RBESX vs. RBSIX

Last updated Apr 1, 2026

Compare and contrast key facts about RBC BlueBay Emerging Market Debt Fund (RBESX) and RBC BlueBay Strategic Income Fund (RBSIX).

RBESX is managed by RBC Global Asset Management.. It was launched on Nov 29, 2011. RBSIX is managed by RBC Global Asset Management.. It was launched on Oct 31, 2021.

Performance

RBESX vs. RBSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RBC BlueBay Emerging Market Debt Fund (RBESX) and RBC BlueBay Strategic Income Fund (RBSIX). The values are adjusted to include any dividend payments, if applicable.

RBESX vs. RBSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RBESX RBC BlueBay Emerging Market Debt Fund	-1.18%	14.64%	6.90%	15.63%	-14.57%	-0.19%
RBSIX RBC BlueBay Strategic Income Fund	-0.20%	5.50%	9.33%	9.74%	0.35%	-0.21%

Returns By Period

In the year-to-date period, RBESX achieves a -1.18% return, which is significantly lower than RBSIX's -0.20% return.

RBESX

• 1D: -0.23%
• 1M: -3.77%
• YTD: -1.18%
• 6M: 2.49%
• 1Y: 11.16%
• 3Y*: 10.98%
• 5Y*: 4.20%
• 10Y*: 4.52%

RBSIX

• 1D: -0.10%
• 1M: -1.08%
• YTD: -0.20%
• 6M: 0.73%
• 1Y: 4.34%
• 3Y*: 7.65%
• 5Y*: —
• 10Y*: —

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

RBESX vs. RBSIX - Expense Ratio Comparison

RBESX has a 0.79% expense ratio, which is higher than RBSIX's 0.63% expense ratio.

RBESX

RBC BlueBay Emerging Market Debt Fund

RBSIX

RBC BlueBay Strategic Income Fund

Return for Risk

RBESX vs. RBSIX — Risk / Return Rank

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

RBESX

RBESX Risk / Return Rank: 94
RBESX Sharpe Ratio Rank: 96
RBESX Sortino Ratio Rank: 96
RBESX Omega Ratio Rank: 95
RBESX Calmar Ratio Rank: 90
RBESX Martin Ratio Rank: 92

RBSIX

RBSIX Risk / Return Rank: 90
RBSIX Sharpe Ratio Rank: 96
RBSIX Sortino Ratio Rank: 96
RBSIX Omega Ratio Rank: 96
RBSIX Calmar Ratio Rank: 86
RBSIX Martin Ratio Rank: 77

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.

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.

	RBESX	RBSIX	Difference
Sharpe ratio Return per unit of total volatility	2.32	2.43	-0.11
Sortino ratio Return per unit of downside risk	3.32	3.35	-0.02
Omega ratio Gain probability vs. loss probability	1.50	1.58	-0.08
Calmar ratio Return relative to maximum drawdown	2.57	2.18	+0.40
Martin ratio Return relative to average drawdown	10.97	7.45	+3.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RBESX vs. RBSIX - Sharpe Ratio Comparison

The current RBESX Sharpe Ratio is 2.32, which is comparable to the RBSIX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of RBESX and RBSIX, 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

	RBESX	RBSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.32	2.43	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	1.53	-1.43

Correlation

The correlation between RBESX and RBSIX is 0.20, 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.

Dividends

RBESX vs. RBSIX - Dividend Comparison

RBESX's dividend yield for the trailing twelve months is around 5.16%, more than RBSIX's 4.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
RBESX RBC BlueBay Emerging Market Debt Fund	5.16%	5.58%	6.59%	6.60%	7.85%	3.37%	3.58%	5.94%	3.78%	3.67%
RBSIX RBC BlueBay Strategic Income Fund	4.70%	5.31%	4.46%	7.65%	5.37%	0.19%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	RBESX	RBSIX	Difference
Max Drawdown Largest peak-to-trough decline	-51.19%	-4.09%	-47.10%
Max Drawdown (1Y) Largest decline over 1 year	-4.18%	-1.69%	-2.49%
Max Drawdown (5Y) Largest decline over 5 years	-26.82%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-51.19%	—	—
Current Drawdown Current decline from peak	-21.69%	-1.37%	-20.32%
Average Drawdown Average peak-to-trough decline	-25.50%	-0.79%	-24.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.98%	0.58%	+0.40%

Volatility

RBESX vs. RBSIX - Volatility Comparison

RBC BlueBay Emerging Market Debt Fund (RBESX) has a higher volatility of 1.70% compared to RBC BlueBay Strategic Income Fund (RBSIX) at 0.57%. 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.

Volatility by Period

	RBESX	RBSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.70%	0.57%	+1.13%
Volatility (6M) Calculated over the trailing 6-month period	2.86%	1.11%	+1.75%
Volatility (1Y) Calculated over the trailing 1-year period	4.80%	1.85%	+2.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.91%	3.60%	+3.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.88%	3.60%	+33.28%