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RBC O'Shaughnessy U.S. Value Fund (Unhedged) Series A

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U.S. Equity

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

NAVPS
(09-19-2025) 		$13.22
Change
-$0.03 (-0.23%)

As at August 31, 2025

As at July 31, 2025

As at August 31, 2025

Period
Created with Highcharts 10.3.3Jan 2023Jul 2023Jan 2024Jul 2024Jan 2025Jul 2025Oct 2022Apr 2023Oct 2023Apr 2024Oct 2024Apr 2025Jul 2018Jul 2019Jul 2020Jul 2021Jul 2022Jul 2023Jul 2024Jul 2025Jul…$10,000$15,000$9,000$11,000$12,000$13,000$14,000Period

Legend

RBC O'Shaughnessy U.S. Value Fund (Unhedged) Series A

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Fund Returns

Inception Return (January 29, 2018): 6.70%

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 2.54% 5.50% -5.32% 0.51% 4.81% 12.44% 10.03% 7.49% 12.36% 9.26% 6.71% - - -
Benchmark 1.28% 9.49% 3.95% 5.81% 18.04% 22.32% 21.43% 13.36% 15.95% 16.55% 14.80% 15.98% 15.44% 15.10%
Category Average 1.23% 8.30% 3.05% 4.51% 12.30% 17.71% 16.60% 8.84% 12.24% 12.48% 10.93% 11.93% 11.63% 11.14%
Category Rank 203 / 1,369 1,102 / 1,342 1,278 / 1,308 1,112 / 1,296 1,134 / 1,287 1,005 / 1,226 1,089 / 1,165 803 / 1,093 546 / 1,037 844 / 977 853 / 891 - - -
Quartile Ranking 1 4 4 4 4 4 4 3 3 4 4 - - -

Monthly Return

Created with Highcharts 10.3.3-10%-5%0%5%10%
Monthly Return
Return % Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Fund 0.72% 0.69% 7.94% -4.74% 5.45% 0.67% -3.63% -8.58% 1.87% 2.15% 0.72% 2.54%
Benchmark 2.23% 2.12% 6.59% 0.26% 3.46% -1.62% -6.04% -4.57% 5.88% 4.21% 3.75% 1.28%

Best Monthly Return Since Inception

12.22% (November 2020)

Worst Monthly Return Since Inception

-15.70% (March 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%40%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund - - - - 19.35% -3.63% 23.73% 4.49% -1.00% 24.96%
Benchmark 20.77% 8.65% 13.80% 3.98% 25.18% 16.07% 28.16% -12.52% 23.32% 36.01%
Category Average 10.40% 6.16% 13.43% -2.19% 22.72% 13.97% 23.22% -14.41% 18.85% 26.98%
Quartile Ranking - - - - 4 4 3 1 4 3
Category Rank - - - - 779/ 915 975/ 990 574/ 1,055 24/ 1,105 1,149/ 1,168 799/ 1,254

Best Calendar Return (Last 10 years)

24.96% (2024)

Worst Calendar Return (Last 10 years)

-3.63% (2020)

Asset Allocation

Asset Allocation
Name Percent
US Equity 91.33
International Equity 7.97
Cash and Equivalents 0.69
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 26.64
Healthcare 10.30
Energy 9.57
Telecommunications 8.29
Consumer Services 7.40
Other 37.80

Geographic Allocation

Geographic Allocation
Name Percent
North America 92.03
Europe 6.89
Latin America 1.08

Top Holdings

Top Holdings
Name Percent
JPMorgan Chase & Co 4.31
Berkshire Hathaway Inc Cl B 3.60
EOG Resources Inc 3.29
AT&T Inc 2.78
Wells Fargo & Co 2.66
Capital One Financial Corp 2.18
Parker-Hannifin Corp 2.15
Cisco Systems Inc 2.10
TechnipFMC PLC 2.06
Bank of America Corp 2.06

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Created with Highcharts 10.3.3Risk (Annualized Standard Deviation)ReturnMedian DeviationMedian Return8101214161820222426280%5%10%15%20%25%30%35%

RBC O'Shaughnessy U.S. Value Fund (Unhedged) Series A

Median

Other - U.S. Equity

3 Yr Annualized

Standard Deviation 13.59% 13.31% -
Beta 0.78% 0.70% -
Alpha -0.05% 0.02% -
Rsquared 0.53% 0.50% -
Sharpe 0.48% 0.75% -
Sortino 0.89% 1.25% -
Treynor 0.08% 0.14% -
Tax Efficiency 82.27% 87.80% -
Volatility Volatility rating is 8 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10 -

Risk Rating

Rating 8 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 15.34% 13.59% 13.31% -
Beta 0.90% 0.78% 0.70% -
Alpha -0.10% -0.05% 0.02% -
Rsquared 0.63% 0.53% 0.50% -
Sharpe 0.18% 0.48% 0.75% -
Sortino 0.26% 0.89% 1.25% -
Treynor 0.03% 0.08% 0.14% -
Tax Efficiency 66.38% 82.27% 87.80% -

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A33.0​33.060.3​60.30%10%20%30%40%50%60%70%80%90%100%

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

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A28.1​28.162.4​62.40%10%20%30%40%50%60%70%80%90%100%

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

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A32.4​32.454.8​54.80%10%20%30%40%50%60%70%80%90%100%

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

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A47.6​47.663.7​63.70%10%20%30%40%50%60%70%80%90%100%

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.

View the full methodology

Fund Details

Start Date January 29, 2018
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $7

Fund Codes

FundServ Code Load Code Sales Status
RBF1540

Investment Objectives

To provide long-term total returns, consisting of capital growth and current income. The fund invests primarily in equity securities of U.S. companies 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 the strategy’s objective.

Portfolio Management

Portfolio Manager

RBC Global Asset Management Inc.
Sub-Advisor

O'Shaughnessy Asset Management, L.L.C.

  • Ehren Stanhope
  • Daniel Nitiutomo
  • Claire Noel
  • Scott Bartone

Management and Organization

Fund Manager

RBC Global Asset Management Inc.
Custodian

RBC Investor Services Trust
Registrar

RBC Investor Services Trust
Distributor

Royal Mutual Funds Inc.

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 1.46%
Management Fee 1.25%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 0.65%
Trailer Fee Max (LL) -

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