PortfoliosLab logoPortfoliosLab logo
SBFAX vs. RMBKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBFAX vs. RMBKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1919 Financial Services Fund (SBFAX) and RMB Mendon Financial Services Fund (RMBKX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SBFAX vs. RMBKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBFAX
1919 Financial Services Fund
-8.02%4.29%24.86%1.50%-13.99%30.74%0.14%29.11%-14.94%14.65%
RMBKX
RMB Mendon Financial Services Fund
-0.36%12.84%17.07%4.56%-19.18%56.40%-5.73%22.82%-17.13%12.17%

Returns By Period

In the year-to-date period, SBFAX achieves a -8.02% return, which is significantly lower than RMBKX's -0.36% return. Over the past 10 years, SBFAX has underperformed RMBKX with an annualized return of 8.43%, while RMBKX has yielded a comparatively higher 9.85% annualized return.


SBFAX

1D
1.16%
1M
-5.19%
YTD
-8.02%
6M
-7.76%
1Y
-5.54%
3Y*
11.30%
5Y*
2.86%
10Y*
8.43%

RMBKX

1D
0.25%
1M
-3.80%
YTD
-0.36%
6M
10.76%
1Y
19.68%
3Y*
17.89%
5Y*
5.98%
10Y*
9.85%
*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.


SBFAX vs. RMBKX - Expense Ratio Comparison

SBFAX has a 1.36% expense ratio, which is higher than RMBKX's 1.27% expense ratio.


Return for Risk

SBFAX vs. RMBKX — Risk / Return Rank

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

SBFAX
SBFAX Risk / Return Rank: 22
Overall Rank
SBFAX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SBFAX Sortino Ratio Rank: 33
Sortino Ratio Rank
SBFAX Omega Ratio Rank: 33
Omega Ratio Rank
SBFAX Calmar Ratio Rank: 22
Calmar Ratio Rank
SBFAX Martin Ratio Rank: 22
Martin Ratio Rank

RMBKX
RMBKX Risk / Return Rank: 4444
Overall Rank
RMBKX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RMBKX Sortino Ratio Rank: 4040
Sortino Ratio Rank
RMBKX Omega Ratio Rank: 3737
Omega Ratio Rank
RMBKX Calmar Ratio Rank: 6464
Calmar Ratio Rank
RMBKX Martin Ratio Rank: 4141
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.

SBFAX vs. RMBKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1919 Financial Services Fund (SBFAX) and RMB Mendon Financial Services Fund (RMBKX). 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.


SBFAXRMBKXDifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.85

-1.11

Sortino ratio

Return per unit of downside risk

-0.24

1.28

-1.51

Omega ratio

Gain probability vs. loss probability

0.97

1.17

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.53

1.48

-2.01

Martin ratio

Return relative to average drawdown

-1.39

4.29

-5.68

SBFAX vs. RMBKX - Sharpe Ratio Comparison

The current SBFAX Sharpe Ratio is -0.26, which is lower than the RMBKX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SBFAX and RMBKX, 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


SBFAXRMBKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.85

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.24

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.36

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.48

-0.08

Correlation

The correlation between SBFAX and RMBKX is 0.89, 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

SBFAX vs. RMBKX - Dividend Comparison

SBFAX's dividend yield for the trailing twelve months is around 15.77%, more than RMBKX's 6.24% yield.


TTM20252024202320222021202020192018201720162015
SBFAX
1919 Financial Services Fund
15.77%14.51%10.60%10.93%2.40%4.83%5.09%3.84%1.58%0.00%2.93%7.25%
RMBKX
RMB Mendon Financial Services Fund
6.24%6.22%1.90%1.29%17.29%1.35%0.00%0.85%5.39%6.63%1.50%0.00%

Drawdowns

SBFAX vs. RMBKX - Drawdown Comparison

The maximum SBFAX drawdown since its inception was -49.33%, smaller than the maximum RMBKX drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SBFAX and RMBKX.


Loading graphics...

Drawdown Indicators


SBFAXRMBKXDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-55.45%

+6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.95%

-12.67%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-33.94%

-44.33%

+10.39%

Max Drawdown (10Y)

Largest decline over 10 years

-43.58%

-55.45%

+11.87%

Current Drawdown

Current decline from peak

-10.80%

-8.06%

-2.74%

Average Drawdown

Average peak-to-trough decline

-9.53%

-11.19%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

4.38%

+0.16%

Volatility

SBFAX vs. RMBKX - Volatility Comparison

The current volatility for 1919 Financial Services Fund (SBFAX) is 3.70%, while RMB Mendon Financial Services Fund (RMBKX) has a volatility of 4.82%. This indicates that SBFAX experiences smaller price fluctuations and is considered to be less risky than RMBKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SBFAXRMBKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

4.82%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

15.55%

-4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

24.42%

-6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.42%

24.97%

-5.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.85%

27.10%

-4.25%