- ISIN
- US7824932666
- Issuer
- Russell
- Inception Date
- Mar 29, 2000
- Category
- Small Cap Blend Equities
- Min. Investment
- $10,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
REBYX Performance Chart
Russell Investments U.S. Small Cap Equity Fund (REBYX) is up 20.2% since the beginning of the year. REBYX is currently trading at $31 per share. Investors who bought $1,000 worth of REBYX shares 5 years ago would now be looking at an investment worth $1,425.
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Returns By Period
Russell Investments U.S. Small Cap Equity Fund (REBYX) has returned 20.23% so far this year and 39.38% over the past 12 months. Over the last ten years, REBYX has returned 9.68% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Russell Investments U.S. Small Cap Equity Fund
- 1D
- 1.75%
- 1M
- 4.48%
- YTD
- 20.23%
- 6M
- 17.39%
- 1Y
- 39.38%
- 3Y*
- 15.06%
- 5Y*
- 7.34%
- 10Y*
- 9.68%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
REBYX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2001, REBYX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +17.4%, while the worst month was Mar 2020 at -23.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, REBYX closed higher 52% of trading days. The best single day was Dec 24, 2013 with a return of +18.5%, while the worst single day was Dec 19, 2024 at -15.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.84% | 2.20% | -4.67% | 10.75% | 3.31% | 2.87% | 20.23% | ||||||
| 2025 | 2.87% | -5.54% | -6.43% | -3.03% | 4.41% | 4.95% | 0.81% | 6.90% | 0.49% | 0.34% | 3.11% | 0.56% | 8.86% |
| 2024 | -2.69% | 4.55% | 4.94% | -6.66% | 4.33% | -1.27% | 8.14% | -1.84% | 0.49% | -1.83% | 10.27% | -8.75% | 8.16% |
| 2023 | 8.72% | -1.35% | -4.81% | -1.85% | -1.51% | 7.73% | 5.12% | -3.82% | -5.69% | -6.78% | 8.51% | 10.98% | 13.81% |
| 2022 | -7.41% | 0.58% | -0.07% | -8.18% | 1.56% | -7.50% | 9.06% | -2.44% | -8.99% | 10.65% | 2.87% | -5.22% | -16.14% |
| 2021 | 3.56% | 10.00% | 2.82% | 3.50% | 1.10% | 0.62% | -2.04% | 1.60% | -2.54% | 4.57% | -3.63% | 4.75% | 26.28% |
Benchmark Metrics
Russell Investments U.S. Small Cap Equity Fund has an annualized alpha of 1.33%, beta of 1.06, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 02, 2001.
- This fund captured 116.88% of S&P 500 Index gains and 110.74% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.06 and R2 of 0.74, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.33%
- Beta
- 1.06
- R²
- 0.74
- Upside Capture
- 116.88%
- Downside Capture
- 110.74%
Expense Ratio
REBYX has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
REBYX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russell Investments U.S. Small Cap Equity Fund (REBYX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| REBYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.27 | 2.78 | +1.49 |
| Martin ratioReturn relative to average drawdown | 14.78 | 12.44 | +2.34 |
Dividends
Dividend History
Russell Investments U.S. Small Cap Equity Fund provided a 6.89% dividend yield over the last twelve months, with an annual payout of $2.12 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.12 | $2.12 | $3.32 | $0.70 | $1.27 | $9.32 | $0.20 | $1.25 | $4.41 | $0.10 | $0.28 | $2.13 |
Dividend yield | 6.89% | 8.28% | 13.03% | 2.64% | 5.30% | 31.12% | 0.64% | 4.46% | 18.61% | 0.33% | 0.88% | 8.23% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments U.S. Small Cap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.12 | $2.12 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.32 | $3.32 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 | $1.27 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.32 | $9.32 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Russell Investments U.S. Small Cap Equity Fund. 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 Russell Investments U.S. Small Cap Equity Fund was 62.03%, occurring on Mar 9, 2009. Recovery took 973 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -62.03%Mar 2009 | 1y 5mo | 3y 10mo | 5y 3moOct 2007 - Jan 2013 |
COVID crash2020 | -44.79%Mar 2020 | 1y 6mo | 8mo 11d | 2y 2moSep 2018 - Nov 2020 |
Dot-com crash2000–2002 | -35.55%Oct 2002 | 5mo 25d | 11mo | 1y 4moApr 2002 - Sep 2003 |
2025 selloff2025 | -32.68%Apr 2025 | 3mo 20d | 10mo 4d | 1y 1moDec 2024 - Feb 2026 |
Dot-com crash2000–2002 | -26.13%Sep 2001 | 4mo 1d | 6mo 27d | 10mo 28dMay 2001 - Apr 2002 |
Drawdown Indicators
| REBYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -56.78% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -9.10% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -32.68% | -18.90% | -13.78% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -25.43% | -7.25% |
Max Drawdown (10Y)Largest decline over 10 years | -44.79% | -33.92% | -10.87% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -10.71% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.03% | +0.61% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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