REBYX vs. TNVIX
Compare and contrast key facts about Russell Investments U.S. Small Cap Equity Fund (REBYX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX).
REBYX is managed by Russell. It was launched on Mar 29, 2000. TNVIX is managed by 1290 Funds. It was launched on Nov 12, 2014.
Performance
REBYX vs. TNVIX - Performance Comparison
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REBYX vs. TNVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REBYX Russell Investments U.S. Small Cap Equity Fund | 2.15% | 8.86% | 8.16% | 13.81% | -16.14% | 26.28% | 13.04% | 23.74% | -12.22% | 2.12% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 6.91% | 13.91% | 11.48% | 21.31% | -11.37% | 21.85% | 11.33% | 19.81% | -14.34% | 19.00% |
Returns By Period
In the year-to-date period, REBYX achieves a 2.15% return, which is significantly lower than TNVIX's 6.91% return. Over the past 10 years, REBYX has underperformed TNVIX with an annualized return of 8.32%, while TNVIX has yielded a comparatively higher 10.69% annualized return.
REBYX
- 1D
- 3.03%
- 1M
- -5.18%
- YTD
- 2.15%
- 6M
- 6.27%
- 1Y
- 22.41%
- 3Y*
- 10.27%
- 5Y*
- 4.00%
- 10Y*
- 8.32%
TNVIX
- 1D
- 2.62%
- 1M
- -6.81%
- YTD
- 6.91%
- 6M
- 9.38%
- 1Y
- 28.09%
- 3Y*
- 15.60%
- 5Y*
- 8.65%
- 10Y*
- 10.69%
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REBYX vs. TNVIX - Expense Ratio Comparison
REBYX has a 0.90% expense ratio, which is lower than TNVIX's 0.95% expense ratio.
Return for Risk
REBYX vs. TNVIX — Risk / Return Rank
REBYX
TNVIX
REBYX vs. TNVIX - 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 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). 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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.38 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.53 | 2.02 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.12 | -0.54 |
Martin ratioReturn relative to average drawdown | 6.36 | 7.98 | -1.63 |
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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.38 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.44 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.51 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.46 | -0.15 |
Correlation
The correlation between REBYX and TNVIX is 0.92, 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. TNVIX - Dividend Comparison
REBYX's dividend yield for the trailing twelve months is around 8.11%, more than TNVIX's 3.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REBYX Russell Investments U.S. Small Cap Equity Fund | 8.11% | 8.28% | 13.03% | 2.64% | 5.30% | 31.12% | 0.64% | 4.46% | 18.61% | 0.33% | 0.88% | 8.23% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 3.70% | 3.95% | 8.76% | 3.82% | 2.51% | 7.05% | 0.47% | 1.74% | 1.58% | 1.87% | 1.79% | 0.00% |
Drawdowns
REBYX vs. TNVIX - Drawdown Comparison
The maximum REBYX drawdown since its inception was -62.03%, which is greater than TNVIX's maximum drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for REBYX and TNVIX.
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Drawdown Indicators
| REBYX | TNVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -42.75% | -19.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -13.34% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -25.61% | -7.07% |
Max Drawdown (10Y)Largest decline over 10 years | -44.79% | -42.75% | -2.04% |
Current DrawdownCurrent decline from peak | -6.41% | -7.12% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -6.27% | -4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.54% | -0.10% |
Volatility
REBYX vs. TNVIX - Volatility Comparison
Russell Investments U.S. Small Cap Equity Fund (REBYX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) have volatilities of 6.85% and 6.79%, 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.
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Volatility by Period
| REBYX | TNVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 6.79% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 11.89% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 20.74% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.79% | 19.78% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.49% | 21.08% | +2.41% |