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RGHYX vs. BUFHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RGHYX vs. BUFHX - Performance Comparison

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

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RGHYX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RGHYX
RBC BlueBay High Yield Bond Fund
-0.88%9.02%7.14%12.88%-8.48%3.72%9.65%15.83%-0.73%6.72%
BUFHX
Buffalo High Yield Fund
-0.09%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%5.98%

Returns By Period

In the year-to-date period, RGHYX achieves a -0.88% return, which is significantly lower than BUFHX's -0.09% return. Over the past 10 years, RGHYX has outperformed BUFHX with an annualized return of 6.07%, while BUFHX has yielded a comparatively lower 5.40% annualized return.


RGHYX

1D
0.51%
1M
-1.41%
YTD
-0.88%
6M
0.41%
1Y
6.94%
3Y*
8.22%
5Y*
4.31%
10Y*
6.07%

BUFHX

1D
0.48%
1M
-0.90%
YTD
-0.09%
6M
0.43%
1Y
4.45%
3Y*
8.13%
5Y*
4.79%
10Y*
5.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RGHYX vs. BUFHX - Expense Ratio Comparison

RGHYX has a 0.57% expense ratio, which is lower than BUFHX's 1.02% expense ratio.


Return for Risk

RGHYX vs. BUFHX — Risk / Return Rank

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

RGHYX
RGHYX Risk / Return Rank: 9090
Overall Rank
RGHYX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RGHYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RGHYX Omega Ratio Rank: 9595
Omega Ratio Rank
RGHYX Calmar Ratio Rank: 8484
Calmar Ratio Rank
RGHYX Martin Ratio Rank: 8585
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 7070
Overall Rank
BUFHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 8080
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 6161
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.

RGHYX vs. BUFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay High Yield Bond Fund (RGHYX) and Buffalo High Yield Fund (BUFHX). 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.


RGHYXBUFHXDifference

Sharpe ratio

Return per unit of total volatility

2.15

1.42

+0.72

Sortino ratio

Return per unit of downside risk

2.87

1.88

+0.99

Omega ratio

Gain probability vs. loss probability

1.52

1.32

+0.20

Calmar ratio

Return relative to maximum drawdown

2.16

1.45

+0.72

Martin ratio

Return relative to average drawdown

9.13

6.01

+3.12

RGHYX vs. BUFHX - Sharpe Ratio Comparison

The current RGHYX Sharpe Ratio is 2.15, which is higher than the BUFHX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of RGHYX and BUFHX, 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


RGHYXBUFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.42

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.54

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

1.34

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

1.51

-0.10

Correlation

The correlation between RGHYX and BUFHX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RGHYX vs. BUFHX - Dividend Comparison

RGHYX's dividend yield for the trailing twelve months is around 6.09%, less than BUFHX's 7.08% yield.


TTM20252024202320222021202020192018201720162015
RGHYX
RBC BlueBay High Yield Bond Fund
6.09%6.68%6.91%6.22%6.04%5.29%5.54%4.88%6.79%3.88%4.44%4.38%
BUFHX
Buffalo High Yield Fund
7.08%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%

Drawdowns

RGHYX vs. BUFHX - Drawdown Comparison

The maximum RGHYX drawdown since its inception was -17.38%, smaller than the maximum BUFHX drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for RGHYX and BUFHX.


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Drawdown Indicators


RGHYXBUFHXDifference

Max Drawdown

Largest peak-to-trough decline

-17.38%

-26.01%

+8.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-3.00%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-12.79%

-9.98%

-2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-17.38%

-18.74%

+1.36%

Current Drawdown

Current decline from peak

-2.05%

-1.37%

-0.68%

Average Drawdown

Average peak-to-trough decline

-1.49%

-2.04%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.72%

+0.01%

Volatility

RGHYX vs. BUFHX - Volatility Comparison

RBC BlueBay High Yield Bond Fund (RGHYX) and Buffalo High Yield Fund (BUFHX) have volatilities of 1.35% and 1.39%, 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


RGHYXBUFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.39%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

1.95%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

3.21%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

3.14%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

4.04%

+0.63%