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RSDIX vs. RGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSDIX vs. RGOIX - Performance Comparison

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

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RSDIX vs. RGOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%2.13%
RGOIX
RBC Global Opportunities Fund
-7.38%17.25%17.10%9.82%-23.66%16.82%26.94%31.55%-6.89%34.27%

Returns By Period

In the year-to-date period, RSDIX achieves a -2.48% return, which is significantly higher than RGOIX's -7.38% return. Over the past 10 years, RSDIX has underperformed RGOIX with an annualized return of 2.22%, while RGOIX has yielded a comparatively higher 10.45% annualized return.


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%

RGOIX

1D
-0.22%
1M
-9.04%
YTD
-7.38%
6M
-6.18%
1Y
11.94%
3Y*
10.55%
5Y*
4.30%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSDIX vs. RGOIX - Expense Ratio Comparison

RSDIX has a 0.78% expense ratio, which is higher than RGOIX's 0.75% expense ratio.


Return for Risk

RSDIX vs. RGOIX — Risk / Return Rank

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

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

RGOIX
RGOIX Risk / Return Rank: 3636
Overall Rank
RGOIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RGOIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
RGOIX Omega Ratio Rank: 3434
Omega Ratio Rank
RGOIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
RGOIX Martin Ratio Rank: 3939
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.

RSDIX vs. RGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Short Duration Fixed Income Fund (RSDIX) and RBC Global Opportunities Fund (RGOIX). 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.


RSDIXRGOIXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.77

-0.38

Sortino ratio

Return per unit of downside risk

0.53

1.18

-0.65

Omega ratio

Gain probability vs. loss probability

1.10

1.17

-0.07

Calmar ratio

Return relative to maximum drawdown

0.40

1.00

-0.59

Martin ratio

Return relative to average drawdown

1.18

4.13

-2.95

RSDIX vs. RGOIX - Sharpe Ratio Comparison

The current RSDIX Sharpe Ratio is 0.38, which is lower than the RGOIX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of RSDIX and RGOIX, 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


RSDIXRGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.77

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.26

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

0.60

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.55

+0.55

Correlation

The correlation between RSDIX and RGOIX is 0.03, 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

RSDIX vs. RGOIX - Dividend Comparison

RSDIX's dividend yield for the trailing twelve months is around 4.30%, more than RGOIX's 0.76% yield.


TTM20252024202320222021202020192018201720162015
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%
RGOIX
RBC Global Opportunities Fund
0.76%0.70%0.65%0.75%0.27%4.61%2.28%2.76%3.77%3.79%0.75%1.21%

Drawdowns

RSDIX vs. RGOIX - Drawdown Comparison

The maximum RSDIX drawdown since its inception was -6.66%, smaller than the maximum RGOIX drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for RSDIX and RGOIX.


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Drawdown Indicators


RSDIXRGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-6.66%

-33.40%

+26.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-10.13%

+7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-6.40%

-31.72%

+25.32%

Max Drawdown (10Y)

Largest decline over 10 years

-6.66%

-33.40%

+26.74%

Current Drawdown

Current decline from peak

-2.58%

-9.67%

+7.09%

Average Drawdown

Average peak-to-trough decline

-0.77%

-7.00%

+6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.46%

-1.47%

Volatility

RSDIX vs. RGOIX - Volatility Comparison

The current volatility for RBC Short Duration Fixed Income Fund (RSDIX) is 0.57%, while RBC Global Opportunities Fund (RGOIX) has a volatility of 4.74%. This indicates that RSDIX experiences smaller price fluctuations and is considered to be less risky than RGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSDIXRGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

4.74%

-4.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

9.28%

-7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

15.93%

-13.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.24%

16.56%

-14.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.02%

17.57%

-15.55%