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REBYX vs. SCHA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REBYX vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments U.S. Small Cap Equity Fund (REBYX) and Schwab U.S. Small-Cap ETF (SCHA). The values are adjusted to include any dividend payments, if applicable.

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REBYX vs. SCHA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

REBYX
REBYX Risk / Return Rank: 4242
Overall Rank
REBYX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
REBYX Sortino Ratio Rank: 4444
Sortino Ratio Rank
REBYX Omega Ratio Rank: 3737
Omega Ratio Rank
REBYX Calmar Ratio Rank: 4545
Calmar Ratio Rank
REBYX Martin Ratio Rank: 4646
Martin Ratio Rank

SCHA
SCHA Risk / Return Rank: 7070
Overall Rank
SCHA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 7070
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6565
Omega Ratio Rank
SCHA Calmar Ratio Rank: 7373
Calmar Ratio Rank
SCHA Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


REBYXSCHADifference

Sharpe ratio

Return per unit of total volatility

0.83

1.13

-0.29

Sortino ratio

Return per unit of downside risk

1.30

1.69

-0.39

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

1.14

1.77

-0.63

Martin ratio

Return relative to average drawdown

4.62

7.39

-2.77

REBYX vs. SCHA - Sharpe Ratio Comparison

The current REBYX Sharpe Ratio is 0.83, which is comparable to the SCHA Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of REBYX and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REBYXSCHADifference

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.


TTM20252024202320222021202020192018201720162015
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


REBYXSCHADifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.16%

-6.28%

-2.88%

Average Drawdown

Average peak-to-trough decline

-11.24%

-7.65%

-3.59%

Ulcer Index

Depth 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


REBYXSCHADifference

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%