REBYX vs. SPY
Compare and contrast key facts about Russell Investments U.S. Small Cap Equity Fund (REBYX) and SPDR S&P 500 ETF (SPY).
REBYX is managed by Russell. It was launched on Mar 29, 2000. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REBYX or SPY.
Correlation
The correlation between REBYX and SPY is 0.85, 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. SPY - Performance Comparison
Key characteristics
REBYX:
-0.07
SPY:
1.88
REBYX:
0.06
SPY:
2.53
REBYX:
1.01
SPY:
1.35
REBYX:
-0.04
SPY:
2.83
REBYX:
-0.20
SPY:
11.74
REBYX:
7.48%
SPY:
2.02%
REBYX:
22.62%
SPY:
12.64%
REBYX:
-60.08%
SPY:
-55.19%
REBYX:
-35.78%
SPY:
-0.42%
Returns By Period
In the year-to-date period, REBYX achieves a 1.26% return, which is significantly lower than SPY's 4.15% return. Over the past 10 years, REBYX has underperformed SPY with an annualized return of -0.91%, while SPY has yielded a comparatively higher 13.18% annualized return.
REBYX
1.26%
-2.72%
-6.41%
-0.06%
-0.72%
-0.91%
SPY
4.15%
1.22%
10.44%
24.34%
14.62%
13.18%
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REBYX vs. SPY - Expense Ratio Comparison
REBYX has a 0.90% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
REBYX vs. SPY — Risk-Adjusted Performance Rank
REBYX
SPY
REBYX vs. SPY - 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 SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
REBYX's dividend yield for the trailing twelve months is around 1.94%, more than SPY's 1.16% 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% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
REBYX vs. SPY - Drawdown Comparison
The maximum REBYX drawdown since its inception was -60.08%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for REBYX and SPY. For additional features, visit the drawdowns tool.
Volatility
REBYX vs. SPY - Volatility Comparison
Russell Investments U.S. Small Cap Equity Fund (REBYX) has a higher volatility of 3.82% compared to SPDR S&P 500 ETF (SPY) at 2.93%. This indicates that REBYX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.