REBYX vs. ^GSPC
Compare and contrast key facts about Russell Investments U.S. Small Cap Equity Fund (REBYX) and S&P 500 (^GSPC).
REBYX is managed by Russell. It was launched on Mar 29, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REBYX or ^GSPC.
Correlation
The correlation between REBYX and ^GSPC is 0.86, 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.
Performance
REBYX vs. ^GSPC - Performance Comparison
Key characteristics
REBYX:
-0.13
^GSPC:
1.62
REBYX:
-0.02
^GSPC:
2.20
REBYX:
1.00
^GSPC:
1.30
REBYX:
-0.08
^GSPC:
2.46
REBYX:
-0.40
^GSPC:
10.01
REBYX:
7.57%
^GSPC:
2.08%
REBYX:
22.78%
^GSPC:
12.88%
REBYX:
-60.08%
^GSPC:
-56.78%
REBYX:
-37.52%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, REBYX achieves a -1.49% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, REBYX has underperformed ^GSPC with an annualized return of -1.22%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
REBYX
-1.49%
-4.75%
-11.55%
-3.62%
-1.27%
-1.22%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
REBYX vs. ^GSPC — Risk-Adjusted Performance Rank
REBYX
^GSPC
REBYX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments U.S. Small Cap Equity Fund (REBYX) and S&P 500 (^GSPC). 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.
Drawdowns
REBYX vs. ^GSPC - Drawdown Comparison
The maximum REBYX drawdown since its inception was -60.08%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for REBYX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
REBYX vs. ^GSPC - Volatility Comparison
Russell Investments U.S. Small Cap Equity Fund (REBYX) has a higher volatility of 4.62% compared to S&P 500 (^GSPC) at 3.43%. This indicates that REBYX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.