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RCLVX vs. RSEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCLVX vs. RSEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments LifePoints Conservative Strategy Fund (RCLVX) and Russell Investments U.S. Strategic Equity Fund (RSEAX). The values are adjusted to include any dividend payments, if applicable.

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RCLVX vs. RSEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCLVX
Russell Investments LifePoints Conservative Strategy Fund
-0.98%8.93%3.04%7.61%-14.04%3.05%5.21%9.30%-2.75%5.35%
RSEAX
Russell Investments U.S. Strategic Equity Fund
-7.56%14.44%19.90%26.15%-21.05%20.19%23.44%29.58%-9.98%20.77%

Returns By Period

In the year-to-date period, RCLVX achieves a -0.98% return, which is significantly higher than RSEAX's -7.56% return. Over the past 10 years, RCLVX has underperformed RSEAX with an annualized return of 2.54%, while RSEAX has yielded a comparatively higher 11.35% annualized return.


RCLVX

1D
0.33%
1M
-3.50%
YTD
-0.98%
6M
0.19%
1Y
6.17%
3Y*
5.01%
5Y*
1.14%
10Y*
2.54%

RSEAX

1D
-0.13%
1M
-7.29%
YTD
-7.56%
6M
-5.84%
1Y
11.20%
3Y*
14.42%
5Y*
7.69%
10Y*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCLVX vs. RSEAX - Expense Ratio Comparison

RCLVX has a 0.67% expense ratio, which is lower than RSEAX's 0.99% expense ratio.


Return for Risk

RCLVX vs. RSEAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RCLVX
RCLVX Risk / Return Rank: 7272
Overall Rank
RCLVX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RCLVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
RCLVX Omega Ratio Rank: 6868
Omega Ratio Rank
RCLVX Calmar Ratio Rank: 7272
Calmar Ratio Rank
RCLVX Martin Ratio Rank: 7070
Martin Ratio Rank

RSEAX
RSEAX Risk / Return Rank: 2929
Overall Rank
RSEAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RSEAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
RSEAX Omega Ratio Rank: 3131
Omega Ratio Rank
RSEAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
RSEAX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RCLVX vs. RSEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments LifePoints Conservative Strategy Fund (RCLVX) and Russell Investments U.S. Strategic Equity Fund (RSEAX). 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.


RCLVXRSEAXDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.67

+0.67

Sortino ratio

Return per unit of downside risk

1.83

1.07

+0.76

Omega ratio

Gain probability vs. loss probability

1.26

1.16

+0.10

Calmar ratio

Return relative to maximum drawdown

1.68

0.81

+0.87

Martin ratio

Return relative to average drawdown

6.64

3.65

+2.99

RCLVX vs. RSEAX - Sharpe Ratio Comparison

The current RCLVX Sharpe Ratio is 1.34, which is higher than the RSEAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of RCLVX and RSEAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RCLVXRSEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.67

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.42

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.60

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.63

-0.38

Correlation

The correlation between RCLVX and RSEAX is 0.63, 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

RCLVX vs. RSEAX - Dividend Comparison

RCLVX's dividend yield for the trailing twelve months is around 3.66%, less than RSEAX's 12.78% yield.


TTM20252024202320222021202020192018201720162015
RCLVX
Russell Investments LifePoints Conservative Strategy Fund
3.66%3.62%2.47%1.63%2.16%6.68%1.97%3.27%3.25%2.98%4.74%11.07%
RSEAX
Russell Investments U.S. Strategic Equity Fund
12.78%11.81%10.74%4.04%6.61%7.64%0.52%5.07%23.30%9.12%5.47%6.41%

Drawdowns

RCLVX vs. RSEAX - Drawdown Comparison

The maximum RCLVX drawdown since its inception was -28.60%, smaller than the maximum RSEAX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for RCLVX and RSEAX.


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Drawdown Indicators


RCLVXRSEAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.60%

-34.37%

+5.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-12.04%

+8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-27.52%

+8.29%

Max Drawdown (10Y)

Largest decline over 10 years

-19.23%

-34.37%

+15.14%

Current Drawdown

Current decline from peak

-3.50%

-9.19%

+5.69%

Average Drawdown

Average peak-to-trough decline

-3.78%

-4.96%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

2.68%

-1.72%

Volatility

RCLVX vs. RSEAX - Volatility Comparison

The current volatility for Russell Investments LifePoints Conservative Strategy Fund (RCLVX) is 1.87%, while Russell Investments U.S. Strategic Equity Fund (RSEAX) has a volatility of 4.15%. This indicates that RCLVX experiences smaller price fluctuations and is considered to be less risky than RSEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCLVXRSEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

4.15%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

9.05%

-6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

17.87%

-13.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

18.46%

-12.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

18.84%

-13.23%