REBYX vs. ^GSPC
Compare and contrast key facts about Russell Investments U.S. Small Cap Equity Fund (REBYX) and S&P 500 (^GSPC).
REBYX is managed by Russell. It was launched on Mar 29, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REBYX or ^GSPC.
Correlation
The correlation between REBYX and ^GSPC is 0.86, 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. ^GSPC - Performance Comparison
Key characteristics
REBYX:
-0.07
^GSPC:
1.74
REBYX:
0.06
^GSPC:
2.36
REBYX:
1.01
^GSPC:
1.32
REBYX:
-0.04
^GSPC:
2.62
REBYX:
-0.20
^GSPC:
10.69
REBYX:
7.48%
^GSPC:
2.08%
REBYX:
22.62%
^GSPC:
12.76%
REBYX:
-60.08%
^GSPC:
-56.78%
REBYX:
-35.78%
^GSPC:
-0.43%
Returns By Period
In the year-to-date period, REBYX achieves a 1.26% return, which is significantly lower than ^GSPC's 4.01% return. Over the past 10 years, REBYX has underperformed ^GSPC with an annualized return of -0.91%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.
REBYX
1.26%
-2.72%
-6.41%
-0.06%
-0.72%
-0.91%
^GSPC
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
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Risk-Adjusted Performance
REBYX vs. ^GSPC — Risk-Adjusted Performance Rank
REBYX
^GSPC
REBYX vs. ^GSPC - 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 S&P 500 (^GSPC). 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.
Drawdowns
REBYX vs. ^GSPC - Drawdown Comparison
The maximum REBYX drawdown since its inception was -60.08%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for REBYX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
REBYX vs. ^GSPC - Volatility Comparison
Russell Investments U.S. Small Cap Equity Fund (REBYX) has a higher volatility of 3.82% compared to S&P 500 (^GSPC) at 3.01%. This indicates that REBYX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.