RFCYX vs. VGSBX
RFCYX (Russell Investments Strategic Bond Fund) and VGSBX (VY BrandywineGLOBAL - Bond Portfolio) are both Intermediate Core-Plus Bond funds. Over the past 10 years, RFCYX returned 1.63%/yr vs 2.80%/yr for VGSBX. Their correlation of 0.84 suggests significant overlap in exposure. RFCYX charges 0.45%/yr vs 0.55%/yr for VGSBX.
Performance
RFCYX vs. VGSBX - Performance Comparison
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Returns By Period
In the year-to-date period, RFCYX achieves a 0.33% return, which is significantly lower than VGSBX's 1.06% return. Over the past 10 years, RFCYX has underperformed VGSBX with an annualized return of 1.63%, while VGSBX has yielded a comparatively higher 2.80% annualized return.
RFCYX
- 1D
- 0.11%
- 1M
- 0.80%
- YTD
- 0.33%
- 6M
- 0.21%
- 1Y
- 4.00%
- 3Y*
- 3.90%
- 5Y*
- -0.35%
- 10Y*
- 1.63%
VGSBX
- 1D
- 0.11%
- 1M
- 0.53%
- YTD
- 1.06%
- 6M
- 0.95%
- 1Y
- 4.31%
- 3Y*
- 3.35%
- 5Y*
- 0.11%
- 10Y*
- 2.80%
RFCYX vs. VGSBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFCYX Russell Investments Strategic Bond Fund | 0.33% | 7.55% | 1.11% | 4.92% | -14.07% | -1.55% | 8.98% | 9.57% | -0.54% | 4.04% |
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 1.06% | 6.12% | 0.68% | 5.65% | -11.86% | 1.15% | 17.48% | 10.01% | -1.55% | 2.93% |
Correlation
The correlation between RFCYX and VGSBX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.84 |
The correlation between RFCYX and VGSBX has been stable across timeframes, ranging from 0.79 to 0.89 - a consistent structural relationship.
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Return for Risk
RFCYX vs. VGSBX — Risk / Return Rank
RFCYX
VGSBX
RFCYX vs. VGSBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Strategic Bond Fund (RFCYX) and VY BrandywineGLOBAL - Bond Portfolio (VGSBX). 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.
| RFCYX | VGSBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.87 | -1.37 |
| Martin ratioReturn relative to average drawdown | 4.09 | 9.09 | -5.01 |
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Drawdowns
RFCYX vs. VGSBX - Drawdown Comparison
The maximum RFCYX drawdown since its inception was -19.34%, which is greater than VGSBX's maximum drawdown of -18.20%. Use the drawdown chart below to compare losses from any high point for RFCYX and VGSBX.
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Drawdown Indicators
| RFCYX | VGSBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.34% | -18.20% | -1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -2.92% | -1.79% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -6.33% | -10.28% | +3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -18.20% | -1.14% |
Max Drawdown (10Y)Largest decline over 10 years | -19.34% | -18.20% | -1.14% |
Current DrawdownCurrent decline from peak | -3.59% | -0.10% | -3.49% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -3.43% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.55% | +0.52% |
Volatility
RFCYX vs. VGSBX - Volatility Comparison
Russell Investments Strategic Bond Fund (RFCYX) has a higher volatility of 1.09% compared to VY BrandywineGLOBAL - Bond Portfolio (VGSBX) at 0.65%. This indicates that RFCYX's price experiences larger fluctuations and is considered to be riskier than VGSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFCYX | VGSBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.65% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 2.71% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 4.61% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.97% | 7.94% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 6.24% | -1.24% |
RFCYX vs. VGSBX - Expense Ratio Comparison
RFCYX has a 0.45% expense ratio, which is lower than VGSBX's 0.55% expense ratio.
Dividends
RFCYX vs. VGSBX - Dividend Comparison
RFCYX's dividend yield for the trailing twelve months is around 5.23%, more than VGSBX's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFCYX Russell Investments Strategic Bond Fund | 5.23% | 5.18% | 4.89% | 2.77% | 2.77% | 2.13% | 7.15% | 3.70% | 2.41% | 1.29% | 4.92% | 4.06% |
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 3.89% | 3.93% | 4.56% | 2.18% | 6.85% | 8.48% | 2.48% | 1.89% | 2.29% | 2.31% | 2.34% | 0.00% |
Frequently Asked Questions
RFCYX and VGSBX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RFCYX has higher volatility (1.09%) compared to VGSBX (0.65%). In terms of maximum drawdown, RFCYX dropped -19.34% vs VGSBX's -18.20%.
RFCYX currently has the higher Sharpe Ratio (1.15 vs 1.12), 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.
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