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Russell Investments Fixed Income Pool (RIFI.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

CA78249T1030

CUSIP

78249T103

Leveraged

1x

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Russell Investments Fixed Income Pool, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
1.79%
15.56%
RIFI.TO (Russell Investments Fixed Income Pool)
Benchmark (^GSPC)

Returns By Period

Russell Investments Fixed Income Pool had a return of 0.28% year-to-date (YTD) and 7.30% in the last 12 months.


RIFI.TO

YTD

0.28%

1M

1.64%

6M

1.80%

1Y

7.30%

5Y*

0.50%

10Y*

N/A

^GSPC (Benchmark)

YTD

2.90%

1M

3.70%

6M

10.94%

1Y

22.18%

5Y*

12.41%

10Y*

11.21%

*Annualized

Monthly Returns

The table below presents the monthly returns of RIFI.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.12%0.28%
2024-1.83%0.12%0.91%-2.26%1.57%0.97%2.17%0.95%1.34%-0.77%1.85%-0.71%4.26%
20233.22%-2.10%2.03%0.83%-1.50%-0.17%-1.65%0.58%-3.41%0.83%4.16%3.49%6.17%
2022-2.41%-1.87%-2.16%-3.22%0.16%-3.10%3.27%-1.53%-1.50%-1.02%2.29%-0.90%-11.54%
2021-0.71%-2.38%-1.17%0.10%1.05%0.40%1.28%0.20%-0.29%-1.90%0.30%1.15%-2.02%
20200.96%0.46%0.12%-1.87%2.81%2.59%0.28%0.62%0.33%-0.76%0.76%0.96%7.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RIFI.TO is 43, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RIFI.TO is 4343
Overall Rank
The Sharpe Ratio Rank of RIFI.TO is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of RIFI.TO is 3939
Sortino Ratio Rank
The Omega Ratio Rank of RIFI.TO is 5656
Omega Ratio Rank
The Calmar Ratio Rank of RIFI.TO is 2525
Calmar Ratio Rank
The Martin Ratio Rank of RIFI.TO is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Russell Investments Fixed Income Pool (RIFI.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RIFI.TO, currently valued at 1.00, compared to the broader market0.002.004.001.001.59
The chart of Sortino ratio for RIFI.TO, currently valued at 1.45, compared to the broader market0.005.0010.001.452.16
The chart of Omega ratio for RIFI.TO, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.29
The chart of Calmar ratio for RIFI.TO, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.502.40
The chart of Martin ratio for RIFI.TO, currently valued at 6.08, compared to the broader market0.0020.0040.0060.0080.00100.006.089.79
RIFI.TO
^GSPC

The current Russell Investments Fixed Income Pool Sharpe ratio is 1.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Russell Investments Fixed Income Pool with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.00
2.26
RIFI.TO (Russell Investments Fixed Income Pool)
Benchmark (^GSPC)

Dividends

Dividend History

Russell Investments Fixed Income Pool provided a 4.00% dividend yield over the last twelve months, with an annual payout of CA$0.72 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%4.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.8020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
DividendCA$0.72CA$0.72CA$0.71CA$0.36CA$0.37CA$0.40

Dividend yield

4.00%4.00%3.93%2.03%1.82%1.91%

Monthly Dividends

The table displays the monthly dividend distributions for Russell Investments Fixed Income Pool. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025CA$0.06CA$0.00CA$0.06
2024CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.72
2023CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.71
2022CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.36
2021CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.37
2020CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.11CA$0.40

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.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.19%
-1.74%
RIFI.TO (Russell Investments Fixed Income Pool)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Russell Investments Fixed Income Pool. 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 Fixed Income Pool was 19.47%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current Russell Investments Fixed Income Pool drawdown is 6.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.47%May 11, 2020528Jun 16, 2022
-9.67%Mar 27, 20206Apr 3, 202023May 7, 202029
-7.49%Mar 10, 20207Mar 18, 20201Mar 19, 20208
-2.38%Mar 20, 20201Mar 20, 20203Mar 25, 20204
-0.56%Feb 25, 20205Mar 2, 20201Mar 3, 20206

Volatility

Volatility Chart

The current Russell Investments Fixed Income Pool volatility is 2.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.26%
3.99%
RIFI.TO (Russell Investments Fixed Income Pool)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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