RSEAX vs. SPY
Compare and contrast key facts about Russell Investments U.S. Strategic Equity Fund (RSEAX) and State Street SPDR S&P 500 ETF (SPY).
RSEAX is managed by Russell. It was launched on Aug 6, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
RSEAX vs. SPY - Performance Comparison
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RSEAX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, RSEAX achieves a -7.56% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, RSEAX has underperformed SPY with an annualized return of 11.35%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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RSEAX vs. SPY - Expense Ratio Comparison
RSEAX has a 0.99% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
RSEAX vs. SPY — Risk / Return Rank
RSEAX
SPY
RSEAX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments U.S. Strategic Equity Fund (RSEAX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.93 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.45 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.53 | -0.71 |
Martin ratioReturn relative to average drawdown | 3.65 | 7.30 | -3.65 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.93 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.69 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.78 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.56 | +0.07 |
Correlation
The correlation between RSEAX and SPY is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RSEAX vs. SPY - Dividend Comparison
RSEAX's dividend yield for the trailing twelve months is around 12.78%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
RSEAX vs. SPY - Drawdown Comparison
The maximum RSEAX drawdown since its inception was -34.37%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RSEAX and SPY.
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Drawdown Indicators
| RSEAX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -55.19% | +20.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -12.05% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -24.50% | -3.02% |
Max Drawdown (10Y)Largest decline over 10 years | -34.37% | -33.72% | -0.65% |
Current DrawdownCurrent decline from peak | -9.19% | -6.24% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -9.09% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.52% | +0.16% |
Volatility
RSEAX vs. SPY - Volatility Comparison
The current volatility for Russell Investments U.S. Strategic Equity Fund (RSEAX) is 4.15%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that RSEAX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSEAX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.31% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 9.47% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 19.05% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 17.06% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 17.92% | +0.92% |