I’ll second what @kijanki wrote. I have never encountered RCA connectors used with coaxial cables. I would expect coaxial cables to use BNC connectors, as I think someone else mentioned. The higher end cables, such as those that came from the factory with my Musical Fidelity turntable, are marked with a directional arrow, which I’m assuming points in the direction of the signal. It also denotes, for me, that the shield is only connected at the phono stage, not the turntable. The turntable does not have a three-conductor line plug 🔌 (which is a good thing to me), it uses a wall wart.
The other thing to consider when selecting cables (aside from whether or not it is shielded), is its impedance rating in Ohms. Cables using the same connectors have different impedance ratings for use in either analog or digital applications. I can’t recall the values off the top of my head, but they will each ‘work’ in place of the other, but the energy transfer is not optimal and shouldn’t be considered for permanent installation. The same distinction holds true for XLR connectors; analog applications (I.e. ‘balanced’ connections) cables have impedance ratings which are different than those cables used in digital cables (I.e. AES/EBU connections).
More experienced or knowledgeable members are free to correct or explain further the reasons for the difference I describe.
If you’re purchasing cables, I would avoid coaxial cables using RCA connectors, if you are contemplating making your own, I would buy at least two-conductor shielded cable (I like Mogami), and consider using four conductor cable (twisted pair) together with the best connectors you can find. I have found good prices and fast delivery from B & H Photo, but would probably consider using one of the specialized cable companies mentioned on this forum the next go-round.
Hope this helps