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RFAYX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RFAYX and ^GSPC is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.2

Performance

RFAYX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Investment Grade Bond Fund (RFAYX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.81%
9.82%
RFAYX
^GSPC

Key characteristics

Sharpe Ratio

RFAYX:

0.89

^GSPC:

1.74

Sortino Ratio

RFAYX:

1.29

^GSPC:

2.36

Omega Ratio

RFAYX:

1.15

^GSPC:

1.32

Calmar Ratio

RFAYX:

0.27

^GSPC:

2.62

Martin Ratio

RFAYX:

2.14

^GSPC:

10.69

Ulcer Index

RFAYX:

2.15%

^GSPC:

2.08%

Daily Std Dev

RFAYX:

5.20%

^GSPC:

12.76%

Max Drawdown

RFAYX:

-21.53%

^GSPC:

-56.78%

Current Drawdown

RFAYX:

-12.10%

^GSPC:

-0.43%

Returns By Period

In the year-to-date period, RFAYX achieves a 1.12% return, which is significantly lower than ^GSPC's 4.01% return. Over the past 10 years, RFAYX has underperformed ^GSPC with an annualized return of 0.47%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.


RFAYX

YTD

1.12%

1M

0.78%

6M

-0.82%

1Y

4.72%

5Y*

-1.45%

10Y*

0.47%

^GSPC

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

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Risk-Adjusted Performance

RFAYX vs. ^GSPC — Risk-Adjusted Performance Rank

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

RFAYX
The Risk-Adjusted Performance Rank of RFAYX is 3636
Overall Rank
The Sharpe Ratio Rank of RFAYX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of RFAYX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of RFAYX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of RFAYX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of RFAYX is 3232
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RFAYX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Investment Grade Bond Fund (RFAYX) 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.


Sharpe ratio
The chart of Sharpe ratio for RFAYX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.891.74
The chart of Sortino ratio for RFAYX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.001.292.36
The chart of Omega ratio for RFAYX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.32
The chart of Calmar ratio for RFAYX, currently valued at 0.27, compared to the broader market0.005.0010.0015.0020.000.272.62
The chart of Martin ratio for RFAYX, currently valued at 2.14, compared to the broader market0.0020.0040.0060.0080.002.1410.69
RFAYX
^GSPC

The current RFAYX Sharpe Ratio is 0.89, which is lower than the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of RFAYX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.89
1.74
RFAYX
^GSPC

Drawdowns

RFAYX vs. ^GSPC - Drawdown Comparison

The maximum RFAYX drawdown since its inception was -21.53%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RFAYX and ^GSPC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.10%
-0.43%
RFAYX
^GSPC

Volatility

RFAYX vs. ^GSPC - Volatility Comparison

The current volatility for Russell Investments Investment Grade Bond Fund (RFAYX) is 1.34%, while S&P 500 (^GSPC) has a volatility of 3.01%. This indicates that RFAYX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.34%
3.01%
RFAYX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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