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RGHYX vs. RSDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RGHYX vs. RSDIX - Performance Comparison

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

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RGHYX vs. RSDIX - 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%
RSDIX
RBC Short Duration Fixed Income Fund
-2.48%4.86%5.13%5.52%-4.00%-0.06%3.58%5.47%1.02%2.13%

Returns By Period

In the year-to-date period, RGHYX achieves a -0.88% return, which is significantly higher than RSDIX's -2.48% return. Over the past 10 years, RGHYX has outperformed RSDIX with an annualized return of 6.07%, while RSDIX has yielded a comparatively lower 2.22% 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%

RSDIX

1D
0.00%
1M
-0.42%
YTD
-2.48%
6M
-1.62%
1Y
0.54%
3Y*
3.70%
5Y*
1.73%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RGHYX vs. RSDIX - Expense Ratio Comparison

RGHYX has a 0.57% expense ratio, which is lower than RSDIX's 0.78% expense ratio.


Return for Risk

RGHYX vs. RSDIX — 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

RSDIX
RSDIX Risk / Return Rank: 88
Overall Rank
RSDIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RSDIX Sortino Ratio Rank: 66
Sortino Ratio Rank
RSDIX Omega Ratio Rank: 77
Omega Ratio Rank
RSDIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
RSDIX Martin Ratio Rank: 1010
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. RSDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay High Yield Bond Fund (RGHYX) and RBC Short Duration Fixed Income Fund (RSDIX). 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.


RGHYXRSDIXDifference

Sharpe ratio

Return per unit of total volatility

2.15

0.20

+1.95

Sortino ratio

Return per unit of downside risk

2.87

0.28

+2.59

Omega ratio

Gain probability vs. loss probability

1.52

1.05

+0.46

Calmar ratio

Return relative to maximum drawdown

2.16

0.40

+1.76

Martin ratio

Return relative to average drawdown

9.13

1.16

+7.96

RGHYX vs. RSDIX - Sharpe Ratio Comparison

The current RGHYX Sharpe Ratio is 2.15, which is higher than the RSDIX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of RGHYX and RSDIX, 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


RGHYXRSDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.20

+1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.78

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

1.10

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

1.10

+0.31

Correlation

The correlation between RGHYX and RSDIX is 0.23, 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.


Dividends

RGHYX vs. RSDIX - Dividend Comparison

RGHYX's dividend yield for the trailing twelve months is around 6.09%, more than RSDIX's 4.30% 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%
RSDIX
RBC Short Duration Fixed Income Fund
4.30%4.75%4.16%2.71%1.92%2.24%2.01%2.68%2.44%2.01%1.80%1.77%

Drawdowns

RGHYX vs. RSDIX - Drawdown Comparison

The maximum RGHYX drawdown since its inception was -17.38%, which is greater than RSDIX's maximum drawdown of -6.66%. Use the drawdown chart below to compare losses from any high point for RGHYX and RSDIX.


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Drawdown Indicators


RGHYXRSDIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.38%

-6.66%

-10.72%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-2.89%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-12.79%

-6.40%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-17.38%

-6.66%

-10.72%

Current Drawdown

Current decline from peak

-2.05%

-2.58%

+0.53%

Average Drawdown

Average peak-to-trough decline

-1.49%

-0.77%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.00%

-0.27%

Volatility

RGHYX vs. RSDIX - Volatility Comparison

RBC BlueBay High Yield Bond Fund (RGHYX) has a higher volatility of 1.35% compared to RBC Short Duration Fixed Income Fund (RSDIX) at 0.57%. This indicates that RGHYX's price experiences larger fluctuations and is considered to be riskier than RSDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RGHYXRSDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.57%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

1.99%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

2.77%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

2.24%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

2.02%

+2.65%