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REEIX vs. REMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REEIX vs. REMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RBC Emerging Markets Equity Fund (REEIX) and RBC Emerging Markets Value Equity Fund (REMVX). The values are adjusted to include any dividend payments, if applicable.

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REEIX vs. REMVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
REEIX
RBC Emerging Markets Equity Fund
-3.22%34.54%6.38%12.20%-14.62%-4.36%16.76%17.26%-6.28%
REMVX
RBC Emerging Markets Value Equity Fund
1.06%47.31%4.58%11.03%-16.99%3.71%18.03%16.00%-11.48%

Returns By Period

In the year-to-date period, REEIX achieves a -3.22% return, which is significantly lower than REMVX's 1.06% return.


REEIX

1D
-1.43%
1M
-14.06%
YTD
-3.22%
6M
3.51%
1Y
25.97%
3Y*
13.51%
5Y*
4.25%
10Y*
7.85%

REMVX

1D
-1.12%
1M
-14.12%
YTD
1.06%
6M
10.53%
1Y
39.78%
3Y*
18.17%
5Y*
6.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REEIX vs. REMVX - Expense Ratio Comparison

REEIX has a 0.88% expense ratio, which is lower than REMVX's 0.95% expense ratio.


Return for Risk

REEIX vs. REMVX — Risk / Return Rank

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

REEIX
REEIX Risk / Return Rank: 7474
Overall Rank
REEIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
REEIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
REEIX Omega Ratio Rank: 7474
Omega Ratio Rank
REEIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
REEIX Martin Ratio Rank: 7373
Martin Ratio Rank

REMVX
REMVX Risk / Return Rank: 9191
Overall Rank
REMVX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
REMVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
REMVX Omega Ratio Rank: 9191
Omega Ratio Rank
REMVX Calmar Ratio Rank: 9090
Calmar Ratio Rank
REMVX Martin Ratio Rank: 8989
Martin Ratio Rank
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.

REEIX vs. REMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Emerging Markets Equity Fund (REEIX) and RBC Emerging Markets Value Equity Fund (REMVX). 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.


REEIXREMVXDifference

Sharpe ratio

Return per unit of total volatility

1.41

2.12

-0.72

Sortino ratio

Return per unit of downside risk

1.87

2.66

-0.79

Omega ratio

Gain probability vs. loss probability

1.28

1.42

-0.14

Calmar ratio

Return relative to maximum drawdown

1.60

2.47

-0.88

Martin ratio

Return relative to average drawdown

6.93

9.77

-2.83

REEIX vs. REMVX - Sharpe Ratio Comparison

The current REEIX Sharpe Ratio is 1.41, which is lower than the REMVX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of REEIX and REMVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REEIXREMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

2.12

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.39

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.41

0.00

Correlation

The correlation between REEIX and REMVX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

REEIX vs. REMVX - Dividend Comparison

REEIX's dividend yield for the trailing twelve months is around 3.40%, more than REMVX's 2.01% yield.


TTM20252024202320222021202020192018201720162015
REEIX
RBC Emerging Markets Equity Fund
3.40%3.29%1.52%1.59%1.35%2.81%1.00%3.11%8.35%0.90%1.18%2.51%
REMVX
RBC Emerging Markets Value Equity Fund
2.01%2.03%5.02%4.02%7.02%13.30%0.38%3.82%2.51%0.00%0.00%0.00%

Drawdowns

REEIX vs. REMVX - Drawdown Comparison

The maximum REEIX drawdown since its inception was -35.90%, roughly equal to the maximum REMVX drawdown of -36.92%. Use the drawdown chart below to compare losses from any high point for REEIX and REMVX.


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Drawdown Indicators


REEIXREMVXDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-36.92%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-15.08%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-33.32%

-36.42%

+3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

Current Drawdown

Current decline from peak

-15.07%

-15.08%

+0.01%

Average Drawdown

Average peak-to-trough decline

-10.19%

-11.54%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.82%

-0.35%

Volatility

REEIX vs. REMVX - Volatility Comparison

RBC Emerging Markets Equity Fund (REEIX) and RBC Emerging Markets Value Equity Fund (REMVX) have volatilities of 9.62% and 9.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REEIXREMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

9.51%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

13.66%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

18.79%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

17.51%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

19.46%

-2.56%