RBESX vs. SWPPX
Compare and contrast key facts about RBC BlueBay Emerging Market Debt Fund (RBESX) and Schwab S&P 500 Index Fund (SWPPX).
RBESX is managed by RBC Global Asset Management.. It was launched on Nov 29, 2011. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
RBESX vs. SWPPX - Performance Comparison
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RBESX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | -1.18% | 14.64% | 6.90% | 15.63% | -14.57% | -3.45% | 7.02% | 15.39% | -5.05% | 12.78% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, RBESX achieves a -1.18% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, RBESX has underperformed SWPPX with an annualized return of 4.52%, while SWPPX has yielded a comparatively higher 13.71% annualized 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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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RBESX vs. SWPPX - Expense Ratio Comparison
RBESX has a 0.79% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
RBESX vs. SWPPX — Risk / Return Rank
RBESX
SWPPX
RBESX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay Emerging Market Debt Fund (RBESX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.32 | 0.84 | +1.48 |
Sortino ratioReturn per unit of downside risk | 3.32 | 1.30 | +2.03 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.20 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.06 | +1.51 |
Martin ratioReturn relative to average drawdown | 10.97 | 5.14 | +5.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RBESX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.84 | +1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.76 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.48 | -0.37 |
Correlation
The correlation between RBESX and SWPPX is 0.36, 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. SWPPX - Dividend Comparison
RBESX's dividend yield for the trailing twelve months is around 5.16%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
RBESX vs. SWPPX - Drawdown Comparison
The maximum RBESX drawdown since its inception was -51.19%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for RBESX and SWPPX.
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Drawdown Indicators
| RBESX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.19% | -55.06% | +3.87% |
Max Drawdown (1Y)Largest decline over 1 year | -4.18% | -12.10% | +7.92% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -24.51% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -51.19% | -33.80% | -17.39% |
Current DrawdownCurrent decline from peak | -21.69% | -8.89% | -12.80% |
Average DrawdownAverage peak-to-trough decline | -25.50% | -10.00% | -15.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 2.49% | -1.51% |
Volatility
RBESX vs. SWPPX - Volatility Comparison
The current volatility for RBC BlueBay Emerging Market Debt Fund (RBESX) is 1.70%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that RBESX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBESX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 4.29% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 9.11% | -6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.80% | 18.14% | -13.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.91% | 16.89% | -9.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.88% | 18.19% | +18.69% |