RSEAX vs. RFBSX
Compare and contrast key facts about Russell Investments U.S. Strategic Equity Fund (RSEAX) and Russell Investments Short Duration Bond Fund (RFBSX).
RSEAX is managed by Russell. It was launched on Aug 6, 2012. RFBSX is managed by Russell. It was launched on Oct 30, 1981.
Performance
RSEAX vs. RFBSX - Performance Comparison
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RSEAX vs. RFBSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSEAX Russell Investments U.S. Strategic Equity Fund | -7.56% | 14.44% | 19.90% | 26.15% | -21.05% | 20.19% | 23.44% | 29.58% | -9.98% | 20.77% |
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, RSEAX achieves a -7.56% return, which is significantly lower than RFBSX's 0.06% return. Over the past 10 years, RSEAX has outperformed RFBSX with an annualized return of 11.35%, while RFBSX has yielded a comparatively lower 2.31% annualized return.
RSEAX
- 1D
- -0.13%
- 1M
- -7.29%
- YTD
- -7.56%
- 6M
- -5.84%
- 1Y
- 11.20%
- 3Y*
- 14.42%
- 5Y*
- 7.69%
- 10Y*
- 11.35%
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%
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RSEAX vs. RFBSX - Expense Ratio Comparison
RSEAX has a 0.99% expense ratio, which is higher than RFBSX's 0.55% expense ratio.
Return for Risk
RSEAX vs. RFBSX — Risk / Return Rank
RSEAX
RFBSX
RSEAX vs. RFBSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments U.S. Strategic Equity Fund (RSEAX) 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.
| RSEAX | RFBSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 2.70 | -2.03 |
Sortino ratioReturn per unit of downside risk | 1.07 | 4.05 | -2.98 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.58 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 4.14 | -3.33 |
Martin ratioReturn relative to average drawdown | 3.65 | 17.47 | -13.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSEAX | RFBSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 2.70 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.98 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.33 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.02 | -0.39 |
Correlation
The correlation between RSEAX and RFBSX is 0.02, 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.
Dividends
RSEAX vs. RFBSX - Dividend Comparison
RSEAX's dividend yield for the trailing twelve months is around 12.78%, more than RFBSX's 4.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSEAX Russell Investments U.S. Strategic Equity Fund | 12.78% | 11.81% | 10.74% | 4.04% | 6.61% | 7.64% | 0.52% | 5.07% | 23.30% | 9.12% | 5.47% | 6.41% |
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
RSEAX vs. RFBSX - Drawdown Comparison
The maximum RSEAX drawdown since its inception was -34.37%, which is greater than RFBSX's maximum drawdown of -9.71%. Use the drawdown chart below to compare losses from any high point for RSEAX and RFBSX.
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Drawdown Indicators
| RSEAX | RFBSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -9.71% | -24.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -1.04% | -11.00% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -7.80% | -19.72% |
Max Drawdown (10Y)Largest decline over 10 years | -34.37% | -7.80% | -26.57% |
Current DrawdownCurrent decline from peak | -9.19% | -0.78% | -8.41% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -2.22% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 0.25% | +2.43% |
Volatility
RSEAX vs. RFBSX - Volatility Comparison
Russell Investments U.S. Strategic Equity Fund (RSEAX) has a higher volatility of 4.15% compared to Russell Investments Short Duration Bond Fund (RFBSX) at 0.57%. This indicates that RSEAX'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
| RSEAX | RFBSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 0.57% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 0.91% | +8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 1.52% | +16.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 2.04% | +16.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 1.74% | +17.10% |