RTSSX vs. DFISX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) and DFA International Small Company Portfolio (DFISX).
RTSSX is managed by BlackRock. It was launched on Nov 30, 1999. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
RTSSX vs. DFISX - Performance Comparison
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RTSSX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTSSX Russell Investment Tax-Managed U.S. Mid & Small Cap Fund | -1.59% | 5.24% | 7.21% | 16.62% | -19.12% | 19.88% | 15.34% | 23.91% | -8.63% | 14.71% |
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
In the year-to-date period, RTSSX achieves a -1.59% return, which is significantly higher than DFISX's -1.97% return. Both investments have delivered pretty close results over the past 10 years, with RTSSX having a 7.82% annualized return and DFISX not far behind at 7.66%.
RTSSX
- 1D
- -0.97%
- 1M
- -8.41%
- YTD
- -1.59%
- 6M
- -0.08%
- 1Y
- 13.81%
- 3Y*
- 7.93%
- 5Y*
- 2.33%
- 10Y*
- 7.82%
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
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RTSSX vs. DFISX - Expense Ratio Comparison
RTSSX has a 1.20% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
RTSSX vs. DFISX — Risk / Return Rank
RTSSX
DFISX
RTSSX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) and DFA International Small Company Portfolio (DFISX). 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.
| RTSSX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.66 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.04 | 2.15 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.33 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.04 | -1.24 |
Martin ratioReturn relative to average drawdown | 3.24 | 7.97 | -4.73 |
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
| RTSSX | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.66 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.42 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.48 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.44 | -0.15 |
Correlation
The correlation between RTSSX and DFISX is 0.61, 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
RTSSX vs. DFISX - Dividend Comparison
RTSSX's dividend yield for the trailing twelve months is around 0.47%, less than DFISX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTSSX Russell Investment Tax-Managed U.S. Mid & Small Cap Fund | 0.47% | 0.47% | 0.72% | 0.11% | 0.25% | 0.10% | 0.36% | 0.31% | 0.00% | 0.55% | 0.00% | 0.51% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
RTSSX vs. DFISX - Drawdown Comparison
The maximum RTSSX drawdown since its inception was -57.98%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for RTSSX and DFISX.
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Drawdown Indicators
| RTSSX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -60.66% | +2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -11.96% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -35.06% | +6.63% |
Max Drawdown (10Y)Largest decline over 10 years | -40.79% | -43.00% | +2.21% |
Current DrawdownCurrent decline from peak | -9.80% | -11.77% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -11.69% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 3.06% | +0.45% |
Volatility
RTSSX vs. DFISX - Volatility Comparison
Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) and DFA International Small Company Portfolio (DFISX) have volatilities of 6.05% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTSSX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 5.90% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 10.04% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.54% | 15.38% | +6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 15.75% | +4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 16.11% | +5.13% |