REBYX vs. EDOW
Compare and contrast key facts about Russell Investments U.S. Small Cap Equity Fund (REBYX) and First Trust Dow 30 Equal Weight ETF (EDOW).
REBYX is managed by Russell. It was launched on Mar 29, 2000. EDOW is a passively managed fund by First Trust that tracks the performance of the Dow Jones Industrail Average Equal Weight TR. It was launched on Aug 8, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REBYX or EDOW.
Key characteristics
| REBYX | EDOW | |
|---|---|---|
| YTD Return | 8.17% | 9.24% |
| 1Y Return | 19.07% | 19.55% |
| 3Y Return (Ann) | 2.87% | 6.93% |
| 5Y Return (Ann) | 9.29% | 9.57% |
| Sharpe Ratio | 0.96 | 1.80 |
| Daily Std Dev | 19.35% | 10.68% |
| Max Drawdown | -60.08% | -33.72% |
| Current Drawdown | -2.56% | -0.44% |
Correlation
The correlation between REBYX and EDOW is 0.77, 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. EDOW - Performance Comparison
In the year-to-date period, REBYX achieves a 8.17% return, which is significantly lower than EDOW's 9.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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REBYX vs. EDOW - Expense Ratio Comparison
REBYX has a 0.90% expense ratio, which is higher than EDOW's 0.50% expense ratio.
Risk-Adjusted Performance
REBYX vs. EDOW - 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 First Trust Dow 30 Equal Weight ETF (EDOW). 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.
Dividends
REBYX vs. EDOW - Dividend Comparison
REBYX's dividend yield for the trailing twelve months is around 2.44%, more than EDOW's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REBYX Russell Investments U.S. Small Cap Equity Fund | 2.44% | 2.64% | 5.30% | 31.12% | 0.64% | 4.46% | 18.61% | 12.51% | 0.88% | 8.23% | 8.19% | 15.66% |
EDOW First Trust Dow 30 Equal Weight ETF | 1.82% | 1.93% | 1.91% | 1.52% | 1.84% | 1.88% | 1.82% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
REBYX vs. EDOW - Drawdown Comparison
The maximum REBYX drawdown since its inception was -60.08%, which is greater than EDOW's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for REBYX and EDOW. For additional features, visit the drawdowns tool.
Volatility
REBYX vs. EDOW - Volatility Comparison
Russell Investments U.S. Small Cap Equity Fund (REBYX) has a higher volatility of 5.84% compared to First Trust Dow 30 Equal Weight ETF (EDOW) at 3.25%. This indicates that REBYX's price experiences larger fluctuations and is considered to be riskier than EDOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.