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.
Performance
REBYX vs. SCHA - Performance Comparison
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REBYX vs. SCHA - 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% |
SCHA Schwab U.S. Small-Cap ETF | 2.24% | 11.60% | 11.16% | 18.46% | -19.81% | 16.45% | 19.34% | 26.50% | -11.79% | 14.94% |
Returns By Period
In the year-to-date period, REBYX achieves a -0.86% return, which is significantly lower than SCHA's 2.24% return. Over the past 10 years, REBYX has underperformed SCHA with an annualized return of 8.00%, while SCHA has yielded a comparatively higher 9.84% 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%
SCHA
- 1D
- 3.56%
- 1M
- -4.59%
- YTD
- 2.24%
- 6M
- 4.84%
- 1Y
- 25.65%
- 3Y*
- 13.10%
- 5Y*
- 4.29%
- 10Y*
- 9.84%
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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.
Return for Risk
REBYX vs. SCHA — Risk / Return Rank
REBYX
SCHA
REBYX vs. SCHA - 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 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.
| REBYX | SCHA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.13 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.69 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.77 | -0.63 |
Martin ratioReturn relative to average drawdown | 4.62 | 7.39 | -2.77 |
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 | SCHA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.13 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.20 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.44 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.53 | -0.22 |
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.
Dividends
REBYX vs. SCHA - Dividend Comparison
REBYX's dividend yield for the trailing twelve months is around 8.35%, more than SCHA's 1.17% 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% |
SCHA Schwab U.S. Small-Cap ETF | 1.17% | 1.26% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.58% | 1.24% | 1.50% | 1.48% |
Drawdowns
REBYX vs. SCHA - Drawdown Comparison
The maximum REBYX drawdown since its inception was -62.03%, 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.
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Drawdown Indicators
| REBYX | SCHA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -42.41% | -19.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -14.35% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -30.79% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -44.79% | -42.41% | -2.38% |
Current DrawdownCurrent decline from peak | -9.16% | -6.28% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -7.65% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.43% | -0.01% |
Volatility
REBYX vs. SCHA - Volatility Comparison
The current volatility for Russell Investments U.S. Small Cap Equity Fund (REBYX) is 6.02%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 7.40%. This indicates that REBYX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REBYX | SCHA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 7.40% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 13.69% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 22.89% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 21.95% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.48% | 22.67% | +0.81% |