REBYX vs. SCHA
Compare and contrast key facts about Russell Investments U.S. Small Cap Equity Fund (REBYX) and Schwab U.S. Small-Cap ETF (SCHA).
REBYX is managed by Russell. It was launched on Mar 29, 2000. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REBYX or SCHA.
Correlation
The correlation between REBYX and SCHA is 0.98, 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. SCHA - Performance Comparison
Key characteristics
REBYX:
-0.07
SCHA:
0.74
REBYX:
0.06
SCHA:
1.15
REBYX:
1.01
SCHA:
1.14
REBYX:
-0.04
SCHA:
1.00
REBYX:
-0.20
SCHA:
3.32
REBYX:
7.48%
SCHA:
4.05%
REBYX:
22.62%
SCHA:
18.28%
REBYX:
-60.08%
SCHA:
-42.41%
REBYX:
-35.78%
SCHA:
-6.45%
Returns By Period
In the year-to-date period, REBYX achieves a 1.26% return, which is significantly lower than SCHA's 1.82% return. Over the past 10 years, REBYX has underperformed SCHA with an annualized return of -0.91%, while SCHA has yielded a comparatively higher 8.62% annualized return.
REBYX
1.26%
-2.72%
-6.41%
-0.06%
-0.72%
-0.91%
SCHA
1.82%
-2.63%
6.93%
15.17%
8.70%
8.62%
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REBYX vs. SCHA - Expense Ratio Comparison
REBYX has a 0.90% expense ratio, which is higher than SCHA's 0.04% expense ratio.
Risk-Adjusted Performance
REBYX vs. SCHA — Risk-Adjusted Performance Rank
REBYX
SCHA
REBYX vs. SCHA - 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 Schwab U.S. Small-Cap ETF (SCHA). 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. SCHA - Dividend Comparison
REBYX's dividend yield for the trailing twelve months is around 1.94%, more than SCHA's 1.82% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REBYX Russell Investments U.S. Small Cap Equity Fund | 1.94% | 1.96% | 0.68% | 0.72% | 0.31% | 0.64% | 0.95% | 1.01% | 0.33% | 0.68% | 1.00% | 8.19% |
SCHA Schwab U.S. Small-Cap ETF | 1.82% | 1.85% | 2.56% | 1.69% | 2.39% | 1.52% | 1.97% | 2.58% | 1.47% | 2.39% | 2.52% | 1.78% |
Drawdowns
REBYX vs. SCHA - Drawdown Comparison
The maximum REBYX drawdown since its inception was -60.08%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for REBYX and SCHA. For additional features, visit the drawdowns tool.
Volatility
REBYX vs. SCHA - Volatility Comparison
Russell Investments U.S. Small Cap Equity Fund (REBYX) has a higher volatility of 3.82% compared to Schwab U.S. Small-Cap ETF (SCHA) at 3.63%. This indicates that REBYX's price experiences larger fluctuations and is considered to be riskier than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.