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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
(08-08-2025) 		$12.63
Change
$0.07 (0.54%)

As at June 30, 2025

As at May 31, 2025

As at June 30, 2025

Period
Created with Highcharts 10.3.3May 2018Nov 2018May 2019Nov 2019May 2020Nov 2020May 2021Nov 2021May 2022Nov 2022May 2023Nov 2023May 2024Nov 2024May 2025Jul 2022Oct 2022Jan 2023Apr 2023Jul 2023Oct 2023Jan 2024Apr 2024Jul 2024Oct 2024Jan 2025Apr 2025May 2018May 2019May 2020May 2021May 2022May 2023May 2024May 2025M…$10,000$5,000$7,500$12,500$15,000$17,500$20,000$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): 6.40%

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 2.15% -4.87% -2.68% -2.68% 8.38% 11.56% 10.34% 7.56% 12.23% 8.21% 6.90% - - -
Benchmark 4.21% 5.29% 0.70% 0.70% 14.79% 21.58% 22.01% 13.98% 16.67% 15.87% 14.97% 15.11% 15.47% 14.65%
Category Average 4.11% 5.46% 0.47% 0.47% 10.63% 16.88% 17.15% 9.34% 13.21% 11.82% 11.14% 11.32% 11.70% 10.63%
Category Rank 1,123 / 1,341 1,265 / 1,312 1,083 / 1,295 1,083 / 1,295 903 / 1,274 1,021 / 1,208 1,086 / 1,157 828 / 1,087 701 / 1,020 863 / 975 845 / 878 - - -
Quartile Ranking 4 4 4 4 3 4 4 4 3 4 4 - - -

Monthly Return

Created with Highcharts 10.3.3-10%-5%0%5%10%
Monthly Return
Return % Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Fund 6.37% 0.40% 0.72% 0.69% 7.94% -4.74% 5.45% 0.67% -3.63% -8.58% 1.87% 2.15%
Benchmark 2.12% 0.07% 2.23% 2.12% 6.59% 0.26% 3.46% -1.62% -6.04% -4.57% 5.88% 4.21%

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 - - - - 777/ 914 974/ 989 573/ 1,054 24/ 1,104 1,148/ 1,167 797/ 1,253

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 92.21
International Equity 6.38
Cash and Equivalents 1.40
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 25.77
Healthcare 12.04
Consumer Goods 10.11
Telecommunications 7.94
Energy 6.88
Other 37.26

Geographic Allocation

Geographic Allocation
Name Percent
North America 93.61
Europe 5.59
Latin America 0.80

Top Holdings

Top Holdings
Name Percent
Berkshire Hathaway Inc Cl B 3.90
JPMorgan Chase & Co 3.50
EOG Resources Inc 2.93
AT&T Inc 2.63
International Business Machines Corp 2.18
Johnson & Johnson 2.17
Wells Fargo & Co 2.16
Comcast Corp Cl A 2.05
ManpowerGroup Inc 1.99
Procter & Gamble Co 1.96

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 13.67% 13.29% -
Beta 0.74% 0.70% -
Alpha -0.05% 0.01% -
Rsquared 0.53% 0.50% -
Sharpe 0.50% 0.75% -
Sortino 0.93% 1.23% -
Treynor 0.09% 0.14% -
Tax Efficiency 82.48% 87.45% -
Volatility 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 16.35% 13.67% 13.29% -
Beta 0.95% 0.74% 0.70% -
Alpha -0.05% -0.05% 0.01% -
Rsquared 0.60% 0.53% 0.50% -
Sharpe 0.36% 0.50% 0.75% -
Sortino 0.58% 0.93% 1.23% -
Treynor 0.06% 0.09% 0.14% -
Tax Efficiency 79.85% 82.48% 87.45% -

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A51.6​51.661.5​61.50%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: A37.0​37.062.4​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: A49.6​49.655.3​55.30%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: A69.3​69.364.7​64.70%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) $9

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.

  • James P. O'Shaughnessy

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 1.47%
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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