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.
Key characteristics
| REBYX | SCHA | |
|---|---|---|
| YTD Return | 8.17% | 8.55% |
| 1Y Return | 19.07% | 21.49% |
| 3Y Return (Ann) | 2.87% | 1.47% |
| 5Y Return (Ann) | 9.29% | 8.96% |
| 10Y Return (Ann) | 8.40% | 8.18% |
| Sharpe Ratio | 0.96 | 1.06 |
| Daily Std Dev | 19.35% | 19.96% |
| Max Drawdown | -60.08% | -42.41% |
| Current Drawdown | -2.56% | -3.66% |
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
The year-to-date returns for both investments are quite close, with REBYX having a 8.17% return and SCHA slightly higher at 8.55%. Both investments have delivered pretty close results over the past 10 years, with REBYX having a 8.40% annualized return and SCHA not far behind at 8.18%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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 2.44%, more than SCHA's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REBYX Russell Investments U.S. Small Cap Equity Fund | 2.44% | 2.64% | 5.30% | 31.12% | 0.64% | 4.46% | 18.61% | 12.51% | 0.88% | 8.23% | 8.19% | 15.66% |
SCHA Schwab U.S. Small-Cap ETF | 0.98% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.62% | 1.24% | 1.50% | 1.48% | 1.45% | 1.14% |
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) and Schwab U.S. Small-Cap ETF (SCHA) have volatilities of 5.84% and 5.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.