RCLVX vs. FSRRX
RCLVX (Russell Investments LifePoints Conservative Strategy Fund) and FSRRX (Fidelity Strategic Real Return Fund) are both Diversified Portfolio funds. Over the past 10 years, RCLVX returned 2.79%/yr vs 5.41%/yr for FSRRX. A 0.60 correlation means they provide meaningful diversification when combined. RCLVX charges 0.67%/yr vs 0.70%/yr for FSRRX.
Performance
RCLVX vs. FSRRX - Performance Comparison
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Returns By Period
In the year-to-date period, RCLVX achieves a 2.53% return, which is significantly lower than FSRRX's 6.54% return. Over the past 10 years, RCLVX has underperformed FSRRX with an annualized return of 2.79%, while FSRRX has yielded a comparatively higher 5.41% annualized return.
RCLVX
- 1D
- -0.21%
- 1M
- 0.75%
- YTD
- 2.53%
- 6M
- 2.53%
- 1Y
- 7.90%
- 3Y*
- 6.30%
- 5Y*
- 1.39%
- 10Y*
- 2.79%
FSRRX
- 1D
- 0.00%
- 1M
- -1.67%
- YTD
- 6.54%
- 6M
- 6.42%
- 1Y
- 12.72%
- 3Y*
- 9.30%
- 5Y*
- 5.94%
- 10Y*
- 5.41%
RCLVX vs. FSRRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RCLVX Russell Investments LifePoints Conservative Strategy Fund | 2.53% | 8.93% | 3.04% | 7.61% | -14.04% | 3.05% | 5.21% | 9.30% | -2.75% | 5.35% |
FSRRX Fidelity Strategic Real Return Fund | 6.54% | 10.45% | 5.84% | 4.59% | -3.34% | 15.84% | 3.74% | 10.48% | -3.99% | 3.00% |
Correlation
The correlation between RCLVX and FSRRX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2005 | 0.60 |
Over the past year, the correlation between RCLVX and FSRRX has dropped to 0.39 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
RCLVX vs. FSRRX — Risk / Return Rank
RCLVX
FSRRX
RCLVX vs. FSRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments LifePoints Conservative Strategy Fund (RCLVX) and Fidelity Strategic Real Return Fund (FSRRX). 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.
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.
| RCLVX | FSRRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.49 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 4.65 | -2.47 |
| Martin ratioReturn relative to average drawdown | 8.91 | 18.60 | -9.69 |
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Drawdowns
RCLVX vs. FSRRX - Drawdown Comparison
The maximum RCLVX drawdown since its inception was -28.60%, smaller than the maximum FSRRX drawdown of -33.42%. Use the drawdown chart below to compare losses from any high point for RCLVX and FSRRX.
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Drawdown Indicators
| RCLVX | FSRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.60% | -33.42% | +4.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -2.69% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -6.71% | -5.80% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -19.23% | -12.78% | -6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -19.23% | -19.93% | +0.70% |
Current DrawdownCurrent decline from peak | -0.32% | -2.69% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -4.21% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.67% | +0.26% |
Volatility
RCLVX vs. FSRRX - Volatility Comparison
Russell Investments LifePoints Conservative Strategy Fund (RCLVX) has a higher volatility of 1.57% compared to Fidelity Strategic Real Return Fund (FSRRX) at 1.35%. This indicates that RCLVX's price experiences larger fluctuations and is considered to be riskier than FSRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RCLVX | FSRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 1.35% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 3.55% | 3.81% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 4.88% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 6.88% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.65% | 6.73% | -1.08% |
RCLVX vs. FSRRX - Expense Ratio Comparison
RCLVX has a 0.67% expense ratio, which is lower than FSRRX's 0.70% expense ratio.
Dividends
RCLVX vs. FSRRX - Dividend Comparison
RCLVX's dividend yield for the trailing twelve months is around 3.61%, less than FSRRX's 4.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRRX Fidelity Strategic Real Return Fund | 4.21% | 4.68% | 4.82% | 5.29% | 7.31% | 5.35% | 2.25% | 3.05% | 9.39% | 1.57% | 2.34% | 1.75% |
RCLVX Russell Investments LifePoints Conservative Strategy Fund | 3.61% | 3.62% | 2.47% | 1.63% | 2.16% | 6.68% | 1.97% | 3.27% | 3.25% | 2.98% | 4.74% | 11.07% |
Frequently Asked Questions
RCLVX and FSRRX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCLVX has higher volatility (1.57%) compared to FSRRX (1.35%). In terms of maximum drawdown, RCLVX dropped -28.60% vs FSRRX's -33.42%.
FSRRX currently has the higher Sharpe Ratio (2.57 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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