LMBS vs. RFBSX
Compare and contrast key facts about First Trust Low Duration Mortgage Opportunities ETF (LMBS) and Russell Investments Short Duration Bond Fund (RFBSX).
LMBS is an actively managed fund by First Trust. It was launched on Nov 4, 2014. RFBSX is managed by Russell. It was launched on Oct 30, 1981.
Performance
LMBS vs. RFBSX - Performance Comparison
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LMBS vs. RFBSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMBS First Trust Low Duration Mortgage Opportunities ETF | 0.66% | 7.05% | 5.15% | 6.10% | -3.07% | -0.91% | 1.64% | 4.10% | 1.62% | 1.68% |
RFBSX Russell Investments Short Duration Bond Fund | 0.06% | 5.92% | 4.67% | 5.06% | -4.95% | -0.75% | 4.98% | 4.69% | 1.27% | 1.33% |
Returns By Period
In the year-to-date period, LMBS achieves a 0.66% return, which is significantly higher than RFBSX's 0.06% return. Over the past 10 years, LMBS has outperformed RFBSX with an annualized return of 2.84%, while RFBSX has yielded a comparatively lower 2.31% annualized return.
LMBS
- 1D
- 0.22%
- 1M
- -0.91%
- YTD
- 0.66%
- 6M
- 2.10%
- 1Y
- 5.57%
- 3Y*
- 5.69%
- 5Y*
- 2.95%
- 10Y*
- 2.84%
RFBSX
- 1D
- 0.16%
- 1M
- -0.78%
- YTD
- 0.06%
- 6M
- 1.15%
- 1Y
- 4.09%
- 3Y*
- 4.68%
- 5Y*
- 1.99%
- 10Y*
- 2.31%
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LMBS vs. RFBSX - Expense Ratio Comparison
LMBS has a 0.68% expense ratio, which is higher than RFBSX's 0.55% expense ratio.
Return for Risk
LMBS vs. RFBSX — Risk / Return Rank
LMBS
RFBSX
LMBS vs. RFBSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Low Duration Mortgage Opportunities ETF (LMBS) and Russell Investments Short Duration Bond Fund (RFBSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| LMBS | RFBSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.18 | 2.70 | -0.52 |
Sortino ratioReturn per unit of downside risk | 2.91 | 4.05 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.58 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.25 | 4.14 | -0.89 |
Martin ratioReturn relative to average drawdown | 13.96 | 17.47 | -3.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LMBS | RFBSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 2.70 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.16 | 0.98 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.20 | 1.33 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.02 | +0.10 |
Correlation
The correlation between LMBS and RFBSX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LMBS vs. RFBSX - Dividend Comparison
LMBS's dividend yield for the trailing twelve months is around 4.10%, less than RFBSX's 4.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMBS First Trust Low Duration Mortgage Opportunities ETF | 4.10% | 4.08% | 4.28% | 3.96% | 2.22% | 2.04% | 2.27% | 2.55% | 2.76% | 2.73% | 2.84% | 3.03% |
RFBSX Russell Investments Short Duration Bond Fund | 4.63% | 4.85% | 3.91% | 2.83% | 0.68% | 1.72% | 2.23% | 2.43% | 2.32% | 1.33% | 1.73% | 1.48% |
Drawdowns
LMBS vs. RFBSX - Drawdown Comparison
The maximum LMBS drawdown since its inception was -6.49%, smaller than the maximum RFBSX drawdown of -9.71%. Use the drawdown chart below to compare losses from any high point for LMBS and RFBSX.
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Drawdown Indicators
| LMBS | RFBSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.49% | -9.71% | +3.22% |
Max Drawdown (1Y)Largest decline over 1 year | -1.72% | -1.04% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -6.16% | -7.80% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -6.49% | -7.80% | +1.31% |
Current DrawdownCurrent decline from peak | -0.91% | -0.78% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -0.81% | -2.22% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 0.25% | +0.15% |
Volatility
LMBS vs. RFBSX - Volatility Comparison
First Trust Low Duration Mortgage Opportunities ETF (LMBS) has a higher volatility of 0.88% compared to Russell Investments Short Duration Bond Fund (RFBSX) at 0.57%. This indicates that LMBS's price experiences larger fluctuations and is considered to be riskier than RFBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMBS | RFBSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 0.57% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 1.37% | 0.91% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.57% | 1.52% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 2.04% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.38% | 1.74% | +0.64% |