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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Russell Investment Tax-Managed International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Russell Investment Tax-Managed International Equity Fund (RTNAX) has returned -2.71% so far this year and 19.61% over the past 12 months. Over the last ten years, RTNAX has returned 6.71% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Russell Investment Tax-Managed International Equity Fund
- 1D
- -0.14%
- 1M
- -12.07%
- YTD
- -2.71%
- 6M
- 0.98%
- 1Y
- 19.61%
- 3Y*
- 11.31%
- 5Y*
- 4.81%
- 10Y*
- 6.71%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 4, 2016, RTNAX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, RTNAX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +6.9%, while the worst single day was Mar 12, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.42% | 4.95% | -12.07% | -2.71% | |||||||||
| 2025 | 4.09% | 1.79% | -0.08% | 2.68% | 4.66% | 3.28% | -0.98% | 3.74% | 3.90% | 0.78% | 0.42% | 2.56% | 30.15% |
| 2024 | -2.15% | 2.38% | 3.31% | -1.99% | 3.63% | -1.88% | 2.96% | 2.45% | 2.72% | -4.90% | -0.25% | -3.09% | 2.73% |
| 2023 | 9.31% | -4.03% | 2.00% | 1.31% | -3.88% | 5.00% | 3.66% | -4.24% | -3.69% | -4.02% | 7.88% | 4.73% | 13.43% |
| 2022 | -1.58% | -3.29% | -1.13% | -6.52% | 2.07% | -9.60% | 3.27% | -4.35% | -10.24% | 4.26% | 14.25% | -2.26% | -16.20% |
| 2021 | -0.52% | 3.78% | 1.86% | 2.66% | 3.32% | -1.49% | -1.75% | 1.94% | -3.25% | 2.38% | -5.29% | 4.19% | 7.56% |
Benchmark Metrics
Russell Investment Tax-Managed International Equity Fund has an annualized alpha of -1.37%, beta of 0.71, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This fund participated in 91.12% of S&P 500 Index downside but only 71.99% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.37%
- Beta
- 0.71
- R²
- 0.65
- Upside Capture
- 71.99%
- Downside Capture
- 91.12%
Expense Ratio
RTNAX has a high expense ratio of 1.29%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RTNAX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russell Investment Tax-Managed International Equity Fund (RTNAX) and compare them to a chosen benchmark (S&P 500 Index).
| RTNAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.90 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.39 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.40 | 0.00 |
Martin ratioReturn relative to average drawdown | 5.51 | 6.61 | -1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore RTNAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Russell Investment Tax-Managed International Equity Fund provided a 1.93% dividend yield over the last twelve months, with an annual payout of $0.27 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.27 | $0.27 | $0.20 | $0.18 | $0.12 | $0.25 | $0.15 | $0.23 | $0.11 | $0.13 | $0.19 |
Dividend yield | 1.93% | 1.88% | 1.77% | 1.60% | 1.17% | 2.08% | 1.35% | 2.09% | 1.22% | 1.14% | 2.14% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investment Tax-Managed International 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
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 Investment Tax-Managed International 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 Investment Tax-Managed International Equity Fund was 39.58%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.
The current Russell Investment Tax-Managed International Equity Fund drawdown is 12.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.58% | Jan 29, 2018 | 541 | Mar 23, 2020 | 199 | Jan 5, 2021 | 740 |
| -31.77% | Jun 8, 2021 | 341 | Oct 12, 2022 | 491 | Sep 26, 2024 | 832 |
| -14.03% | Mar 20, 2025 | 14 | Apr 8, 2025 | 18 | May 5, 2025 | 32 |
| -12.18% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -10.58% | Jan 5, 2016 | 27 | Feb 11, 2016 | 20 | Mar 11, 2016 | 47 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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