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REBYX vs. RGIYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REBYX vs. RGIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments U.S. Small Cap Equity Fund (REBYX) and Russell Investments Global Infrastructure Fund (RGIYX). The values are adjusted to include any dividend payments, if applicable.

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REBYX vs. RGIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REBYX
Russell Investments U.S. Small Cap Equity Fund
2.15%8.86%8.16%13.81%-16.14%26.28%13.04%23.74%-12.22%2.12%
RGIYX
Russell Investments Global Infrastructure Fund
9.08%20.07%9.96%6.94%-2.95%12.44%-3.37%27.98%-9.87%18.96%

Returns By Period

In the year-to-date period, REBYX achieves a 2.15% return, which is significantly lower than RGIYX's 9.08% return. Both investments have delivered pretty close results over the past 10 years, with REBYX having a 8.32% annualized return and RGIYX not far ahead at 8.47%.


REBYX

1D
3.03%
1M
-5.18%
YTD
2.15%
6M
6.27%
1Y
22.41%
3Y*
10.27%
5Y*
4.00%
10Y*
8.32%

RGIYX

1D
0.84%
1M
-2.88%
YTD
9.08%
6M
10.10%
1Y
22.44%
3Y*
13.83%
5Y*
10.27%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REBYX vs. RGIYX - Expense Ratio Comparison

REBYX has a 0.90% expense ratio, which is higher than RGIYX's 0.85% expense ratio.


Return for Risk

REBYX vs. RGIYX — Risk / Return Rank

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

REBYX
REBYX Risk / Return Rank: 5454
Overall Rank
REBYX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
REBYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
REBYX Omega Ratio Rank: 4444
Omega Ratio Rank
REBYX Calmar Ratio Rank: 6363
Calmar Ratio Rank
REBYX Martin Ratio Rank: 6363
Martin Ratio Rank

RGIYX
RGIYX Risk / Return Rank: 9090
Overall Rank
RGIYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RGIYX Sortino Ratio Rank: 8787
Sortino Ratio Rank
RGIYX Omega Ratio Rank: 8888
Omega Ratio Rank
RGIYX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RGIYX Martin Ratio Rank: 9494
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.

REBYX vs. RGIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments U.S. Small Cap Equity Fund (REBYX) and Russell Investments Global Infrastructure Fund (RGIYX). 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.


REBYXRGIYXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.93

-0.92

Sortino ratio

Return per unit of downside risk

1.53

2.48

-0.95

Omega ratio

Gain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratio

Return relative to maximum drawdown

1.58

2.77

-1.19

Martin ratio

Return relative to average drawdown

6.36

13.22

-6.86

REBYX vs. RGIYX - Sharpe Ratio Comparison

The current REBYX Sharpe Ratio is 1.00, which is lower than the RGIYX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of REBYX and RGIYX, 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


REBYXRGIYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.93

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.77

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.53

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.53

-0.22

Correlation

The correlation between REBYX and RGIYX is 0.66, 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

REBYX vs. RGIYX - Dividend Comparison

REBYX's dividend yield for the trailing twelve months is around 8.11%, less than RGIYX's 8.61% yield.


TTM20252024202320222021202020192018201720162015
REBYX
Russell Investments U.S. Small Cap Equity Fund
8.11%8.28%13.03%2.64%5.30%31.12%0.64%4.46%18.61%0.33%0.88%8.23%
RGIYX
Russell Investments Global Infrastructure Fund
8.61%9.39%5.64%2.76%3.46%17.26%7.80%15.89%9.20%11.32%6.70%5.67%

Drawdowns

REBYX vs. RGIYX - Drawdown Comparison

The maximum REBYX drawdown since its inception was -62.03%, which is greater than RGIYX's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for REBYX and RGIYX.


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Drawdown Indicators


REBYXRGIYXDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-39.17%

-22.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.85%

-8.43%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

-20.19%

-12.49%

Max Drawdown (10Y)

Largest decline over 10 years

-44.79%

-39.17%

-5.62%

Current Drawdown

Current decline from peak

-6.41%

-3.22%

-3.19%

Average Drawdown

Average peak-to-trough decline

-11.24%

-4.70%

-6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

1.77%

+1.67%

Volatility

REBYX vs. RGIYX - Volatility Comparison

Russell Investments U.S. Small Cap Equity Fund (REBYX) has a higher volatility of 6.85% compared to Russell Investments Global Infrastructure Fund (RGIYX) at 4.08%. This indicates that REBYX's price experiences larger fluctuations and is considered to be riskier than RGIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REBYXRGIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

4.08%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

6.98%

+6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

22.31%

12.04%

+10.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.79%

13.45%

+9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.49%

15.90%

+7.59%