ENTIX vs. RTXAX
ENTIX (ERShares Global Entrepreneurs™) and RTXAX (Russell Investment Tax-Managed Real Assets Fund) are both Global Equities funds. Over the past 5 years, ENTIX returned 3.56%/yr vs 6.57%/yr for RTXAX. Their 0.57 correlation means they have sometimes moved together and sometimes differently. ENTIX charges 1.29%/yr vs 1.33%/yr for RTXAX.
Performance
ENTIX vs. RTXAX - Performance Comparison
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Returns By Period
In the year-to-date period, ENTIX achieves a -5.56% return, which is significantly lower than RTXAX's 17.49% return.
ENTIX
- 1D
- 0.70%
- 1M
- -2.04%
- 6M
- -1.48%
- YTD
- -5.56%
- 1Y
- -3.32%
- 3Y*
- 15.99%
- 5Y*
- 3.56%
- 10Y*
- 9.53%
- ALL TIME*
- 8.76%
RTXAX
- 1D
- 0.64%
- 1M
- 1.95%
- 6M
- 9.82%
- YTD
- 17.49%
- 1Y
- 28.12%
- 3Y*
- 10.95%
- 5Y*
- 6.57%
- 10Y*
- —
- ALL TIME*
- 8.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ENTIX vs. RTXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | -5.56% | 22.05% | 33.84% | 23.82% | -31.67% | -8.38% | 38.75% | 10.13% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 17.49% | 13.56% | 1.50% | 7.40% | -11.66% | 26.57% | 3.73% | 6.17% |
Correlation
The correlation between ENTIX and RTXAX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2019 | 0.57 |
Over the past year, the correlation between ENTIX and RTXAX has dropped to 0.26 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
ENTIX vs. RTXAX — Risk / Return Rank
ENTIX
RTXAX
ENTIX vs. RTXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ERShares Global Entrepreneurs™ (ENTIX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). 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.
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.
| ENTIX | RTXAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.61 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.42 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 5.06 | -5.30 |
| Martin ratioReturn relative to average drawdown | -0.50 | 18.10 | -18.60 |
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Drawdowns
ENTIX vs. RTXAX - Drawdown Comparison
The maximum ENTIX drawdown since its inception was -54.84%, which is greater than RTXAX's maximum drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for ENTIX and RTXAX.
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Drawdown Indicators
| ENTIX | RTXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.84% | -40.68% | -14.16% |
Max Drawdown (1Y)Largest decline over 1 year | -25.35% | -5.21% | -20.14% |
Max Drawdown (3Y)Largest decline over 3 years | -25.35% | -17.13% | -8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -44.18% | -24.63% | -19.55% |
Max Drawdown (10Y)Largest decline over 10 years | -54.84% | — | — |
Current DrawdownCurrent decline from peak | -13.03% | -0.89% | -12.14% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -7.64% | -6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.08% | 1.46% | +10.62% |
Volatility
ENTIX vs. RTXAX - Volatility Comparison
ERShares Global Entrepreneurs™ (ENTIX) has a higher volatility of 4.67% compared to Russell Investment Tax-Managed Real Assets Fund (RTXAX) at 2.50%. This indicates that ENTIX's price experiences larger fluctuations and is considered to be riskier than RTXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENTIX | RTXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 2.50% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 8.30% | +7.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 10.89% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 15.75% | +6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.93% | 19.90% | +1.03% |
ENTIX vs. RTXAX - Expense Ratio Comparison
ENTIX has a 1.29% expense ratio, which is lower than RTXAX's 1.33% expense ratio.
Dividends
ENTIX vs. RTXAX - Dividend Comparison
ENTIX's dividend yield for the trailing twelve months is around 0.05%, less than RTXAX's 2.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | 0.05% | 0.04% | 0.61% | 0.07% | 0.00% | 29.89% | 10.55% | 3.00% | 2.92% | 8.18% | 0.00% | 0.37% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 2.44% | 2.86% | 2.05% | 1.98% | 3.11% | 1.74% | 1.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ENTIX and RTXAX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENTIX has higher volatility (4.67%) compared to RTXAX (2.50%). In terms of maximum drawdown, ENTIX dropped -54.84% vs RTXAX's -40.68%.
RTXAX currently has the higher Sharpe Ratio (2.44 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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