RBESX vs. VYMI
RBESX (RBC BlueBay Emerging Market Debt Fund) and VYMI (Vanguard International High Dividend Yield ETF) are both funds - RBESX is a Emerging Markets Bonds fund managed by RBC Global Asset Management., while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, RBESX returned 4.93%/yr vs 11.21%/yr for VYMI. At a 0.41 correlation, their price movements are largely independent. RBESX charges 0.79%/yr vs 0.07%/yr for VYMI.
Performance
RBESX vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, RBESX achieves a 4.05% return, which is significantly lower than VYMI's 11.38% return. Over the past 10 years, RBESX has underperformed VYMI with an annualized return of 4.93%, while VYMI has yielded a comparatively higher 11.21% annualized return.
RBESX
- 1D
- -0.22%
- 1M
- 2.09%
- YTD
- 4.05%
- 6M
- 4.28%
- 1Y
- 14.44%
- 3Y*
- 11.85%
- 5Y*
- 4.36%
- 10Y*
- 4.93%
VYMI
- 1D
- -1.23%
- 1M
- -0.28%
- YTD
- 11.38%
- 6M
- 11.17%
- 1Y
- 30.40%
- 3Y*
- 21.85%
- 5Y*
- 12.40%
- 10Y*
- 11.21%
RBESX vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | 4.05% | 14.64% | 6.90% | 15.63% | -14.57% | -3.45% | 7.02% | 15.39% | -5.05% | 12.78% |
VYMI Vanguard International High Dividend Yield ETF | 11.38% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
Correlation
The correlation between RBESX and VYMI is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.41 |
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Return for Risk
RBESX vs. VYMI — Risk / Return Rank
RBESX
VYMI
RBESX vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay Emerging Market Debt Fund (RBESX) and Vanguard International High Dividend Yield ETF (VYMI). 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 | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.42 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.01 | +0.53 |
| Martin ratioReturn relative to average drawdown | 14.80 | 11.81 | +2.99 |
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Drawdowns
RBESX vs. VYMI - Drawdown Comparison
The maximum RBESX drawdown since its inception was -51.19%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for RBESX and VYMI.
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Drawdown Indicators
| RBESX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.19% | -40.00% | -11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -4.18% | -10.14% | +5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -7.02% | -12.84% | +5.82% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -24.05% | -2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -51.19% | -40.00% | -11.19% |
Current DrawdownCurrent decline from peak | -17.54% | -1.97% | -15.57% |
Average DrawdownAverage peak-to-trough decline | -25.39% | -6.28% | -19.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 2.58% | -1.58% |
Volatility
RBESX vs. VYMI - Volatility Comparison
The current volatility for RBC BlueBay Emerging Market Debt Fund (RBESX) is 1.35%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 4.14%. This indicates that RBESX experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBESX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 4.14% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 3.62% | 11.20% | -7.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 13.27% | -8.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.97% | 14.87% | -7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.89% | 16.61% | +20.28% |
RBESX vs. VYMI - Expense Ratio Comparison
RBESX has a 0.79% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
RBESX vs. VYMI - Dividend Comparison
RBESX's dividend yield for the trailing twelve months is around 5.02%, more than VYMI's 3.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RBESX RBC BlueBay Emerging Market Debt Fund | 5.02% | 5.58% | 6.59% | 6.60% | 7.85% | 3.37% | 3.58% | 5.94% | 3.78% | 3.67% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.67% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
RBESX and VYMI have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYMI has higher volatility (4.14%) compared to RBESX (1.35%). In terms of maximum drawdown, RBESX dropped -51.19% vs VYMI's -40.00%.
RBESX currently has the higher Sharpe Ratio (3.44 vs 2.30), 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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