RTSSX vs. WFSPX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) and iShares S&P 500 Index Fund (WFSPX).
RTSSX is managed by BlackRock. It was launched on Nov 30, 1999. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
RTSSX vs. WFSPX - Performance Comparison
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RTSSX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, RTSSX achieves a 1.38% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, RTSSX has underperformed WFSPX with an annualized return of 8.14%, while WFSPX has yielded a comparatively higher 13.92% 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%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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RTSSX vs. WFSPX - Expense Ratio Comparison
RTSSX has a 1.20% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
RTSSX vs. WFSPX — Risk / Return Rank
RTSSX
WFSPX
RTSSX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.96 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.47 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.49 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.83 | 7.15 | -2.32 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.96 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.70 | -0.57 |
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 | 0.13 | +0.17 |
Correlation
The correlation between RTSSX and WFSPX is 0.87, 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. WFSPX - Dividend Comparison
RTSSX's dividend yield for the trailing twelve months is around 0.46%, less than WFSPX's 1.54% 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% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
RTSSX vs. WFSPX - Drawdown Comparison
The maximum RTSSX drawdown since its inception was -57.98%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for RTSSX and WFSPX.
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Drawdown Indicators
| RTSSX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -58.21% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -12.11% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -24.51% | -3.92% |
Max Drawdown (10Y)Largest decline over 10 years | -40.79% | -33.74% | -7.05% |
Current DrawdownCurrent decline from peak | -7.07% | -6.51% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -12.84% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 2.53% | +1.01% |
Volatility
RTSSX vs. WFSPX - Volatility Comparison
Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) has a higher volatility of 6.89% compared to iShares S&P 500 Index Fund (WFSPX) at 5.17%. This indicates that RTSSX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTSSX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 5.17% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 9.44% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.70% | 18.21% | +3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.56% | 16.88% | +3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 18.00% | +3.26% |