REAYX vs. SVAIX
Compare and contrast key facts about Russell Investments Equity Income Fund (REAYX) and Federated Hermes Strategic Value Dividend Fund (SVAIX).
REAYX is managed by Russell. It was launched on Mar 29, 2000. SVAIX is managed by Federated. It was launched on Mar 30, 2005.
Performance
REAYX vs. SVAIX - Performance Comparison
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REAYX vs. SVAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 2.42% | 14.66% | 11.90% | 12.50% | -8.86% | 27.01% | 9.06% | 29.57% | -8.60% | 13.19% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 9.22% | 15.26% | 16.47% | -1.81% | 8.47% | 21.52% | -7.88% | 19.59% | -8.23% | 10.00% |
Returns By Period
In the year-to-date period, REAYX achieves a 2.42% return, which is significantly lower than SVAIX's 9.22% return.
REAYX
- 1D
- 1.97%
- 1M
- -4.59%
- YTD
- 2.42%
- 6M
- 5.36%
- 1Y
- 14.14%
- 3Y*
- 13.44%
- 5Y*
- 9.04%
- 10Y*
- —
SVAIX
- 1D
- 0.87%
- 1M
- -2.83%
- YTD
- 9.22%
- 6M
- 10.97%
- 1Y
- 17.94%
- 3Y*
- 13.83%
- 5Y*
- 11.63%
- 10Y*
- 8.47%
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REAYX vs. SVAIX - Expense Ratio Comparison
REAYX has a 0.66% expense ratio, which is lower than SVAIX's 0.81% expense ratio.
Return for Risk
REAYX vs. SVAIX — Risk / Return Rank
REAYX
SVAIX
REAYX vs. SVAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Equity Income Fund (REAYX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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.
| REAYX | SVAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.36 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.36 | 2.02 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.83 | -0.55 |
Martin ratioReturn relative to average drawdown | 5.79 | 8.69 | -2.90 |
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
| REAYX | SVAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.36 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.90 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.52 | +0.05 |
Correlation
The correlation between REAYX and SVAIX is 0.74, 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. SVAIX - Dividend Comparison
REAYX's dividend yield for the trailing twelve months is around 14.88%, more than SVAIX's 5.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 14.88% | 15.24% | 15.38% | 13.55% | 19.72% | 10.47% | 3.61% | 1.86% | 45.26% | 14.47% | 0.00% | 0.00% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 5.93% | 6.41% | 7.58% | 4.32% | 9.68% | 3.72% | 4.28% | 8.75% | 8.54% | 10.36% | 5.24% | 8.67% |
Drawdowns
REAYX vs. SVAIX - Drawdown Comparison
The maximum REAYX drawdown since its inception was -36.87%, smaller than the maximum SVAIX drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for REAYX and SVAIX.
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Drawdown Indicators
| REAYX | SVAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -50.62% | +13.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -11.78% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.66% | -16.13% | -4.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.53% | — |
Current DrawdownCurrent decline from peak | -4.82% | -2.83% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -7.75% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.67% | -0.08% |
Volatility
REAYX vs. SVAIX - Volatility Comparison
Russell Investments Equity Income Fund (REAYX) has a higher volatility of 3.97% compared to Federated Hermes Strategic Value Dividend Fund (SVAIX) at 2.88%. This indicates that REAYX's price experiences larger fluctuations and is considered to be riskier than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REAYX | SVAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 2.88% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 6.99% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.11% | 15.76% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 13.57% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 15.42% | +3.26% |