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RPF.TO vs. RGPM.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RPF.TO vs. RGPM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Canadian Preferred Share ETF (RPF.TO) and RBC Global Precious Metals Fund (RGPM.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RPF.TO achieves a 9.10% return, which is significantly higher than RGPM.NEO's -8.72% return.


RPF.TO

1D
0.08%
1M
2.27%
6M
8.52%
YTD
9.10%
1Y
16.80%
3Y*
19.93%
5Y*
7.85%
10Y*
ALL TIME*
7.90%

RGPM.NEO

1D
0.00%
1M
-6.73%
6M
-14.75%
YTD
-8.72%
1Y
46.97%
3Y*
40.42%
5Y*
10Y*
ALL TIME*
36.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$90.23KCA$221.18KCA$277.75K
CA$201.24KCA$184.61KCA$187.73K

RPF.TO vs. RGPM.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
RPF.TO
RBC Canadian Preferred Share ETF
9.10%19.23%28.54%-2.07%
RGPM.NEO
RBC Global Precious Metals Fund
-8.72%143.89%36.75%-3.95%

Correlation

The correlation between RPF.TO and RGPM.NEO is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2023

0.04

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Return for Risk

RPF.TO vs. RGPM.NEO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RPF.TO
RPF.TO Risk / Return Rank: 9797
Overall Rank
RPF.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RPF.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
RPF.TO Omega Ratio Rank: 9797
Omega Ratio Rank
RPF.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
RPF.TO Martin Ratio Rank: 9898
Martin Ratio Rank

RGPM.NEO
RGPM.NEO Risk / Return Rank: 3838
Overall Rank
RGPM.NEO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RGPM.NEO Sortino Ratio Rank: 3838
Sortino Ratio Rank
RGPM.NEO Omega Ratio Rank: 4343
Omega Ratio Rank
RGPM.NEO Calmar Ratio Rank: 3737
Calmar Ratio Rank
RGPM.NEO Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RPF.TO vs. RGPM.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Canadian Preferred Share ETF (RPF.TO) and RBC Global Precious Metals Fund (RGPM.NEO). 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.


RPF.TORGPM.NEODifference
Sharpe ratioReturn per unit of total volatility

+2.67

Sortino ratioReturn per unit of downside risk

+3.88

Omega ratioGain probability vs. loss probability

1.74

1.21

+0.53

Calmar ratioReturn relative to maximum drawdown

7.56

1.33

+6.23

Martin ratioReturn relative to average drawdown

41.29

2.97

+38.33

RPF.TO vs. RGPM.NEO - Sharpe Ratio Comparison

The current RPF.TO Sharpe Ratio is 3.72, which is higher than the RGPM.NEO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of RPF.TO and RGPM.NEO, 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

RPF.TO vs. RGPM.NEO - Drawdown Comparison

The maximum RPF.TO drawdown since its inception was -45.68%, which is greater than RGPM.NEO's maximum drawdown of -36.67%. Use the drawdown chart below to compare losses from any high point for RPF.TO and RGPM.NEO.


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Drawdown Indicators


RPF.TORGPM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-45.68%

-36.67%

-9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-36.67%

+34.56%

Max Drawdown (3Y)

Largest decline over 3 years

-8.71%

-36.67%

+27.96%

Max Drawdown (5Y)

Largest decline over 5 years

-26.37%

Current Drawdown

Current decline from peak

-0.04%

-31.42%

+31.38%

Average Drawdown

Average peak-to-trough decline

-7.50%

-9.44%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

16.37%

-15.98%

Volatility

RPF.TO vs. RGPM.NEO - Volatility Comparison

The current volatility for RBC Canadian Preferred Share ETF (RPF.TO) is 1.33%, while RBC Global Precious Metals Fund (RGPM.NEO) has a volatility of 10.97%. This indicates that RPF.TO experiences smaller price fluctuations and is considered to be less risky than RGPM.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPF.TORGPM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

10.97%

-9.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

35.42%

-32.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

46.62%

-42.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.50%

33.78%

-25.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.25%

33.78%

-21.53%

RPF.TO vs. RGPM.NEO - Expense Ratio Comparison

RPF.TO has a 0.58% expense ratio, which is lower than RGPM.NEO's 1.02% expense ratio.


Dividends

RPF.TO vs. RGPM.NEO - Dividend Comparison

RPF.TO's dividend yield for the trailing twelve months is around 4.87%, while RGPM.NEO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
RGPM.NEO
RBC Global Precious Metals Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RPF.TO
RBC Canadian Preferred Share ETF
4.87%5.08%5.48%6.17%5.65%4.22%5.24%5.07%4.52%3.95%1.10%

Frequently Asked Questions


RPF.TO and RGPM.NEO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RPF.TO is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RPF.TO is cheaper with a 0.58% expense ratio, compared with 1.02% for RGPM.NEO.

RPF.TO is categorized as Preferred Stock, while RGPM.NEO is Precious Metals. Their fees differ too: 0.58% for RPF.TO and 1.02% for RGPM.NEO.

Portfolio Optimizer

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