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RBCIX vs. BGCBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBCIX vs. BGCBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RBC China Equity Fund (RBCIX) and Baillie Gifford China Equities Fund (BGCBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RBCIX achieves a 1.05% return, which is significantly higher than BGCBX's -3.19% return.


RBCIX

1D
1.71%
1M
-1.26%
YTD
1.05%
6M
1.63%
1Y
34.61%
3Y*
14.52%
5Y*
10Y*

BGCBX

1D
0.60%
1M
-1.62%
YTD
-3.19%
6M
-4.13%
1Y
17.01%
3Y*
7.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBCIX vs. BGCBX - Yearly Performance Comparison


2026 (YTD)2025202420232022
RBCIX
RBC China Equity Fund
1.05%50.92%6.24%-9.64%-7.64%
BGCBX
Baillie Gifford China Equities Fund
-3.19%36.51%9.74%-18.00%-10.61%

Correlation

The correlation between RBCIX and BGCBX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2022

0.92

The correlation between RBCIX and BGCBX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

RBCIX vs. BGCBX — Risk / Return Rank

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

RBCIX
RBCIX Risk / Return Rank: 3636
Overall Rank
RBCIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
RBCIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RBCIX Omega Ratio Rank: 3434
Omega Ratio Rank
RBCIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
RBCIX Martin Ratio Rank: 3030
Martin Ratio Rank

BGCBX
BGCBX Risk / Return Rank: 1111
Overall Rank
BGCBX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BGCBX Sortino Ratio Rank: 1111
Sortino Ratio Rank
BGCBX Omega Ratio Rank: 1111
Omega Ratio Rank
BGCBX Calmar Ratio Rank: 1313
Calmar Ratio Rank
BGCBX Martin Ratio Rank: 1010
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.

RBCIX vs. BGCBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC China Equity Fund (RBCIX) and Baillie Gifford China Equities Fund (BGCBX). 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.


RBCIXBGCBXDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.29

1.16

+0.13

Calmar ratioReturn relative to maximum drawdown

2.48

1.16

+1.32

Martin ratioReturn relative to average drawdown

6.46

2.73

+3.73

RBCIX vs. BGCBX - Sharpe Ratio Comparison

The current RBCIX Sharpe Ratio is 1.62, which is higher than the BGCBX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of RBCIX and BGCBX, 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

RBCIX vs. BGCBX - Drawdown Comparison

The maximum RBCIX drawdown since its inception was -32.45%, smaller than the maximum BGCBX drawdown of -59.07%. Use the drawdown chart below to compare losses from any high point for RBCIX and BGCBX.


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Drawdown Indicators


RBCIXBGCBXDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-59.07%

+26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-13.48%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-25.67%

-28.54%

+2.87%

Current Drawdown

Current decline from peak

-8.23%

-30.70%

+22.47%

Average Drawdown

Average peak-to-trough decline

-13.63%

-38.18%

+24.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

5.74%

-0.58%

Volatility

RBCIX vs. BGCBX - Volatility Comparison

RBC China Equity Fund (RBCIX) has a higher volatility of 7.21% compared to Baillie Gifford China Equities Fund (BGCBX) at 5.60%. This indicates that RBCIX's price experiences larger fluctuations and is considered to be riskier than BGCBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBCIXBGCBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

5.60%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

15.44%

12.94%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.66%

18.37%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.03%

26.96%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

26.96%

-0.93%

RBCIX vs. BGCBX - Expense Ratio Comparison

RBCIX has a 1.05% expense ratio, which is higher than BGCBX's 0.96% expense ratio.


Dividends

RBCIX vs. BGCBX - Dividend Comparison

RBCIX's dividend yield for the trailing twelve months is around 3.62%, more than BGCBX's 0.94% yield.


PositionTTM2025202420232022
BGCBX
Baillie Gifford China Equities Fund
0.94%0.91%2.03%1.50%0.66%
RBCIX
RBC China Equity Fund
3.62%3.66%2.01%1.20%1.02%

Frequently Asked Questions


With a correlation of 0.93, RBCIX and BGCBX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RBCIX has higher volatility (7.21%) compared to BGCBX (5.60%). In terms of maximum drawdown, RBCIX dropped -32.45% vs BGCBX's -59.07%.

RBCIX currently has the higher Sharpe Ratio (1.62 vs 0.85), 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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