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REEIX vs. RIBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REEIX vs. RIBIX - Performance Comparison

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

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REEIX vs. RIBIX - 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%-10.63%
RIBIX
RBC Impact Bond Fund
-1.15%5.95%1.11%5.50%-14.47%-1.86%7.98%7.53%-0.60%

Returns By Period

In the year-to-date period, REEIX achieves a -3.22% return, which is significantly lower than RIBIX's -1.15% 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%

RIBIX

1D
0.59%
1M
-2.30%
YTD
-1.15%
6M
-0.27%
1Y
1.75%
3Y*
2.66%
5Y*
-0.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REEIX vs. RIBIX - Expense Ratio Comparison

REEIX has a 0.88% expense ratio, which is higher than RIBIX's 0.73% expense ratio.


Return for Risk

REEIX vs. RIBIX — 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

RIBIX
RIBIX Risk / Return Rank: 2121
Overall Rank
RIBIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
RIBIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
RIBIX Omega Ratio Rank: 1313
Omega Ratio Rank
RIBIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
RIBIX Martin Ratio Rank: 2222
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. RIBIX - Risk-Adjusted Trends Comparison

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


REEIXRIBIXDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.50

+0.91

Sortino ratio

Return per unit of downside risk

1.87

0.71

+1.17

Omega ratio

Gain probability vs. loss probability

1.28

1.09

+0.19

Calmar ratio

Return relative to maximum drawdown

1.60

0.98

+0.62

Martin ratio

Return relative to average drawdown

6.93

2.42

+4.51

REEIX vs. RIBIX - Sharpe Ratio Comparison

The current REEIX Sharpe Ratio is 1.41, which is higher than the RIBIX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of REEIX and RIBIX, 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


REEIXRIBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.50

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.11

+0.37

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

0.19

+0.23

Correlation

The correlation between REEIX and RIBIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

REEIX vs. RIBIX - Dividend Comparison

REEIX's dividend yield for the trailing twelve months is around 3.40%, less than RIBIX's 3.78% 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%
RIBIX
RBC Impact Bond Fund
3.78%4.02%3.35%2.50%2.10%1.94%3.28%3.91%2.44%0.05%0.00%0.00%

Drawdowns

REEIX vs. RIBIX - Drawdown Comparison

The maximum REEIX drawdown since its inception was -35.90%, which is greater than RIBIX's maximum drawdown of -19.37%. Use the drawdown chart below to compare losses from any high point for REEIX and RIBIX.


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Drawdown Indicators


REEIXRIBIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-19.37%

-16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-2.88%

-12.19%

Max Drawdown (5Y)

Largest decline over 5 years

-33.32%

-18.98%

-14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

Current Drawdown

Current decline from peak

-15.07%

-6.51%

-8.56%

Average Drawdown

Average peak-to-trough decline

-10.19%

-6.43%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

1.16%

+2.31%

Volatility

REEIX vs. RIBIX - Volatility Comparison

RBC Emerging Markets Equity Fund (REEIX) has a higher volatility of 9.62% compared to RBC Impact Bond Fund (RIBIX) at 1.68%. This indicates that REEIX's price experiences larger fluctuations and is considered to be riskier than RIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REEIXRIBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

1.68%

+7.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

2.73%

+11.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

4.77%

+13.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

5.94%

+10.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

5.20%

+11.70%