Russel 2000 - S&P 500

The chart shows the growth of an initial investment of $10,000 in Russel 2000 - S&P 500, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced when any position deviates by more than 0.0% from its target allocation.

As of Apr 2, 2026, the Russel 2000 - S&P 500 returned 6.18% Year-To-Date and -3.24% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 27, 2000, Russel 2000 - S&P 500's average daily return is 0.00%, while the average monthly return is +0.08%. At this rate, your investment would double in approximately 72.2 years.

Historically, 49% of months were positive and 51% were negative. The best month was Jul 2024 with a return of +9.0%, while the worst month was Mar 2020 at -10.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Russel 2000 - S&P 500 closed higher 35% of trading days. The best single day was Oct 10, 2008 with a return of +7.4%, while the worst single day was Oct 13, 2008 at -5.9%.

Russel 2000 - S&P 500 has an annualized alpha of 0.17%, beta of 0.12, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since May 27, 2000.

• This portfolio participated in 26.49% of S&P 500 Index downside but only 15.82% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.12 may look defensive, but with R² of 0.04 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.04 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Russel 2000 - S&P 500 has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Russel 2000 - S&P 500 ranks 19 for risk / return — in the bottom 19% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Russel 2000 - S&P 500 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.74
• 5-Year: -0.58
• 10-Year: -0.28
• All Time: 0.04

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Russel 2000 - S&P 500 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Russel 2000 - S&P 500 provided a -0.12% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Russel 2000 - S&P 500. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Russel 2000 - S&P 500 was 46.74%, occurring on Apr 11, 2025. The portfolio has not yet recovered.

The current Russel 2000 - S&P 500 drawdown is 41.05%.

The chart below shows the rolling one-month volatility.