REBYX vs. RSP
Compare and contrast key facts about Russell Investments U.S. Small Cap Equity Fund (REBYX) and Invesco S&P 500 Equal Weight ETF (RSP).
REBYX is managed by Russell. It was launched on Mar 29, 2000. RSP is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Apr 24, 2003.
Performance
REBYX vs. RSP - Performance Comparison
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REBYX vs. RSP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RSP Invesco S&P 500 Equal Weight ETF | 0.94% | 11.21% | 12.79% | 13.70% | -11.62% | 29.41% | 12.66% | 28.91% | -7.84% | 18.52% |
Returns By Period
In the year-to-date period, REBYX achieves a 2.15% return, which is significantly higher than RSP's 0.94% return. Over the past 10 years, REBYX has underperformed RSP with an annualized return of 8.32%, while RSP has yielded a comparatively higher 11.21% annualized return.
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%
RSP
- 1D
- 0.32%
- 1M
- -5.49%
- YTD
- 0.94%
- 6M
- 2.11%
- 1Y
- 12.90%
- 3Y*
- 11.84%
- 5Y*
- 7.88%
- 10Y*
- 11.21%
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REBYX vs. RSP - Expense Ratio Comparison
REBYX has a 0.90% expense ratio, which is higher than RSP's 0.20% expense ratio.
Return for Risk
REBYX vs. RSP — Risk / Return Rank
REBYX
RSP
REBYX vs. RSP - 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 Invesco S&P 500 Equal Weight ETF (RSP). 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.
| REBYX | RSP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.75 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.17 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.04 | +0.54 |
Martin ratioReturn relative to average drawdown | 6.36 | 4.64 | +1.71 |
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
| REBYX | RSP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.75 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.49 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.61 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.55 | -0.24 |
Correlation
The correlation between REBYX and RSP is 0.91, 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
REBYX vs. RSP - Dividend Comparison
REBYX's dividend yield for the trailing twelve months is around 8.11%, more than RSP's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RSP Invesco S&P 500 Equal Weight ETF | 1.62% | 1.64% | 1.52% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% |
Drawdowns
REBYX vs. RSP - Drawdown Comparison
The maximum REBYX drawdown since its inception was -62.03%, roughly equal to the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for REBYX and RSP.
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Drawdown Indicators
| REBYX | RSP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -59.92% | -2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -12.54% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -21.38% | -11.30% |
Max Drawdown (10Y)Largest decline over 10 years | -44.79% | -39.04% | -5.75% |
Current DrawdownCurrent decline from peak | -6.41% | -5.66% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -6.69% | -4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.80% | +0.64% |
Volatility
REBYX vs. RSP - Volatility Comparison
Russell Investments U.S. Small Cap Equity Fund (REBYX) has a higher volatility of 6.85% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 4.40%. This indicates that REBYX's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REBYX | RSP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 4.40% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 8.84% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 17.16% | +5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.79% | 16.20% | +6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.49% | 18.36% | +5.13% |