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RBC O'Shaughnessy International Equity Fund Series A

International Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

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Fundata ESG GradeB Click for more information on Fundata’s ESG Grade

Fundata ESG Grade B

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NAVPS
(04-18-2024)
$11.38
Change
-$0.01 (-0.11%)

As at March 31, 2024

As at December 31, 2023

As at February 29, 2024

Period
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Legend

RBC O'Shaughnessy International Equity Fund Series A

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Fund Returns

Inception Return (January 17, 2005): 3.24%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 4.79% 11.35% 18.88% 11.35% 18.36% 11.86% 7.18% 13.00% 5.38% 2.75% 3.59% 4.09% 3.59% 3.61%
Benchmark 3.12% 7.59% 16.68% 7.59% 15.23% 9.95% 5.89% 11.85% 7.22% 5.75% 6.70% 7.66% 6.18% 6.93%
Category Average 2.83% 15.60% 15.60% 7.06% 12.44% 8.30% 4.27% 10.73% 6.20% 4.82% 5.67% 6.45% 5.01% 5.58%
Category Rank 32 / 783 44 / 775 130 / 763 44 / 775 80 / 742 99 / 719 159 / 694 170 / 656 445 / 620 509 / 540 423 / 476 396 / 423 321 / 366 318 / 337
Quartile Ranking 1 1 1 1 1 1 1 2 3 4 4 4 4 4

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 3.03% -5.00% 2.33% 2.30% -0.26% -2.58% -1.44% 6.07% 2.12% 2.05% 4.13% 4.79%
Benchmark 2.76% -3.45% 1.52% 3.11% -1.30% -3.65% -1.92% 7.38% 2.98% 0.90% 3.40% 3.12%

Best Monthly Return Since Inception

11.99% (November 2022)

Worst Monthly Return Since Inception

-15.08% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 3.57% 16.57% -5.43% 15.07% -13.03% 10.95% -2.82% 11.34% -8.62% 12.17%
Benchmark 4.12% 19.41% -1.70% 18.37% -6.81% 16.27% 8.01% 8.97% -10.67% 15.74%
Category Average 1.55% 13.82% -2.56% 17.84% -8.91% 17.54% 7.87% 8.64% -12.60% 13.75%
Quartile Ranking 2 3 4 3 4 4 4 2 2 3
Category Rank 135/ 325 199/ 363 333/ 408 314/ 468 465/ 531 531/ 599 573/ 653 193/ 684 230/ 707 523/ 738

Best Calendar Return (Last 10 years)

16.57% (2015)

Worst Calendar Return (Last 10 years)

-13.03% (2018)

Asset Allocation

Asset Allocation
Name Percent
International Equity 96.55
Income Trust Units 2.85
Cash and Equivalents 0.60

Sector Allocation

Sector Allocation
Name Percent
Financial Services 21.14
Consumer Goods 14.00
Industrial Goods 11.32
Healthcare 9.66
Consumer Services 7.29
Other 36.59

Geographic Allocation

Geographic Allocation
Name Percent
Europe 64.82
Asia 33.49
North America 0.54
Africa and Middle East 0.24
Other 0.91

Top Holdings

Top Holdings
Name Percent
Industria de Diseno Textil SA 3.16
Allianz SE 2.81
HeidelbergCement AG 2.31
Novo Nordisk A/S Cl B 2.08
Shell PLC 1.99
HSBC Holdings PLC 1.92
Safran SA 1.85
Novartis AG Cl N 1.83
Mazda Motor Corp 1.78
Vicinity Centres - Units 1.77

Equity Style

Market capitalization is large. Equity style is blend.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

RBC O'Shaughnessy International Equity Fund Series A

Median

Other - International Equity

3 Yr Annualized

Standard Deviation 13.62% 15.31% 12.90%
Beta 0.98% 1.06% 0.97%
Alpha 0.01% -0.02% -0.03%
Rsquared 0.91% 0.90% 0.88%
Sharpe 0.38% 0.29% 0.23%
Sortino 0.56% 0.31% 0.15%
Treynor 0.05% 0.04% 0.03%
Tax Efficiency 87.62% 86.07% 77.94%
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 11.13% 13.62% 15.31% 12.90%
Beta 0.93% 0.98% 1.06% 0.97%
Alpha 0.04% 0.01% -0.02% -0.03%
Rsquared 0.89% 0.91% 0.90% 0.88%
Sharpe 1.15% 0.38% 0.29% 0.23%
Sortino 2.34% 0.56% 0.31% 0.15%
Treynor 0.14% 0.05% 0.04% 0.03%
Tax Efficiency 94.62% 87.62% 86.07% 77.94%

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

Fund Details

Start Date January 17, 2005
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $174

Fund Codes

FundServ Code Load Code Sales Status
RBF586

Investment Objectives

The objective of the fund is to provide a long-term total return, consisting of capital growth and current income. The fund invests primarily in equity securities of companies outside of North America based on Strategy Indexing, an investment portfolio management model developed in 1995 by Jim O’Shaughnessy. Strategy Indexing is a rigorous and disciplined approach to stock selection based on characteristics associated with above average returns over long periods of time.

Investment Strategy

To achieve the fund’s objectives, the portfolio manager: employs a proprietary quantitative approach to security selection based on research and analysis of historical data; screens securities using a factor-based model for attractive value, growth and quality characteristics; screens securities based on financial and governance risk factors; and through ongoing quantitative research, may modify the criteria with the goal of better achieving each strategy’s objective.

Portfolio Manager(s)

Name Start Date
RBC Global Asset Management Inc. 12-17-2004

Management and Organization

Fund Manager RBC Global Asset Management Inc.
Advisor RBC Global Asset Management Inc.
Custodian RBC Investor Services Trust (Canada)
Registrar RBC Global Asset Management Inc.
Distributor Royal Mutual Funds Inc.
Auditor PriceWaterhouseCoopers LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 25
PAC Subsequent 25
SWP Allowed Yes
SWP Min Balance 10,000
SWP Min Withdrawal 100

Fees

MER 2.20%
Management Fee 1.85%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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