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RLVSX vs. RFBSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RLVSX vs. RFBSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Tax-Exempt Bond Fund (RLVSX) and Russell Investments Short Duration Bond Fund (RFBSX). The values are adjusted to include any dividend payments, if applicable.

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RLVSX vs. RFBSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLVSX
Russell Investments Tax-Exempt Bond Fund
-0.09%4.26%1.76%6.11%-7.58%2.03%4.05%7.38%1.45%4.69%
RFBSX
Russell Investments Short Duration Bond Fund
0.06%5.92%4.67%5.06%-4.95%-0.75%4.98%4.69%1.27%1.33%

Returns By Period

In the year-to-date period, RLVSX achieves a -0.09% return, which is significantly lower than RFBSX's 0.06% return. Over the past 10 years, RLVSX has underperformed RFBSX with an annualized return of 2.17%, while RFBSX has yielded a comparatively higher 2.31% annualized return.


RLVSX

1D
0.14%
1M
-2.03%
YTD
-0.09%
6M
1.26%
1Y
3.85%
3Y*
3.24%
5Y*
1.17%
10Y*
2.17%

RFBSX

1D
0.16%
1M
-0.78%
YTD
0.06%
6M
1.15%
1Y
4.09%
3Y*
4.68%
5Y*
1.99%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RLVSX vs. RFBSX - Expense Ratio Comparison

RLVSX has a 0.53% expense ratio, which is lower than RFBSX's 0.55% expense ratio.


Return for Risk

RLVSX vs. RFBSX — Risk / Return Rank

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

RLVSX
RLVSX Risk / Return Rank: 5050
Overall Rank
RLVSX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
RLVSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
RLVSX Omega Ratio Rank: 8686
Omega Ratio Rank
RLVSX Calmar Ratio Rank: 3838
Calmar Ratio Rank
RLVSX Martin Ratio Rank: 3838
Martin Ratio Rank

RFBSX
RFBSX Risk / Return Rank: 9797
Overall Rank
RFBSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RFBSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
RFBSX Omega Ratio Rank: 9696
Omega Ratio Rank
RFBSX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RFBSX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RLVSX vs. RFBSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Tax-Exempt Bond Fund (RLVSX) and Russell Investments Short Duration Bond Fund (RFBSX). 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.


RLVSXRFBSXDifference

Sharpe ratio

Return per unit of total volatility

0.96

2.70

-1.74

Sortino ratio

Return per unit of downside risk

1.27

4.05

-2.78

Omega ratio

Gain probability vs. loss probability

1.36

1.58

-0.22

Calmar ratio

Return relative to maximum drawdown

1.02

4.14

-3.12

Martin ratio

Return relative to average drawdown

4.00

17.47

-13.47

RLVSX vs. RFBSX - Sharpe Ratio Comparison

The current RLVSX Sharpe Ratio is 0.96, which is lower than the RFBSX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of RLVSX and RFBSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RLVSXRFBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.70

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.98

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

1.33

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.02

-0.07

Correlation

The correlation between RLVSX and RFBSX 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.


Dividends

RLVSX vs. RFBSX - Dividend Comparison

RLVSX's dividend yield for the trailing twelve months is around 3.55%, less than RFBSX's 4.63% yield.


TTM20252024202320222021202020192018201720162015
RLVSX
Russell Investments Tax-Exempt Bond Fund
3.55%3.18%3.57%3.20%2.73%2.06%2.58%3.08%2.89%2.65%2.64%2.80%
RFBSX
Russell Investments Short Duration Bond Fund
4.63%4.85%3.91%2.83%0.68%1.72%2.23%2.43%2.32%1.33%1.73%1.48%

Drawdowns

RLVSX vs. RFBSX - Drawdown Comparison

The maximum RLVSX drawdown since its inception was -11.77%, which is greater than RFBSX's maximum drawdown of -9.71%. Use the drawdown chart below to compare losses from any high point for RLVSX and RFBSX.


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Drawdown Indicators


RLVSXRFBSXDifference

Max Drawdown

Largest peak-to-trough decline

-11.77%

-9.71%

-2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-1.04%

-3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-11.77%

-7.80%

-3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-11.77%

-7.80%

-3.97%

Current Drawdown

Current decline from peak

-2.03%

-0.78%

-1.25%

Average Drawdown

Average peak-to-trough decline

-1.53%

-2.22%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.25%

+0.80%

Volatility

RLVSX vs. RFBSX - Volatility Comparison

Russell Investments Tax-Exempt Bond Fund (RLVSX) has a higher volatility of 0.75% compared to Russell Investments Short Duration Bond Fund (RFBSX) at 0.57%. This indicates that RLVSX's price experiences larger fluctuations and is considered to be riskier than RFBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RLVSXRFBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.57%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

0.91%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

1.52%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

2.04%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.32%

1.74%

+1.58%