PortfoliosLab logoPortfoliosLab logo
REAYX vs. FBLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REAYX vs. FBLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Equity Income Fund (REAYX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

REAYX vs. FBLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REAYX
Russell Investments Equity Income Fund
0.44%14.66%11.90%12.50%-8.86%27.01%9.06%29.57%-8.60%13.19%
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
-2.01%17.06%18.04%15.60%-4.82%26.83%4.34%25.57%-9.04%6.30%

Returns By Period

In the year-to-date period, REAYX achieves a 0.44% return, which is significantly higher than FBLEX's -2.01% return.


REAYX

1D
-0.22%
1M
-6.66%
YTD
0.44%
6M
3.36%
1Y
11.80%
3Y*
12.71%
5Y*
8.81%
10Y*

FBLEX

1D
0.00%
1M
-6.70%
YTD
-2.01%
6M
2.97%
1Y
12.73%
3Y*
15.51%
5Y*
11.00%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


REAYX vs. FBLEX - Expense Ratio Comparison

REAYX has a 0.66% expense ratio, which is higher than FBLEX's 0.01% expense ratio.


Return for Risk

REAYX vs. FBLEX — Risk / Return Rank

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

REAYX
REAYX Risk / Return Rank: 4040
Overall Rank
REAYX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
REAYX Sortino Ratio Rank: 3939
Sortino Ratio Rank
REAYX Omega Ratio Rank: 4242
Omega Ratio Rank
REAYX Calmar Ratio Rank: 3636
Calmar Ratio Rank
REAYX Martin Ratio Rank: 4444
Martin Ratio Rank

FBLEX
FBLEX Risk / Return Rank: 4646
Overall Rank
FBLEX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FBLEX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBLEX Omega Ratio Rank: 4848
Omega Ratio Rank
FBLEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBLEX Martin Ratio Rank: 5050
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.

REAYX vs. FBLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Equity Income Fund (REAYX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.


REAYXFBLEXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.91

-0.05

Sortino ratio

Return per unit of downside risk

1.26

1.32

-0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

0.99

1.06

-0.07

Martin ratio

Return relative to average drawdown

4.46

4.92

-0.46

REAYX vs. FBLEX - Sharpe Ratio Comparison

The current REAYX Sharpe Ratio is 0.85, which is comparable to the FBLEX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of REAYX and FBLEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


REAYXFBLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.91

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.75

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.69

-0.13

Correlation

The correlation between REAYX and FBLEX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

REAYX vs. FBLEX - Dividend Comparison

REAYX's dividend yield for the trailing twelve months is around 15.17%, more than FBLEX's 11.33% yield.


TTM20252024202320222021202020192018201720162015
REAYX
Russell Investments Equity Income Fund
15.17%15.24%15.38%13.55%19.72%10.47%3.61%1.86%45.26%14.47%0.00%0.00%
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
11.33%9.95%12.63%5.05%12.66%14.51%3.85%5.65%10.97%7.09%2.47%13.81%

Drawdowns

REAYX vs. FBLEX - Drawdown Comparison

The maximum REAYX drawdown since its inception was -36.87%, smaller than the maximum FBLEX drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for REAYX and FBLEX.


Loading graphics...

Drawdown Indicators


REAYXFBLEXDifference

Max Drawdown

Largest peak-to-trough decline

-36.87%

-39.73%

+2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-11.55%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.66%

-19.00%

-1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.73%

Current Drawdown

Current decline from peak

-6.66%

-6.89%

+0.23%

Average Drawdown

Average peak-to-trough decline

-5.00%

-3.86%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.49%

+0.08%

Volatility

REAYX vs. FBLEX - Volatility Comparison

The current volatility for Russell Investments Equity Income Fund (REAYX) is 3.25%, while Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) has a volatility of 3.48%. This indicates that REAYX experiences smaller price fluctuations and is considered to be less risky than FBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


REAYXFBLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.48%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

7.78%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

15.13%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

14.78%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

17.39%

+1.28%