RBESX vs. RBSIX
RBESX (RBC BlueBay Emerging Market Debt Fund) and RBSIX (RBC BlueBay Strategic Income Fund) are both mutual funds - RBESX is a Emerging Markets Bonds fund managed by RBC Global Asset Management., while RBSIX is a Nontraditional Bonds fund managed by RBC Global Asset Management.. Over the past 3 years, RBESX returned 12.08%/yr vs 7.58%/yr for RBSIX. At a 0.21 correlation, their price movements are largely independent. RBESX charges 0.79%/yr vs 0.63%/yr for RBSIX.
Performance
RBESX vs. RBSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RBESX achieves a 4.28% return, which is significantly higher than RBSIX's 1.03% return.
RBESX
- 1D
- 0.22%
- 1M
- 2.31%
- YTD
- 4.28%
- 6M
- 4.51%
- 1Y
- 14.96%
- 3Y*
- 12.08%
- 5Y*
- 4.33%
- 10Y*
- 4.92%
RBSIX
- 1D
- 0.00%
- 1M
- 0.07%
- YTD
- 1.03%
- 6M
- 1.13%
- 1Y
- 5.32%
- 3Y*
- 7.58%
- 5Y*
- —
- 10Y*
- —
RBESX vs. RBSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | 4.28% | 14.64% | 6.90% | 15.63% | -14.57% | -0.29% |
RBSIX RBC BlueBay Strategic Income Fund | 1.03% | 5.50% | 9.33% | 9.74% | 0.35% | -0.21% |
Correlation
The correlation between RBESX and RBSIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2021 | 0.21 |
The correlation between RBESX and RBSIX shifts across timeframes, from 0.21 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RBESX vs. RBSIX — Risk / Return Rank
RBESX
RBSIX
RBESX vs. RBSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay Emerging Market Debt Fund (RBESX) and RBC BlueBay Strategic Income Fund (RBSIX). 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.
| RBESX | RBSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.75 | 1.87 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 3.91 | -0.31 |
| Martin ratioReturn relative to average drawdown | 15.06 | 13.22 | +1.83 |
Loading charts...
Drawdowns
RBESX vs. RBSIX - Drawdown Comparison
The maximum RBESX drawdown since its inception was -51.19%, which is greater than RBSIX's maximum drawdown of -4.09%. Use the drawdown chart below to compare losses from any high point for RBESX and RBSIX.
Loading charts...
Drawdown Indicators
| RBESX | RBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.19% | -4.09% | -47.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.18% | -1.37% | -2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -7.02% | -4.09% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.19% | — | — |
Current DrawdownCurrent decline from peak | -17.36% | -0.22% | -17.14% |
Average DrawdownAverage peak-to-trough decline | -25.39% | -0.77% | -24.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.40% | +0.60% |
Volatility
RBESX vs. RBSIX - Volatility Comparison
RBC BlueBay Emerging Market Debt Fund (RBESX) has a higher volatility of 1.34% compared to RBC BlueBay Strategic Income Fund (RBSIX) at 0.36%. This indicates that RBESX's price experiences larger fluctuations and is considered to be riskier than RBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RBESX | RBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 0.36% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 3.61% | 1.09% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 1.52% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.97% | 3.52% | +3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.87% | 3.52% | +33.35% |
RBESX vs. RBSIX - Expense Ratio Comparison
RBESX has a 0.79% expense ratio, which is higher than RBSIX's 0.63% expense ratio.
Dividends
RBESX vs. RBSIX - Dividend Comparison
RBESX's dividend yield for the trailing twelve months is around 5.01%, less than RBSIX's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | 5.01% | 5.58% | 6.59% | 6.60% | 7.85% | 3.37% | 3.58% | 5.94% | 3.78% | 3.67% |
RBSIX RBC BlueBay Strategic Income Fund | 5.84% | 5.31% | 4.46% | 7.65% | 5.37% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RBESX and RBSIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBESX has higher volatility (1.34%) compared to RBSIX (0.36%). In terms of maximum drawdown, RBESX dropped -51.19% vs RBSIX's -4.09%.
RBSIX currently has the higher Sharpe Ratio (3.53 vs 3.50), 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.
Find the right allocation for RBESX and RBSIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer