY	Difference
Max Drawdown Largest peak-to-trough decline	-45.94%	-62.90%	+16.96%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-10.04%	-2.09%
Max Drawdown (5Y) Largest decline over 5 years	-24.63%	-28.36%	+3.73%
Max Drawdown (10Y) Largest decline over 10 years	-30.40%	-39.95%	+9.55%
Current Drawdown Current decline from peak	-9.90%	-7.80%	-2.10%
Average Drawdown Average peak-to-trough decline	-9.20%	-9.37%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.62%	+0.27%

Volatility

CHASX vs. RY - Volatility Comparison

Chase Growth Fund (CHASX) has a higher volatility of 6.35% compared to Royal Bank of Canada (RY) at 5.19%. This indicates that CHASX's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHASX	RY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.35%	5.19%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	13.49%	10.79%	+2.70%
Volatility (1Y) Calculated over the trailing 1-year period	20.68%	16.65%	+4.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.01%	17.85%	+2.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.73%	19.81%	-0.08%