RTSSX vs. SPYG
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).
RTSSX is managed by BlackRock. It was launched on Nov 30, 1999. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Performance
RTSSX vs. SPYG - Performance Comparison
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RTSSX vs. SPYG - 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 | 1.38% | 5.24% | 7.21% | 16.62% | -19.12% | 19.88% | 15.34% | 23.91% | -8.63% | 14.71% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | -6.91% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Returns By Period
In the year-to-date period, RTSSX achieves a 1.38% return, which is significantly higher than SPYG's -6.91% return. Over the past 10 years, RTSSX has underperformed SPYG with an annualized return of 8.14%, while SPYG has yielded a comparatively higher 15.90% annualized return.
RTSSX
- 1D
- 3.02%
- 1M
- -6.16%
- YTD
- 1.38%
- 6M
- 2.82%
- 1Y
- 16.94%
- 3Y*
- 9.01%
- 5Y*
- 2.63%
- 10Y*
- 8.14%
SPYG
- 1D
- 1.32%
- 1M
- -4.24%
- YTD
- -6.91%
- 6M
- -5.21%
- 1Y
- 23.24%
- 3Y*
- 22.39%
- 5Y*
- 12.53%
- 10Y*
- 15.90%
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RTSSX vs. SPYG - Expense Ratio Comparison
RTSSX has a 1.20% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Return for Risk
RTSSX vs. SPYG — Risk / Return Rank
RTSSX
SPYG
RTSSX vs. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 | SPYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.04 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.62 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.75 | -0.55 |
Martin ratioReturn relative to average drawdown | 4.83 | 6.81 | -1.97 |
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 | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.04 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.60 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.78 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.32 | -0.02 |
Correlation
The correlation between RTSSX and SPYG is 0.79, 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
RTSSX vs. SPYG - Dividend Comparison
RTSSX's dividend yield for the trailing twelve months is around 0.46%, less than SPYG's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTSSX Russell Investment Tax-Managed U.S. Mid & Small Cap Fund | 0.46% | 0.47% | 0.72% | 0.11% | 0.25% | 0.10% | 0.36% | 0.31% | 0.00% | 0.55% | 0.00% | 0.51% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.57% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Drawdowns
RTSSX vs. SPYG - Drawdown Comparison
The maximum RTSSX drawdown since its inception was -57.98%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for RTSSX and SPYG.
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Drawdown Indicators
| RTSSX | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -67.63% | +9.65% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -13.76% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -32.67% | +4.24% |
Max Drawdown (10Y)Largest decline over 10 years | -40.79% | -32.67% | -8.12% |
Current DrawdownCurrent decline from peak | -7.07% | -9.06% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -24.48% | +12.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 3.55% | -0.01% |
Volatility
RTSSX vs. SPYG - Volatility Comparison
The current volatility for Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) is 6.89%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.32%. This indicates that RTSSX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTSSX | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 7.32% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 12.90% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.70% | 22.42% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.56% | 21.13% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 20.57% | +0.69% |