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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

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade B

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NAVPS
(12-06-2024)
$12.52
Change
$0.07 (0.56%)

As at October 31, 2024

As at September 30, 2024

As at July 31, 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): 3.32%

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 -2.43% -0.04% 4.67% 15.20% 24.79% 19.97% 6.59% 10.91% 5.59% 5.34% 2.75% 4.31% 3.62% 4.56%
Benchmark -2.68% -1.26% 4.43% 10.97% 22.70% 19.06% 5.43% 9.83% 7.00% 7.62% 5.61% 7.24% 6.45% 7.46%
Category Average -2.66% -0.28% 5.27% 10.90% 21.58% 17.51% 3.74% 8.18% 6.14% 6.78% 4.73% 6.30% 5.50% 6.12%
Category Rank 510 / 802 342 / 793 458 / 779 83 / 769 151 / 767 111 / 725 168 / 700 167 / 674 470 / 649 520 / 597 500 / 527 439 / 469 376 / 408 323 / 358
Quartile Ranking 3 2 3 1 1 1 1 1 3 4 4 4 4 4

Monthly Return

Monthly Return
Return % Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Fund 6.07% 2.12% 2.05% 4.13% 4.79% -1.16% 4.69% -3.46% 3.61% 0.83% 1.60% -2.43%
Benchmark 7.38% 2.98% 0.90% 3.40% 3.12% -1.23% 2.60% -0.96% 4.08% 0.37% 1.09% -2.68%

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 137/ 328 204/ 367 336/ 411 318/ 470 464/ 531 533/ 599 569/ 649 194/ 679 227/ 702 523/ 732

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 97.75
Income Trust Units 1.49
Cash and Equivalents 0.76

Sector Allocation

Sector Allocation
Name Percent
Financial Services 23.29
Consumer Goods 14.41
Industrial Goods 12.33
Healthcare 10.34
Real Estate 7.78
Other 31.85

Geographic Allocation

Geographic Allocation
Name Percent
Europe 68.72
Asia 30.18
North America 0.71
Africa and Middle East 0.26
Other 0.13

Top Holdings

Top Holdings
Name Percent
Rockwool International A/S Cl B 3.16
Allianz SE 3.06
Hitachi Ltd 3.03
Enel SpA 2.59
Industria de Diseno Textil SA 2.36
Novartis AG Cl N 2.03
Pandora A/S 1.96
Safran SA 1.86
Sumitomo Electric Industries Ltd 1.81
Commerzbank AG 1.57

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 14.10% 15.32% 13.06%
Beta 1.00% 1.07% 0.98%
Alpha 0.01% -0.02% -0.02%
Rsquared 0.91% 0.90% 0.88%
Sharpe 0.28% 0.28% 0.29%
Sortino 0.49% 0.33% 0.25%
Treynor 0.04% 0.04% 0.04%
Tax Efficiency 86.90% 86.84% 82.48%
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 10.42% 14.10% 15.32% 13.06%
Beta 0.99% 1.00% 1.07% 0.98%
Alpha 0.02% 0.01% -0.02% -0.02%
Rsquared 0.82% 0.91% 0.90% 0.88%
Sharpe 1.75% 0.28% 0.28% 0.29%
Sortino 4.14% 0.49% 0.33% 0.25%
Treynor 0.18% 0.04% 0.04% 0.04%
Tax Efficiency 95.94% 86.90% 86.84% 82.48%

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) $171

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
O'Shaughnessy Asset Management, L.L.C. 09-30-2007

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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