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RGHYX vs. BCOIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RGHYX and BCOIX is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

RGHYX vs. BCOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RBC BlueBay High Yield Bond Fund (RGHYX) and Baird Core Plus Bond Fund (BCOIX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
89.62%
41.54%
RGHYX
BCOIX

Key characteristics

Sharpe Ratio

RGHYX:

2.09

BCOIX:

1.46

Sortino Ratio

RGHYX:

2.74

BCOIX:

2.17

Omega Ratio

RGHYX:

1.48

BCOIX:

1.26

Calmar Ratio

RGHYX:

1.53

BCOIX:

0.63

Martin Ratio

RGHYX:

7.96

BCOIX:

4.01

Ulcer Index

RGHYX:

0.87%

BCOIX:

1.81%

Daily Std Dev

RGHYX:

3.32%

BCOIX:

4.97%

Max Drawdown

RGHYX:

-17.38%

BCOIX:

-18.87%

Current Drawdown

RGHYX:

-2.92%

BCOIX:

-5.05%

Returns By Period

In the year-to-date period, RGHYX achieves a -0.84% return, which is significantly lower than BCOIX's 1.70% return. Over the past 10 years, RGHYX has outperformed BCOIX with an annualized return of 4.60%, while BCOIX has yielded a comparatively lower 1.93% annualized return.


RGHYX

YTD

-0.84%

1M

-2.14%

6M

-0.73%

1Y

6.92%

5Y*

4.95%

10Y*

4.60%

BCOIX

YTD

1.70%

1M

-0.73%

6M

0.24%

1Y

7.03%

5Y*

0.05%

10Y*

1.93%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RGHYX vs. BCOIX - Expense Ratio Comparison

RGHYX has a 0.57% expense ratio, which is higher than BCOIX's 0.30% expense ratio.


RGHYX
RBC BlueBay High Yield Bond Fund
Expense ratio chart for RGHYX: current value is 0.57%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RGHYX: 0.57%
Expense ratio chart for BCOIX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BCOIX: 0.30%

Risk-Adjusted Performance

RGHYX vs. BCOIX — Risk-Adjusted Performance Rank

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

RGHYX
The Risk-Adjusted Performance Rank of RGHYX is 9292
Overall Rank
The Sharpe Ratio Rank of RGHYX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of RGHYX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of RGHYX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of RGHYX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of RGHYX is 9191
Martin Ratio Rank

BCOIX
The Risk-Adjusted Performance Rank of BCOIX is 8484
Overall Rank
The Sharpe Ratio Rank of BCOIX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BCOIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BCOIX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BCOIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of BCOIX is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RGHYX vs. BCOIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay High Yield Bond Fund (RGHYX) and Baird Core Plus Bond Fund (BCOIX). 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.


Sharpe ratio
The chart of Sharpe ratio for RGHYX, currently valued at 2.09, compared to the broader market-1.000.001.002.003.00
RGHYX: 2.09
BCOIX: 1.46
The chart of Sortino ratio for RGHYX, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.00
RGHYX: 2.74
BCOIX: 2.17
The chart of Omega ratio for RGHYX, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.00
RGHYX: 1.48
BCOIX: 1.26
The chart of Calmar ratio for RGHYX, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.00
RGHYX: 1.53
BCOIX: 0.63
The chart of Martin ratio for RGHYX, currently valued at 7.96, compared to the broader market0.0010.0020.0030.0040.0050.00
RGHYX: 7.96
BCOIX: 4.01

The current RGHYX Sharpe Ratio is 2.09, which is higher than the BCOIX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of RGHYX and BCOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
2.09
1.46
RGHYX
BCOIX

Dividends

RGHYX vs. BCOIX - Dividend Comparison

RGHYX's dividend yield for the trailing twelve months is around 6.41%, more than BCOIX's 4.20% yield.


TTM20242023202220212020201920182017201620152014
RGHYX
RBC BlueBay High Yield Bond Fund
6.41%6.92%6.23%5.54%4.28%4.30%4.88%6.79%3.88%4.45%3.60%5.06%
BCOIX
Baird Core Plus Bond Fund
4.20%4.15%3.57%3.09%2.36%2.58%2.95%3.13%2.83%2.82%2.84%3.00%

Drawdowns

RGHYX vs. BCOIX - Drawdown Comparison

The maximum RGHYX drawdown since its inception was -17.38%, smaller than the maximum BCOIX drawdown of -18.87%. Use the drawdown chart below to compare losses from any high point for RGHYX and BCOIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.92%
-5.05%
RGHYX
BCOIX

Volatility

RGHYX vs. BCOIX - Volatility Comparison

RBC BlueBay High Yield Bond Fund (RGHYX) has a higher volatility of 2.10% compared to Baird Core Plus Bond Fund (BCOIX) at 1.88%. This indicates that RGHYX's price experiences larger fluctuations and is considered to be riskier than BCOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.10%
1.88%
RGHYX
BCOIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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