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RIBIX vs. QDIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIBIX vs. QDIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RBC Impact Bond Fund (RIBIX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). The values are adjusted to include any dividend payments, if applicable.

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RIBIX vs. QDIBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RIBIX
RBC Impact Bond Fund
-0.92%5.95%1.11%5.50%-14.47%-1.86%7.98%-0.06%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
0.00%7.72%1.66%6.71%-14.11%-0.17%6.77%-0.10%

Returns By Period


RIBIX

1D
0.24%
1M
-1.62%
YTD
-0.92%
6M
-0.38%
1Y
1.63%
3Y*
2.74%
5Y*
-0.68%
10Y*

QDIBX

1D
0.22%
1M
-1.22%
YTD
0.00%
6M
0.90%
1Y
4.08%
3Y*
4.27%
5Y*
0.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RIBIX vs. QDIBX - Expense Ratio Comparison

RIBIX has a 0.73% expense ratio, which is higher than QDIBX's 0.03% expense ratio.


Return for Risk

RIBIX vs. QDIBX — Risk / Return Rank

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

RIBIX
RIBIX Risk / Return Rank: 1717
Overall Rank
RIBIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RIBIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
RIBIX Omega Ratio Rank: 99
Omega Ratio Rank
RIBIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
RIBIX Martin Ratio Rank: 2020
Martin Ratio Rank

QDIBX
QDIBX Risk / Return Rank: 5151
Overall Rank
QDIBX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QDIBX Sortino Ratio Rank: 5151
Sortino Ratio Rank
QDIBX Omega Ratio Rank: 3636
Omega Ratio Rank
QDIBX Calmar Ratio Rank: 7070
Calmar Ratio Rank
QDIBX Martin Ratio Rank: 4646
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. QDIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Impact Bond Fund (RIBIX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). 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.


RIBIXQDIBXDifference

Sharpe ratio

Return per unit of total volatility

0.42

1.06

-0.63

Sortino ratio

Return per unit of downside risk

0.61

1.55

-0.94

Omega ratio

Gain probability vs. loss probability

1.08

1.19

-0.11

Calmar ratio

Return relative to maximum drawdown

1.10

1.81

-0.71

Martin ratio

Return relative to average drawdown

2.72

5.30

-2.58

RIBIX vs. QDIBX - Sharpe Ratio Comparison

The current RIBIX Sharpe Ratio is 0.42, which is lower than the QDIBX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of RIBIX and QDIBX, 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


RIBIXQDIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.06

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.06

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.17

+0.02

Correlation

The correlation between RIBIX and QDIBX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RIBIX vs. QDIBX - Dividend Comparison

RIBIX's dividend yield for the trailing twelve months is around 3.77%, more than QDIBX's 3.50% yield.


TTM202520242023202220212020201920182017
RIBIX
RBC Impact Bond Fund
3.77%4.02%3.35%2.50%2.10%1.94%3.28%3.91%2.44%0.05%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
3.50%3.50%3.55%3.65%2.51%1.80%3.25%0.00%0.00%0.00%

Drawdowns

RIBIX vs. QDIBX - Drawdown Comparison

The maximum RIBIX drawdown since its inception was -19.37%, roughly equal to the maximum QDIBX drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for RIBIX and QDIBX.


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Drawdown Indicators


RIBIXQDIBXDifference

Max Drawdown

Largest peak-to-trough decline

-19.37%

-19.63%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.58%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-19.63%

+0.65%

Current Drawdown

Current decline from peak

-6.29%

-1.76%

-4.53%

Average Drawdown

Average peak-to-trough decline

-6.43%

-6.52%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.88%

+0.29%

Volatility

RIBIX vs. QDIBX - Volatility Comparison

RBC Impact Bond Fund (RIBIX) has a higher volatility of 1.67% compared to Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) at 1.46%. This indicates that RIBIX's price experiences larger fluctuations and is considered to be riskier than QDIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIBIXQDIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.46%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.54%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

4.32%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.94%

6.58%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

6.32%

-1.12%