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RIBIX vs. PNIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIBIX vs. PNIIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, RIBIX achieves a -1.54% return, which is significantly lower than PNIIX's 0.59% return.


RIBIX

1D
0.24%
1M
0.40%
YTD
-1.54%
6M
-1.20%
1Y
1.61%
3Y*
2.82%
5Y*
-1.04%
10Y*

PNIIX

1D
0.23%
1M
0.82%
YTD
0.59%
6M
0.59%
1Y
4.61%
3Y*
3.93%
5Y*
-0.08%
10Y*
1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIBIX vs. PNIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIBIX
RBC Impact Bond Fund
-1.54%5.95%1.11%5.50%-14.47%-1.86%7.98%7.53%-0.60%0.00%
PNIIX
Principal Bond Market Index Fund
0.59%7.01%1.17%5.55%-13.26%-1.68%7.28%8.47%-0.20%0.09%

Correlation

The correlation between RIBIX and PNIIX is 0.86, 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

0.86

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2017

0.92

The correlation between RIBIX and PNIIX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

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Return for Risk

RIBIX vs. PNIIX — Risk / Return Rank

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

RIBIX
RIBIX Risk / Return Rank: 66
Overall Rank
RIBIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
RIBIX Sortino Ratio Rank: 55
Sortino Ratio Rank
RIBIX Omega Ratio Rank: 55
Omega Ratio Rank
RIBIX Calmar Ratio Rank: 66
Calmar Ratio Rank
RIBIX Martin Ratio Rank: 66
Martin Ratio Rank

PNIIX
PNIIX Risk / Return Rank: 2121
Overall Rank
PNIIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PNIIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PNIIX Omega Ratio Rank: 2020
Omega Ratio Rank
PNIIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
PNIIX Martin Ratio Rank: 2121
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.

RIBIX vs. PNIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Impact Bond Fund (RIBIX) and Principal Bond Market Index Fund (PNIIX). 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.


RIBIXPNIIXDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.07

1.22

-0.14

Calmar ratioReturn relative to maximum drawdown

0.53

1.68

-1.15

Martin ratioReturn relative to average drawdown

1.43

4.84

-3.41

RIBIX vs. PNIIX - Sharpe Ratio Comparison

The current RIBIX Sharpe Ratio is 0.42, which is lower than the PNIIX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of RIBIX and PNIIX, 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

RIBIX vs. PNIIX - Drawdown Comparison

The maximum RIBIX drawdown since its inception was -19.37%, roughly equal to the maximum PNIIX drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for RIBIX and PNIIX.


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Drawdown Indicators


RIBIXPNIIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.37%

-18.76%

-0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-2.76%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-6.20%

-6.25%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-18.14%

-0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-18.76%

Current Drawdown

Current decline from peak

-6.87%

-2.53%

-4.34%

Average Drawdown

Average peak-to-trough decline

-6.43%

-3.44%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

0.95%

+0.26%

Volatility

RIBIX vs. PNIIX - Volatility Comparison

RBC Impact Bond Fund (RIBIX) and Principal Bond Market Index Fund (PNIIX) have volatilities of 1.20% and 1.24%, 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


RIBIXPNIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.24%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

2.81%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

3.82%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

6.32%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

5.09%

+0.08%

RIBIX vs. PNIIX - Expense Ratio Comparison

RIBIX has a 0.73% expense ratio, which is higher than PNIIX's 0.15% expense ratio.


Dividends

RIBIX vs. PNIIX - Dividend Comparison

RIBIX's dividend yield for the trailing twelve months is around 3.55%, less than PNIIX's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
PNIIX
Principal Bond Market Index Fund
3.99%4.01%3.60%4.18%1.66%2.03%18.60%2.40%2.51%2.35%1.78%2.10%
RIBIX
RBC Impact Bond Fund
3.55%4.02%3.35%2.50%2.10%1.94%3.28%3.91%2.44%0.05%0.00%0.00%

Frequently Asked Questions


RIBIX and PNIIX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PNIIX has higher volatility (1.24%) compared to RIBIX (1.20%). In terms of maximum drawdown, RIBIX dropped -19.37% vs PNIIX's -18.76%.

PNIIX currently has the higher Sharpe Ratio (1.21 vs 0.42), 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.

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