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.
Key characteristics
| RFBSX | LMBS | |
|---|---|---|
| YTD Return | 4.83% | 5.47% |
| 1Y Return | 8.11% | 8.89% |
| 3Y Return (Ann) | 1.18% | 2.51% |
| 5Y Return (Ann) | 1.91% | 1.88% |
| Sharpe Ratio | 3.76 | 3.15 |
| Daily Std Dev | 2.14% | 2.82% |
| Max Drawdown | -9.07% | -6.49% |
| Current Drawdown | -0.11% | 0.00% |
Correlation
The correlation between RFBSX and LMBS is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RFBSX vs. LMBS - Performance Comparison
In the year-to-date period, RFBSX achieves a 4.83% return, which is significantly lower than LMBS's 5.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
RFBSX vs. LMBS - Dividend Comparison
RFBSX's dividend yield for the trailing twelve months is around 3.68%, less than LMBS's 4.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFBSX Russell Investments Short Duration Bond Fund | 3.68% | 2.83% | 0.68% | 1.89% | 2.23% | 2.43% | 2.32% | 1.33% | 1.73% | 1.48% | 2.01% | 1.51% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 4.43% | 3.96% | 2.22% | 2.04% | 2.27% | 2.50% | 2.76% | 2.73% | 2.84% | 3.03% | 0.37% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
RFBSX vs. LMBS - Volatility Comparison
The current volatility for Russell Investments Short Duration Bond Fund (RFBSX) is 0.47%, while First Trust Low Duration Mortgage Opportunities ETF (LMBS) has a volatility of 0.56%. 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.