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REEIX vs. RGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REEIX vs. RGOIX - Performance Comparison

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

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REEIX vs. RGOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REEIX
RBC Emerging Markets Equity Fund
-3.22%34.54%6.38%12.20%-14.62%-4.36%16.76%17.26%-10.63%35.13%
RGOIX
RBC Global Opportunities Fund
-7.38%17.25%17.10%9.82%-23.66%16.82%26.94%31.55%-6.89%34.27%

Returns By Period

In the year-to-date period, REEIX achieves a -3.22% return, which is significantly higher than RGOIX's -7.38% return. Over the past 10 years, REEIX has underperformed RGOIX with an annualized return of 7.85%, while RGOIX has yielded a comparatively higher 10.45% annualized 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%

RGOIX

1D
-0.22%
1M
-9.04%
YTD
-7.38%
6M
-6.18%
1Y
11.94%
3Y*
10.55%
5Y*
4.30%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REEIX vs. RGOIX - Expense Ratio Comparison

REEIX has a 0.88% expense ratio, which is higher than RGOIX's 0.75% expense ratio.


Return for Risk

REEIX vs. RGOIX — 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

RGOIX
RGOIX Risk / Return Rank: 3636
Overall Rank
RGOIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RGOIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
RGOIX Omega Ratio Rank: 3434
Omega Ratio Rank
RGOIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
RGOIX Martin Ratio Rank: 3939
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. RGOIX - Risk-Adjusted Trends Comparison

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


REEIXRGOIXDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.77

+0.64

Sortino ratio

Return per unit of downside risk

1.87

1.18

+0.70

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

1.60

1.00

+0.60

Martin ratio

Return relative to average drawdown

6.93

4.13

+2.81

REEIX vs. RGOIX - Sharpe Ratio Comparison

The current REEIX Sharpe Ratio is 1.41, which is higher than the RGOIX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of REEIX and RGOIX, 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


REEIXRGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.77

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.26

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.60

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.55

-0.13

Correlation

The correlation between REEIX and RGOIX is 0.74, 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. RGOIX - Dividend Comparison

REEIX's dividend yield for the trailing twelve months is around 3.40%, more than RGOIX's 0.76% 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%
RGOIX
RBC Global Opportunities Fund
0.76%0.70%0.65%0.75%0.27%4.61%2.28%2.76%3.77%3.79%0.75%1.21%

Drawdowns

REEIX vs. RGOIX - Drawdown Comparison

The maximum REEIX drawdown since its inception was -35.90%, which is greater than RGOIX's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for REEIX and RGOIX.


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Drawdown Indicators


REEIXRGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-33.40%

-2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-10.13%

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.32%

-31.72%

-1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

-33.40%

-2.50%

Current Drawdown

Current decline from peak

-15.07%

-9.67%

-5.40%

Average Drawdown

Average peak-to-trough decline

-10.19%

-7.00%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.46%

+1.01%

Volatility

REEIX vs. RGOIX - Volatility Comparison

RBC Emerging Markets Equity Fund (REEIX) has a higher volatility of 9.62% compared to RBC Global Opportunities Fund (RGOIX) at 4.74%. This indicates that REEIX's price experiences larger fluctuations and is considered to be riskier than RGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REEIXRGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

4.74%

+4.88%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

9.28%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

15.93%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

16.56%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

17.57%

-0.67%