- ISIN
- US7824781436
- Issuer
- Russell
- Inception Date
- Feb 27, 2007
- Category
- Global Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
RGEAX Performance Chart
Russell Investments Global Equity Fund (RGEAX) is up 9.3% since the beginning of the year. RGEAX is currently trading at $12 per share. Investors who bought $1,000 worth of RGEAX shares 5 years ago would now be looking at an investment worth $1,677.
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Returns By Period
Russell Investments Global Equity Fund (RGEAX) has returned 9.27% so far this year and 25.75% over the past 12 months. Over the last ten years, RGEAX has returned 12.40% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Russell Investments Global Equity Fund
- 1D
- 1.01%
- 1M
- 0.84%
- YTD
- 9.27%
- 6M
- 8.98%
- 1Y
- 25.75%
- 3Y*
- 17.81%
- 5Y*
- 10.90%
- 10Y*
- 12.40%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
RGEAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2008, RGEAX's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Oct 2008 at -20.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, RGEAX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.00% | 0.71% | -6.57% | 9.01% | 3.61% | -0.17% | 9.27% | ||||||
| 2025 | 3.96% | -0.78% | -4.03% | 0.31% | 5.72% | 3.86% | 1.02% | 2.85% | 3.22% | 1.21% | 1.20% | 0.95% | 20.92% |
| 2024 | 0.66% | 4.34% | 3.64% | -3.71% | 4.06% | 1.20% | 1.88% | 2.72% | 1.42% | -2.24% | 3.53% | -2.79% | 15.25% |
| 2023 | 7.52% | -2.82% | 2.27% | 1.98% | -0.97% | 5.87% | 3.00% | -2.24% | -4.01% | -2.51% | 8.09% | 4.95% | 22.12% |
| 2022 | -3.67% | -3.25% | 1.39% | -7.43% | 0.99% | -9.17% | 7.13% | -4.27% | -9.19% | 7.51% | 8.06% | -4.15% | -16.78% |
| 2021 | -0.74% | 4.73% | 4.39% | 4.21% | 1.64% | 0.00% | 1.29% | 1.70% | -3.44% | 4.64% | -2.68% | 5.05% | 22.30% |
Benchmark Metrics
Russell Investments Global Equity Fund has an annualized alpha of -0.77%, beta of 0.94, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.
- This fund participated in 104.54% of S&P 500 Index downside but only 98.16% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.94 and R2 of 0.88, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.77%
- Beta
- 0.94
- R²
- 0.88
- Upside Capture
- 98.16%
- Downside Capture
- 104.54%
Expense Ratio
RGEAX has a high expense ratio of 1.24%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RGEAX ranks 55 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russell Investments Global Equity Fund (RGEAX) and compare them to S&P 500 Index.
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.
| RGEAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.78 | -0.14 |
| Martin ratioReturn relative to average drawdown | 11.86 | 12.44 | -0.58 |
Dividends
Dividend History
Russell Investments Global Equity Fund provided a 7.62% dividend yield over the last twelve months, with an annual payout of $0.92 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.92 | $0.92 | $0.72 | $0.10 | $0.13 | $0.63 | $2.43 | $1.28 | $1.32 | $1.41 | $0.81 | $1.11 |
Dividend yield | 7.62% | 8.33% | 7.28% | 1.04% | 1.67% | 6.85% | 29.97% | 13.77% | 15.65% | 13.13% | 8.21% | 11.12% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments Global Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.92 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 | $0.72 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.63 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Russell Investments Global Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Russell Investments Global Equity Fund was 56.78%, occurring on Mar 9, 2009. Recovery took 1011 trading sessions.
The current Russell Investments Global Equity Fund drawdown is 0.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.78%Mar 2009 | 1y 2mo | 4y 6d | 5y 2moJan 2008 - Mar 2013 |
COVID crash2020 | -34.85%Mar 2020 | 1mo 9d | 5mo 13d | 6mo 22dFeb 2020 - Sep 2020 |
Bear market2022 | -25.91%Sep 2022 | 8mo 20d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2016 bear market2016 | -20.67%Feb 2016 | 8mo 25d | 10mo 2d | 1y 6moMay 2015 - Dec 2016 |
2025 selloff2025 | -20.24%Apr 2025 | 3mo 20d | 3mo 15d | 7mo 5dDec 2024 - Jul 2025 |
Drawdown Indicators
| RGEAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.78% | -56.78% | 0.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -9.10% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.24% | -18.90% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -25.43% | -0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -33.92% | -0.93% |
Current DrawdownCurrent decline from peak | -0.41% | -1.80% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -10.71% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.03% | +0.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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