PortfoliosLab logoPortfoliosLab logo
RIBIX vs. RSDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIBIX vs. RSDIX - Performance Comparison

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

Loading graphics...

RIBIX vs. RSDIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RIBIX
RBC Impact Bond Fund
-1.15%5.95%1.11%5.50%-14.47%-1.86%7.98%7.53%-0.60%
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%

Returns By Period

In the year-to-date period, RIBIX achieves a -1.15% return, which is significantly higher than RSDIX's -2.48% return.


RIBIX

1D
0.59%
1M
-2.30%
YTD
-1.15%
6M
-0.27%
1Y
1.75%
3Y*
2.66%
5Y*
-0.65%
10Y*

RSDIX

1D
0.11%
1M
-0.53%
YTD
-2.48%
6M
-1.52%
1Y
0.54%
3Y*
3.70%
5Y*
1.75%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RIBIX vs. RSDIX - Expense Ratio Comparison

RIBIX has a 0.73% expense ratio, which is lower than RSDIX's 0.78% expense ratio.


Return for Risk

RIBIX vs. RSDIX — Risk / Return Rank

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

RIBIX
RIBIX Risk / Return Rank: 2121
Overall Rank
RIBIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
RIBIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
RIBIX Omega Ratio Rank: 1313
Omega Ratio Rank
RIBIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
RIBIX Martin Ratio Rank: 2222
Martin Ratio Rank

RSDIX
RSDIX Risk / Return Rank: 1414
Overall Rank
RSDIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RSDIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
RSDIX Omega Ratio Rank: 1616
Omega Ratio Rank
RSDIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
RSDIX Martin Ratio Rank: 1313
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. RSDIX - Risk-Adjusted Trends Comparison

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


RIBIXRSDIXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.38

+0.11

Sortino ratio

Return per unit of downside risk

0.71

0.53

+0.18

Omega ratio

Gain probability vs. loss probability

1.09

1.10

-0.01

Calmar ratio

Return relative to maximum drawdown

0.98

0.40

+0.57

Martin ratio

Return relative to average drawdown

2.42

1.18

+1.25

RIBIX vs. RSDIX - Sharpe Ratio Comparison

The current RIBIX Sharpe Ratio is 0.50, which is comparable to the RSDIX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of RIBIX 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.


Loading graphics...

Sharpe Ratios by Period


RIBIXRSDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.38

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.79

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.10

-0.91

Correlation

The correlation between RIBIX and RSDIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RIBIX vs. RSDIX - Dividend Comparison

RIBIX's dividend yield for the trailing twelve months is around 3.78%, less than RSDIX's 4.30% yield.


TTM20252024202320222021202020192018201720162015
RIBIX
RBC Impact Bond Fund
3.78%4.02%3.35%2.50%2.10%1.94%3.28%3.91%2.44%0.05%0.00%0.00%
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

RIBIX vs. RSDIX - Drawdown Comparison

The maximum RIBIX drawdown since its inception was -19.37%, which is greater than RSDIX's maximum drawdown of -6.66%. Use the drawdown chart below to compare losses from any high point for RIBIX and RSDIX.


Loading graphics...

Drawdown Indicators


RIBIXRSDIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.37%

-6.66%

-12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.89%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-6.40%

-12.58%

Max Drawdown (10Y)

Largest decline over 10 years

-6.66%

Current Drawdown

Current decline from peak

-6.51%

-2.58%

-3.93%

Average Drawdown

Average peak-to-trough decline

-6.43%

-0.77%

-5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.99%

+0.17%

Volatility

RIBIX vs. RSDIX - Volatility Comparison

RBC Impact Bond Fund (RIBIX) has a higher volatility of 1.68% compared to RBC Short Duration Fixed Income Fund (RSDIX) at 0.57%. This indicates that RIBIX'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.


Loading graphics...

Volatility by Period


RIBIXRSDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

0.57%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

1.99%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

2.78%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.94%

2.24%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

2.02%

+3.18%