RBESX vs. SFILX
RBESX (RBC BlueBay Emerging Market Debt Fund) and SFILX (Schwab Fundamental International Small Company Index Fund) are both mutual funds - RBESX is a Emerging Markets Bonds fund managed by RBC, while SFILX is a Foreign Small & Mid Cap Equities fund managed by Charles Schwab. Over the past 10 years, RBESX returned 4.37%/yr vs 8.32%/yr for SFILX. Their 0.48 correlation means their historical movements had little consistent relationship. RBESX charges 0.79%/yr vs 0.39%/yr for SFILX.
Performance
RBESX vs. SFILX - Performance Comparison
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Returns By Period
In the year-to-date period, RBESX achieves a 2.73% return, which is significantly lower than SFILX's 11.70% return. Over the past 10 years, RBESX has underperformed SFILX with an annualized return of 4.37%, while SFILX has yielded a comparatively higher 8.32% annualized return.
RBESX
- 1D
- -0.22%
- 1M
- -1.42%
- 6M
- 1.37%
- YTD
- 2.73%
- 1Y
- 10.14%
- 3Y*
- 9.98%
- 5Y*
- 4.09%
- 10Y*
- 4.37%
- ALL TIME*
- 3.50%
SFILX
- 1D
- 2.55%
- 1M
- 1.83%
- 6M
- 5.17%
- YTD
- 11.70%
- 1Y
- 23.05%
- 3Y*
- 16.56%
- 5Y*
- 7.88%
- 10Y*
- 8.32%
- ALL TIME*
- 9.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RBESX vs. SFILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | 2.73% | 14.64% | 6.90% | 15.63% | -14.57% | -3.45% | 7.02% | 15.39% | -5.05% | 12.78% |
SFILX Schwab Fundamental International Small Company Index Fund | 11.70% | 36.17% | 1.29% | 14.80% | -14.89% | 9.69% | 7.50% | 19.58% | -18.67% | 26.08% |
Correlation
The correlation between RBESX and SFILX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.48 |
The correlation between RBESX and SFILX shifts across timeframes, from 0.44 (10 years) to 0.55 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RBESX vs. SFILX — Risk / Return Rank
RBESX
SFILX
RBESX vs. SFILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay Emerging Market Debt Fund (RBESX) and Schwab Fundamental International Small Company Index Fund (SFILX). 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 | SFILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.30 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.99 | +0.50 |
| Martin ratioReturn relative to average drawdown | 10.11 | 6.81 | +3.30 |
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Drawdowns
RBESX vs. SFILX - Drawdown Comparison
The maximum RBESX drawdown since its inception was -51.19%, which is greater than SFILX's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for RBESX and SFILX.
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Drawdown Indicators
| RBESX | SFILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.19% | -43.13% | -8.06% |
Max Drawdown (1Y)Largest decline over 1 year | -4.18% | -11.35% | +7.17% |
Max Drawdown (3Y)Largest decline over 3 years | -6.13% | -11.95% | +5.82% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -32.29% | +5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -51.19% | -43.13% | -8.06% |
Current DrawdownCurrent decline from peak | -18.58% | -1.48% | -17.10% |
Average DrawdownAverage peak-to-trough decline | -25.33% | -8.14% | -17.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 3.31% | -2.28% |
Volatility
RBESX vs. SFILX - Volatility Comparison
The current volatility for RBC BlueBay Emerging Market Debt Fund (RBESX) is 0.88%, while Schwab Fundamental International Small Company Index Fund (SFILX) has a volatility of 4.32%. This indicates that RBESX experiences smaller price fluctuations and is considered to be less risky than SFILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBESX | SFILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 4.32% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.55% | 12.00% | -8.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 14.17% | -9.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.98% | 15.38% | -8.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.87% | 16.01% | +20.86% |
RBESX vs. SFILX - Expense Ratio Comparison
RBESX has a 0.79% expense ratio, which is higher than SFILX's 0.39% expense ratio.
Dividends
RBESX vs. SFILX - Dividend Comparison
RBESX's dividend yield for the trailing twelve months is around 4.86%, less than SFILX's 7.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | 4.50% | 5.58% | 6.59% | 6.60% | 7.85% | 3.37% | 3.58% | 5.94% | 3.78% | 3.67% | 0.00% | 0.00% |
SFILX Schwab Fundamental International Small Company Index Fund | 7.53% | 8.41% | 4.71% | 3.11% | 4.88% | 6.00% | 1.98% | 2.78% | 5.77% | 1.41% | 2.45% | 2.09% |
Frequently Asked Questions
RBESX and SFILX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFILX has higher volatility (4.32%) compared to RBESX (0.88%). In terms of maximum drawdown, RBESX dropped -51.19% vs SFILX's -43.13%.
RBESX currently has the higher Sharpe Ratio (2.42 vs 1.60), 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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