RBESX vs. EAPCX
Compare and contrast key facts about RBC BlueBay Emerging Market Debt Fund (RBESX) and Parametric Commodity Strategy Fund Class A (EAPCX).
RBESX is managed by RBC Global Asset Management.. It was launched on Nov 29, 2011. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RBESX or EAPCX.
Key characteristics
| RBESX | EAPCX | |
|---|---|---|
| YTD Return | 7.61% | 10.75% |
| 1Y Return | 17.48% | 9.48% |
| 3Y Return (Ann) | 1.35% | 7.32% |
| 5Y Return (Ann) | 2.36% | 11.92% |
| 10Y Return (Ann) | 2.71% | 3.92% |
| Sharpe Ratio | 2.84 | 0.79 |
| Sortino Ratio | 4.47 | 1.18 |
| Omega Ratio | 1.58 | 1.14 |
| Calmar Ratio | 1.24 | 0.52 |
| Martin Ratio | 15.14 | 2.09 |
| Ulcer Index | 1.12% | 4.37% |
| Daily Std Dev | 6.00% | 11.53% |
| Max Drawdown | -27.43% | -50.10% |
| Current Drawdown | -0.67% | -5.68% |
Correlation
The correlation between RBESX and EAPCX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RBESX vs. EAPCX - Performance Comparison
In the year-to-date period, RBESX achieves a 7.61% return, which is significantly lower than EAPCX's 10.75% return. Over the past 10 years, RBESX has underperformed EAPCX with an annualized return of 2.71%, while EAPCX has yielded a comparatively higher 3.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RBESX vs. EAPCX - Expense Ratio Comparison
RBESX has a 0.79% expense ratio, which is lower than EAPCX's 0.91% expense ratio.
Risk-Adjusted Performance
RBESX vs. EAPCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay Emerging Market Debt Fund (RBESX) and Parametric Commodity Strategy Fund Class A (EAPCX). 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.
Dividends
RBESX vs. EAPCX - Dividend Comparison
RBESX's dividend yield for the trailing twelve months is around 5.76%, more than EAPCX's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | 5.76% | 6.62% | 7.02% | 4.11% | 3.59% | 5.94% | 3.79% | 3.67% | 0.26% | 0.00% | 4.10% | 3.20% |
EAPCX Parametric Commodity Strategy Fund Class A | 3.10% | 3.43% | 14.80% | 13.74% | 2.92% | 1.12% | 0.41% | 4.98% | 6.50% | 0.00% | 1.52% | 0.00% |
Drawdowns
RBESX vs. EAPCX - Drawdown Comparison
The maximum RBESX drawdown since its inception was -27.43%, smaller than the maximum EAPCX drawdown of -50.10%. Use the drawdown chart below to compare losses from any high point for RBESX and EAPCX. For additional features, visit the drawdowns tool.
Volatility
RBESX vs. EAPCX - Volatility Comparison
The current volatility for RBC BlueBay Emerging Market Debt Fund (RBESX) is 1.68%, while Parametric Commodity Strategy Fund Class A (EAPCX) has a volatility of 3.72%. This indicates that RBESX experiences smaller price fluctuations and is considered to be less risky than EAPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.