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RGHYX vs. BUFHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, RGHYX achieves a 1.67% return, which is significantly lower than BUFHX's 1.99% return. Over the past 10 years, RGHYX has outperformed BUFHX with an annualized return of 6.10%, while BUFHX has yielded a comparatively lower 5.39% annualized return.


RGHYX

1D
0.10%
1M
0.74%
YTD
1.67%
6M
2.08%
1Y
6.97%
3Y*
8.67%
5Y*
4.59%
10Y*
6.10%

BUFHX

1D
0.00%
1M
0.67%
YTD
1.99%
6M
2.19%
1Y
4.89%
3Y*
8.27%
5Y*
4.85%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGHYX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RGHYX
RBC BlueBay High Yield Bond Fund
1.67%9.02%7.14%12.88%-8.48%3.72%9.65%15.83%-0.73%6.72%
BUFHX
Buffalo High Yield Fund
1.99%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%5.98%

Correlation

The correlation between RGHYX and BUFHX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2012

0.66

The correlation between RGHYX and BUFHX shifts across timeframes, from 0.66 (all time) to 0.81 (1 year), reflecting how their relationship changes across market environments.

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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: 7979
Overall Rank
RGHYX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RGHYX Sortino Ratio Rank: 9292
Sortino Ratio Rank
RGHYX Omega Ratio Rank: 8989
Omega Ratio Rank
RGHYX Calmar Ratio Rank: 5656
Calmar Ratio Rank
RGHYX Martin Ratio Rank: 7070
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 5757
Overall Rank
BUFHX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 7272
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 4242
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 5252
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RGHYXBUFHXDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.61

1.43

+0.18

Calmar ratioReturn relative to maximum drawdown

2.73

2.35

+0.38

Martin ratioReturn relative to average drawdown

12.65

9.94

+2.71

RGHYX vs. BUFHX - Sharpe Ratio Comparison

The current RGHYX Sharpe Ratio is 2.74, which is higher than the BUFHX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of RGHYX and BUFHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-2.65%

-2.13%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-4.01%

-3.83%

-0.18%

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

-0.10%

-0.09%

-0.01%

Average Drawdown

Average peak-to-trough decline

-1.47%

-2.02%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.50%

+0.07%

Volatility

RGHYX vs. BUFHX - Volatility Comparison

RBC BlueBay High Yield Bond Fund (RGHYX) has a higher volatility of 0.77% compared to Buffalo High Yield Fund (BUFHX) at 0.60%. This indicates that RGHYX's price experiences larger fluctuations and is considered to be riskier than BUFHX based on this measure. 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

0.77%

0.60%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

1.97%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.65%

2.51%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

3.15%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

4.04%

+0.63%

RGHYX vs. BUFHX - Expense Ratio Comparison

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


Dividends

RGHYX vs. BUFHX - Dividend Comparison

RGHYX's dividend yield for the trailing twelve months is around 6.37%, less than BUFHX's 7.08% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
RGHYX
RBC BlueBay High Yield Bond Fund
6.37%6.68%6.91%6.22%6.04%5.29%5.54%4.88%6.79%3.88%4.44%4.38%

Frequently Asked Questions


RGHYX and BUFHX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RGHYX has higher volatility (0.77%) compared to BUFHX (0.60%). In terms of maximum drawdown, RGHYX dropped -17.38% vs BUFHX's -26.01%.

RGHYX currently has the higher Sharpe Ratio (2.74 vs 2.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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