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 | -0.86% | 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 | 0.62% | 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 -0.86% return, which is significantly lower than RSP's 0.62% return. Over the past 10 years, REBYX has underperformed RSP with an annualized return of 8.00%, while RSP has yielded a comparatively higher 11.17% annualized return.
REBYX
- 1D
- -0.94%
- 1M
- -7.47%
- YTD
- -0.86%
- 6M
- 3.14%
- 1Y
- 18.70%
- 3Y*
- 9.18%
- 5Y*
- 3.74%
- 10Y*
- 8.00%
RSP
- 1D
- 2.05%
- 1M
- -5.97%
- YTD
- 0.62%
- 6M
- 2.01%
- 1Y
- 12.65%
- 3Y*
- 11.72%
- 5Y*
- 7.81%
- 10Y*
- 11.17%
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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 | 0.83 | 0.74 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.15 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.08 | +0.06 |
Martin ratioReturn relative to average drawdown | 4.62 | 4.89 | -0.27 |
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 | 0.83 | 0.74 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.48 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.61 | -0.27 |
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 8.35%, 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 | 8.35% | 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 | -9.16% | -5.97% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -6.69% | -4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.78% | +0.64% |
Volatility
REBYX vs. RSP - Volatility Comparison
Russell Investments U.S. Small Cap Equity Fund (REBYX) has a higher volatility of 6.02% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 4.47%. 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 | 6.02% | 4.47% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 8.83% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 17.17% | +4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 16.20% | +6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.48% | 18.36% | +5.12% |