RSEAX vs. TANDX
RSEAX (Russell Investments U.S. Strategic Equity Fund) and TANDX (Castle Tandem Fund) are both Large Cap Blend Equities funds. Over the past 5 years, RSEAX returned 9.28%/yr vs 2.31%/yr for TANDX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. RSEAX charges 0.99%/yr vs 1.59%/yr for TANDX.
Performance
RSEAX vs. TANDX - Performance Comparison
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Returns By Period
In the year-to-date period, RSEAX achieves a 8.94% return, which is significantly higher than TANDX's -6.75% return.
RSEAX
- 1D
- 1.56%
- 1M
- 0.22%
- 6M
- 8.17%
- YTD
- 8.94%
- 1Y
- 18.17%
- 3Y*
- 16.55%
- 5Y*
- 9.28%
- 10Y*
- 12.66%
- ALL TIME*
- 12.58%
TANDX
- 1D
- -0.76%
- 1M
- 3.12%
- 6M
- -5.57%
- YTD
- -6.75%
- 1Y
- -7.42%
- 3Y*
- 1.92%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 6.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
RSEAX vs. TANDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RSEAX Russell Investments U.S. Strategic Equity Fund | 8.94% | 14.44% | 19.90% | 26.15% | -21.05% | 20.19% | 23.44% | 12.97% |
TANDX Castle Tandem Fund | -6.75% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
Correlation
The correlation between RSEAX and TANDX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.73 |
Over the past year, the correlation between RSEAX and TANDX has dropped to 0.42 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
RSEAX vs. TANDX — Risk / Return Rank
RSEAX
TANDX
RSEAX vs. TANDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments U.S. Strategic Equity Fund (RSEAX) and Castle Tandem Fund (TANDX). 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.
| RSEAX | TANDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.04 | ||
| Sortino ratioReturn per unit of downside risk | +2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.88 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.50 | +2.22 |
| Martin ratioReturn relative to average drawdown | 6.98 | -0.96 | +7.95 |
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Drawdowns
RSEAX vs. TANDX - Drawdown Comparison
The maximum RSEAX drawdown since its inception was -34.37%, smaller than the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for RSEAX and TANDX.
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Drawdown Indicators
| RSEAX | TANDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -93.98% | +59.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -16.88% | +7.69% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -93.98% | +68.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -93.98% | +66.46% |
Max Drawdown (10Y)Largest decline over 10 years | -34.37% | — | — |
Current DrawdownCurrent decline from peak | -1.51% | -93.48% | +91.97% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -21.84% | +16.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 8.79% | -6.54% |
Volatility
RSEAX vs. TANDX - Volatility Comparison
The current volatility for Russell Investments U.S. Strategic Equity Fund (RSEAX) is 3.36%, while Castle Tandem Fund (TANDX) has a volatility of 4.71%. This indicates that RSEAX experiences smaller price fluctuations and is considered to be less risky than TANDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSEAX | TANDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 4.71% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 8.74% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 10.68% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.56% | 596.04% | -577.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 491.15% | -472.31% |
RSEAX vs. TANDX - Expense Ratio Comparison
RSEAX has a 0.99% expense ratio, which is lower than TANDX's 1.59% expense ratio.
Dividends
RSEAX vs. TANDX - Dividend Comparison
RSEAX's dividend yield for the trailing twelve months is around 10.68%, more than TANDX's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSEAX Russell Investments U.S. Strategic Equity Fund | 10.68% | 11.81% | 10.74% | 4.04% | 6.61% | 7.64% | 0.52% | 5.07% | 23.30% | 9.12% | 5.47% | 6.41% |
TANDX Castle Tandem Fund | 6.62% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RSEAX and TANDX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.71%) compared to RSEAX (3.36%). In terms of maximum drawdown, RSEAX dropped -34.37% vs TANDX's -93.98%.
RSEAX currently has the higher Sharpe Ratio (1.25 vs -0.80), 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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