Correlation
The correlation between RFBSX and LMBS is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
RFBSX vs. LMBS
Compare and contrast key facts about Russell Investments Short Duration Bond Fund (RFBSX) and First Trust Low Duration Mortgage Opportunities ETF (LMBS).
RFBSX is managed by Russell. It was launched on Oct 30, 1981. LMBS is an actively managed fund by First Trust. It was launched on Nov 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RFBSX or LMBS.
Performance
RFBSX vs. LMBS - Performance Comparison
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Key characteristics
RFBSX:
3.46
LMBS:
2.28
RFBSX:
5.37
LMBS:
3.23
RFBSX:
1.77
LMBS:
1.50
RFBSX:
6.28
LMBS:
3.81
RFBSX:
16.47
LMBS:
11.44
RFBSX:
0.38%
LMBS:
0.57%
RFBSX:
1.83%
LMBS:
2.82%
RFBSX:
-9.07%
LMBS:
-6.49%
RFBSX:
0.00%
LMBS:
-0.22%
Returns By Period
In the year-to-date period, RFBSX achieves a 2.52% return, which is significantly higher than LMBS's 2.24% return. Over the past 10 years, RFBSX has underperformed LMBS with an annualized return of 2.06%, while LMBS has yielded a comparatively higher 2.61% annualized return.
RFBSX
2.52%
0.26%
2.64%
6.11%
3.74%
1.67%
2.06%
LMBS
2.24%
0.00%
1.96%
6.29%
4.13%
2.03%
2.61%
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RFBSX vs. LMBS - Expense Ratio Comparison
RFBSX has a 0.55% expense ratio, which is lower than LMBS's 0.68% expense ratio.
Risk-Adjusted Performance
RFBSX vs. LMBS — Risk-Adjusted Performance Rank
RFBSX
LMBS
RFBSX vs. LMBS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Short Duration Bond Fund (RFBSX) and First Trust Low Duration Mortgage Opportunities ETF (LMBS). 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.
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Dividends
RFBSX vs. LMBS - Dividend Comparison
RFBSX's dividend yield for the trailing twelve months is around 4.15%, which matches LMBS's 4.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFBSX Russell Investments Short Duration Bond Fund | 4.15% | 3.92% | 2.82% | 0.69% | 1.71% | 2.23% | 2.43% | 2.33% | 1.34% | 1.73% | 1.48% | 1.92% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 4.17% | 4.28% | 3.96% | 2.22% | 2.04% | 2.27% | 2.55% | 2.76% | 2.73% | 2.84% | 3.03% | 0.37% |
Drawdowns
RFBSX vs. LMBS - Drawdown Comparison
The maximum RFBSX drawdown since its inception was -9.07%, which is greater than LMBS's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for RFBSX and LMBS.
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Volatility
RFBSX vs. LMBS - Volatility Comparison
The current volatility for Russell Investments Short Duration Bond Fund (RFBSX) is 0.50%, while First Trust Low Duration Mortgage Opportunities ETF (LMBS) has a volatility of 0.72%. This indicates that RFBSX experiences smaller price fluctuations and is considered to be less risky than LMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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