- ISIN
- US7824931916
- Issuer
- Russell
- Inception Date
- Mar 29, 2000
- Category
- Foreign Large Cap Equities
- Min. Investment
- $10,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
RINYX Performance Chart
Russell Investments International Developed Markets Fund (RINYX) is up 7.9% since the beginning of the year. RINYX is currently trading at $53 per share. Investors who bought $1,000 worth of RINYX shares 5 years ago would now be looking at an investment worth $1,461.
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Returns By Period
Russell Investments International Developed Markets Fund (RINYX) has returned 7.90% so far this year and 21.42% over the past 12 months. Over the last ten years, RINYX has returned 8.62% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Russell Investments International Developed Markets Fund
- 1D
- 0.36%
- 1M
- 1.66%
- YTD
- 7.90%
- 6M
- 8.17%
- 1Y
- 21.42%
- 3Y*
- 13.96%
- 5Y*
- 7.88%
- 10Y*
- 8.62%
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%
RINYX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2001, RINYX's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +16.7%, while the worst month was Oct 2008 at -20.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, RINYX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +12.3%, while the worst single day was Mar 12, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.24% | 3.93% | -8.56% | 6.78% | 2.36% | 0.62% | 7.90% | ||||||
| 2025 | 4.76% | 2.04% | -0.23% | 3.42% | 4.95% | 2.48% | -2.09% | 4.12% | 2.33% | 0.53% | 1.09% | 2.37% | 28.76% |
| 2024 | -1.11% | 1.66% | 3.58% | -3.01% | 4.37% | -2.70% | 4.03% | 3.21% | 1.36% | -4.91% | 0.23% | -3.24% | 2.93% |
| 2023 | 9.25% | -2.94% | 1.92% | 2.44% | -4.37% | 5.26% | 2.54% | -3.60% | -3.76% | -4.01% | 8.23% | 5.75% | 16.47% |
| 2022 | -1.95% | -3.00% | -0.17% | -6.19% | 2.72% | -10.25% | 4.46% | -5.64% | -9.32% | 6.40% | 13.18% | -1.76% | -13.16% |
| 2021 | -1.20% | 4.22% | 3.83% | 2.56% | 4.34% | -2.13% | 0.39% | 1.55% | -2.71% | 2.67% | -5.77% | 5.05% | 12.88% |
Benchmark Metrics
Russell Investments International Developed Markets Fund has an annualized alpha of 0.24%, beta of 0.75, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 02, 2001.
- This fund participated in 99.33% of S&P 500 Index downside but only 90.47% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.24%
- Beta
- 0.75
- R²
- 0.61
- Upside Capture
- 90.47%
- Downside Capture
- 99.33%
Expense Ratio
RINYX has an expense ratio of 0.77%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RINYX ranks 30 for risk / return — below 30% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russell Investments International Developed Markets Fund (RINYX) 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.
| RINYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.78 | -0.93 |
| Martin ratioReturn relative to average drawdown | 6.94 | 12.44 | -5.50 |
Dividends
Dividend History
Russell Investments International Developed Markets Fund provided a 6.81% dividend yield over the last twelve months, with an annual payout of $3.63 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.63 | $3.63 | $1.50 | $0.97 | $0.53 | $1.52 | $0.49 | $1.18 | $2.87 | $0.85 | $0.86 | $0.52 |
Dividend yield | 6.81% | 7.35% | 3.64% | 2.35% | 1.45% | 3.58% | 1.26% | 3.15% | 8.95% | 2.07% | 2.55% | 1.55% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments International Developed Markets 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 | $3.63 | $3.63 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.50 | $1.50 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $0.97 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.52 | $1.52 |
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 International Developed Markets 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 International Developed Markets Fund was 61.67%, occurring on Mar 9, 2009. Recovery took 2074 trading sessions.
The current Russell Investments International Developed Markets Fund drawdown is 0.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -61.67%Mar 2009 | 1y 4mo | 8y 2mo | 9y 7moNov 2007 - Jun 2017 |
2003 bear market2003 | -42.76%Mar 2003 | 2y 2mo | 1y 7mo | 3y 10moJan 2001 - Nov 2004 |
COVID crash2020 | -39.46%Mar 2020 | 2y 1mo | 8mo 28d | 2y 10moJan 2018 - Dec 2020 |
Bear market2022 | -29.04%Oct 2022 | 1y 1mo | 1y 4mo | 2y 6moSep 2021 - Mar 2024 |
2006 correction2006 | -16.40%Jun 2006 | 1mo 4d | 5mo 4d | 6mo 8dMay 2006 - Nov 2006 |
Drawdown Indicators
| RINYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.67% | -56.78% | -4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -9.10% | -1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -18.90% | +5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -25.43% | -3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -39.46% | -33.92% | -5.54% |
Current DrawdownCurrent decline from peak | -0.30% | -1.80% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -14.79% | -10.71% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.03% | +0.90% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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