RTSSX vs. VFAIX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) and Vanguard Financials Index Fund Admiral Shares (VFAIX).
RTSSX is managed by BlackRock. It was launched on Nov 30, 1999. VFAIX is managed by BlackRock. It was launched on Feb 4, 2004.
Performance
RTSSX vs. VFAIX - Performance Comparison
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RTSSX vs. VFAIX - 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | -9.18% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 20.05% |
Returns By Period
In the year-to-date period, RTSSX achieves a -1.59% return, which is significantly higher than VFAIX's -9.18% return. Over the past 10 years, RTSSX has underperformed VFAIX with an annualized return of 7.82%, while VFAIX has yielded a comparatively higher 12.36% annualized return.
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%
VFAIX
- 1D
- 2.18%
- 1M
- -3.59%
- YTD
- -9.18%
- 6M
- -6.35%
- 1Y
- 2.77%
- 3Y*
- 17.93%
- 5Y*
- 9.49%
- 10Y*
- 12.36%
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RTSSX vs. VFAIX - Expense Ratio Comparison
RTSSX has a 1.20% expense ratio, which is higher than VFAIX's 0.10% expense ratio.
Return for Risk
RTSSX vs. VFAIX — Risk / Return Rank
RTSSX
VFAIX
RTSSX vs. VFAIX - 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 Vanguard Financials Index Fund Admiral Shares (VFAIX). 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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.14 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.04 | 0.32 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.05 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.26 | +0.54 |
Martin ratioReturn relative to average drawdown | 3.24 | 0.78 | +2.46 |
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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.14 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.49 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.55 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.23 | +0.06 |
Correlation
The correlation between RTSSX and VFAIX is 0.82, 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. VFAIX - Dividend Comparison
RTSSX's dividend yield for the trailing twelve months is around 0.47%, less than VFAIX's 1.61% 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.61% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
Drawdowns
RTSSX vs. VFAIX - Drawdown Comparison
The maximum RTSSX drawdown since its inception was -57.98%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for RTSSX and VFAIX.
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Drawdown Indicators
| RTSSX | VFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -78.64% | +20.66% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -14.72% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -25.71% | -2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -40.79% | -44.37% | +3.58% |
Current DrawdownCurrent decline from peak | -9.80% | -11.94% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -18.69% | +6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 4.92% | -1.41% |
Volatility
RTSSX vs. VFAIX - Volatility Comparison
Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) has a higher volatility of 6.05% compared to Vanguard Financials Index Fund Admiral Shares (VFAIX) at 4.84%. This indicates that RTSSX's price experiences larger fluctuations and is considered to be riskier than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTSSX | VFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 4.84% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 11.74% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.54% | 19.94% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 19.42% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 22.63% | -1.39% |