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RBC O'Shaughnessy Global Equity Fund Series A

Global Small/Mid Cap Eq

FundGrade A Click for more information on Fundata’s FundGrade

FundGrade A

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade C

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NAVPS
(06-12-2024)
$15.00
Change
$0.14 (0.95%)

As at May 31, 2024

As at March 31, 2024

As at February 29, 2024

Period
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Legend

RBC O'Shaughnessy Global Equity Fund Series A

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Fund Returns

Inception Return (January 22, 2007): 3.96%

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 4.12% 6.76% 19.52% 17.32% 29.83% 15.70% 10.75% 13.62% 9.05% 5.63% 6.16% 7.63% 6.61% 6.87%
Benchmark 2.98% 3.56% 13.33% 7.33% 20.50% 11.43% 4.54% 11.13% 8.64% 6.46% 6.99% 8.50% 7.31% 8.65%
Category Average 3.74% 12.46% 12.46% 6.82% 16.04% 9.19% 1.62% 9.42% 7.17% 4.60% 4.83% 6.03% 4.76% 5.63%
Category Rank 61 / 274 52 / 274 24 / 271 7 / 271 18 / 267 18 / 242 11 / 232 49 / 203 91 / 181 86 / 155 74 / 144 57 / 137 49 / 123 53 / 90
Quartile Ranking 1 1 1 1 1 1 1 1 3 3 3 2 2 3

Monthly Return

Monthly Return
Return % Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Fund 4.00% 2.70% 0.64% -3.70% -1.02% 6.02% 1.88% 3.54% 6.13% 4.70% -2.07% 4.12%
Benchmark 4.01% 4.07% -0.53% -4.79% -3.18% 7.14% 5.59% -1.54% 5.26% 3.87% -3.18% 2.98%

Best Monthly Return Since Inception

10.36% (September 2010)

Worst Monthly Return Since Inception

-17.07% (September 2008)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 2.93% 19.41% 3.29% 12.86% -7.72% 11.03% -5.44% 21.97% -8.27% 13.53%
Benchmark 9.59% 16.61% 7.47% 15.40% -7.34% 20.09% 11.07% 15.50% -13.14% 14.59%
Category Average 6.30% 9.56% 3.48% 12.62% -10.42% 13.76% 14.53% 12.37% -15.59% 12.82%
Quartile Ranking 4 2 3 3 2 3 4 1 2 2
Category Rank 72/ 88 51/ 108 76/ 137 84/ 142 66/ 152 118/ 178 184/ 184 10/ 219 95/ 241 120/ 257

Best Calendar Return (Last 10 years)

21.97% (2021)

Worst Calendar Return (Last 10 years)

-8.27% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 59.92
International Equity 35.67
Canadian Equity 3.80
Cash and Equivalents 0.47
Income Trust Units 0.13
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Technology 25.32
Financial Services 18.40
Consumer Services 12.04
Industrial Goods 9.43
Consumer Goods 6.77
Other 28.04

Geographic Allocation

Geographic Allocation
Name Percent
North America 64.16
Europe 24.42
Asia 10.92
Latin America 0.38
Africa and Middle East 0.15
Other -0.03

Top Holdings

Top Holdings
Name Percent
Microsoft Corp 4.07
Alphabet Inc Cl A 3.31
Apple Inc 3.16
NVIDIA Corp 3.01
HeidelbergCement AG 2.55
Builders FirstSource Inc 2.00
McKesson Corp 1.80
Parker-Hannifin Corp 1.78
Banco Bilbao Vizcaya Argentaria SA 1.76
Meta Platforms Inc Cl A 1.54

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)

RBC O'Shaughnessy Global Equity Fund Series A

Median

Other - Global Small/Mid Cap Eq

3 Yr Annualized

Standard Deviation 12.95% 14.99% 13.13%
Beta 0.78% 0.85% 0.87%
Alpha 0.07% 0.02% -0.01%
Rsquared 0.82% 0.87% 0.86%
Sharpe 0.63% 0.52% 0.46%
Sortino 0.98% 0.64% 0.49%
Treynor 0.10% 0.09% 0.07%
Tax Efficiency 96.57% 95.91% 95.23%
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 11.01% 12.95% 14.99% 13.13%
Beta 0.67% 0.78% 0.85% 0.87%
Alpha 0.14% 0.07% 0.02% -0.01%
Rsquared 0.73% 0.82% 0.87% 0.86%
Sharpe 2.01% 0.63% 0.52% 0.46%
Sortino 5.04% 0.98% 0.64% 0.49%
Treynor 0.33% 0.10% 0.09% 0.07%
Tax Efficiency 98.50% 96.57% 95.91% 95.23%

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 22, 2007
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $63

Fund Codes

FundServ Code Load Code Sales Status
RBF594

Investment Objectives

To provide a long-term total return, consisting of capital growth and current income. The fund invests primarily in equity securities of companies throughout the world 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. 01-12-2007
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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