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RIBIX vs. RGHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIBIX vs. RGHYX - Performance Comparison

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

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RIBIX vs. RGHYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RIBIX
RBC Impact Bond Fund
-0.92%5.95%1.11%5.50%-14.47%-1.86%7.98%7.53%-0.60%
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%

Returns By Period

The year-to-date returns for both investments are quite close, with RIBIX having a -0.92% return and RGHYX slightly higher at -0.88%.


RIBIX

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

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RIBIX vs. RGHYX - Expense Ratio Comparison

RIBIX has a 0.73% expense ratio, which is higher than RGHYX's 0.57% expense ratio.


Return for Risk

RIBIX vs. RGHYX — 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

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
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. RGHYX - Risk-Adjusted Trends Comparison

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


RIBIXRGHYXDifference

Sharpe ratio

Return per unit of total volatility

0.42

2.15

-1.72

Sortino ratio

Return per unit of downside risk

0.61

2.87

-2.27

Omega ratio

Gain probability vs. loss probability

1.08

1.52

-0.44

Calmar ratio

Return relative to maximum drawdown

1.10

2.16

-1.06

Martin ratio

Return relative to average drawdown

2.72

9.13

-6.41

RIBIX vs. RGHYX - Sharpe Ratio Comparison

The current RIBIX Sharpe Ratio is 0.42, which is lower than the RGHYX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of RIBIX and RGHYX, 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


RIBIXRGHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.15

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

1.00

-1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.41

-1.22

Correlation

The correlation between RIBIX and RGHYX is 0.25, 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

RIBIX vs. RGHYX - Dividend Comparison

RIBIX's dividend yield for the trailing twelve months is around 3.77%, less than RGHYX's 6.09% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
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%

Drawdowns

RIBIX vs. RGHYX - Drawdown Comparison

The maximum RIBIX drawdown since its inception was -19.37%, which is greater than RGHYX's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for RIBIX and RGHYX.


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Drawdown Indicators


RIBIXRGHYXDifference

Max Drawdown

Largest peak-to-trough decline

-19.37%

-17.38%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-3.07%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-12.79%

-6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-17.38%

Current Drawdown

Current decline from peak

-6.29%

-2.05%

-4.24%

Average Drawdown

Average peak-to-trough decline

-6.43%

-1.49%

-4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.73%

+0.44%

Volatility

RIBIX vs. RGHYX - Volatility Comparison

RBC Impact Bond Fund (RIBIX) has a higher volatility of 1.67% compared to RBC BlueBay High Yield Bond Fund (RGHYX) at 1.35%. This indicates that RIBIX's price experiences larger fluctuations and is considered to be riskier than RGHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIBIXRGHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.35%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

1.89%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

3.33%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.94%

4.35%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

4.67%

+0.53%