RELVX vs. FYMIX

Last updated Aug 4, 2026

RELVX (Russell Investments LifePoints Equity Growth Strategy Fund) and FYMIX (Fidelity Sustainable Multi-Asset Fund) are both Diversified Portfolio funds. Over the past 3 years, RELVX returned 15.41%/yr vs 14.27%/yr for FYMIX. Their 0.96 correlation means they have historically moved very closely together. RELVX charges 0.72%/yr vs 0.05%/yr for FYMIX.

Performance

RELVX vs. FYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments LifePoints Equity Growth Strategy Fund (RELVX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RELVX achieves a 10.61% return, which is significantly higher than FYMIX's 8.71% return.

RELVX

• 1D: 0.35%
• 1M: 0.72%
• 6M: 6.97%
• YTD: 10.61%
• 1Y: 21.52%
• 3Y*: 15.41%
• 5Y*: 8.80%
• 10Y*: 9.09%
• ALL TIME*: 3.75%

FYMIX

• 1D: 0.63%
• 1M: -0.39%
• 6M: 5.41%
• YTD: 8.71%
• 1Y: 18.82%
• 3Y*: 14.27%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FYMIX Fidelity Sustainable Multi-Asset Fund	$0.00	$0.00	$0.00
RELVX Russell Investments LifePoints Equity Growth Strategy Fund	$0.00	$0.00	$0.00

RELVX vs. FYMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
RELVX Russell Investments LifePoints Equity Growth Strategy Fund	10.61%	18.70%	12.82%	18.70%	-15.74%
FYMIX Fidelity Sustainable Multi-Asset Fund	8.71%	18.95%	11.09%	16.15%	-15.71%

Correlation

The correlation between RELVX and FYMIX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022	0.96

The correlation between RELVX and FYMIX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Return for Risk

RELVX vs. FYMIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RELVX

RELVX Risk / Return Rank: 71
RELVX Sharpe Ratio Rank: 72
RELVX Sortino Ratio Rank: 69
RELVX Omega Ratio Rank: 68
RELVX Calmar Ratio Rank: 66
RELVX Martin Ratio Rank: 78

FYMIX

FYMIX Risk / Return Rank: 56
FYMIX Sharpe Ratio Rank: 55
FYMIX Sortino Ratio Rank: 54
FYMIX Omega Ratio Rank: 54
FYMIX Calmar Ratio Rank: 53
FYMIX Martin Ratio Rank: 62

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RELVX vs. FYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments LifePoints Equity Growth Strategy Fund (RELVX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RELVX	FYMIX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.52	+0.23
Sortino ratio: Return per unit of downside risk	2.47	2.16	+0.30
Omega ratio: Gain probability vs. loss probability	1.32	1.28	+0.04
Calmar ratio: Return relative to maximum drawdown	2.32	2.06	+0.25
Martin ratio: Return relative to average drawdown	10.04	8.52	+1.52

RELVX vs. FYMIX - Sharpe Ratio Comparison

The current RELVX Sharpe Ratio is 1.76, which is comparable to the FYMIX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of RELVX and FYMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RELVX vs. FYMIX - Drawdown Comparison

The maximum RELVX drawdown since its inception was -66.26%, which is greater than FYMIX's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for RELVX and FYMIX.

Drawdown Indicators

	RELVX	FYMIX	Difference
Max Drawdown Largest peak-to-trough decline	-66.26%	-22.70%	-43.56%
Max Drawdown (1Y) Largest decline over 1 year	-8.77%	-8.80%	+0.03%
Max Drawdown (3Y) Largest decline over 3 years	-15.29%	-12.72%	-2.57%
Max Drawdown (5Y) Largest decline over 5 years	-25.53%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.08%	—	—
Current Drawdown Current decline from peak	-0.40%	-1.30%	+0.90%
Average Drawdown Average peak-to-trough decline	-17.20%	-5.48%	-11.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	2.13%	-0.11%

Volatility

RELVX vs. FYMIX - Volatility Comparison

Russell Investments LifePoints Equity Growth Strategy Fund (RELVX) and Fidelity Sustainable Multi-Asset Fund (FYMIX) have volatilities of 3.24% and 3.40%, 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.

Volatility by Period

	RELVX	FYMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	3.40%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	9.49%	10.17%	-0.68%
Volatility (1Y) Calculated over the trailing 1-year period	11.57%	11.93%	-0.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.72%	12.79%	+1.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.14%	12.79%	+2.35%

RELVX vs. FYMIX - Expense Ratio Comparison

RELVX has a 0.72% expense ratio, which is higher than FYMIX's 0.05% expense ratio.

Dividends

RELVX vs. FYMIX - Dividend Comparison

RELVX's dividend yield for the trailing twelve months is around 9.56%, more than FYMIX's 3.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FYMIX Fidelity Sustainable Multi-Asset Fund	3.39%	3.69%	1.84%	1.78%	1.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RELVX Russell Investments LifePoints Equity Growth Strategy Fund	9.56%	10.67%	0.80%	1.15%	5.74%	8.12%	1.67%	3.09%	5.24%	2.47%	1.82%	1.15%

Frequently Asked Questions

Can I hold both RELVX and FYMIX in my portfolio?

With a correlation of 0.96, RELVX and FYMIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RELVX or FYMIX?

FYMIX has higher volatility (3.40%) compared to RELVX (3.24%). In terms of maximum drawdown, RELVX dropped -66.26% vs FYMIX's -22.70%.

Which has better risk-adjusted returns?

RELVX currently has the higher Sharpe Ratio (1.76 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.