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IEGAX vs. RAIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEGAX vs. RAIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco EQV International Small Company Fund (IEGAX) and Manning & Napier Rainier International Discovery Series (RAIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IEGAX having a 11.06% return and RAIIX slightly higher at 11.51%. Both investments have delivered pretty close results over the past 10 years, with IEGAX having a 8.58% annualized return and RAIIX not far ahead at 8.68%.


IEGAX

1D
-0.68%
1M
2.00%
YTD
11.06%
6M
13.35%
1Y
17.06%
3Y*
14.22%
5Y*
7.09%
10Y*
8.58%

RAIIX

1D
0.13%
1M
1.12%
YTD
11.51%
6M
13.19%
1Y
21.22%
3Y*
13.34%
5Y*
2.08%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEGAX vs. RAIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEGAX
Invesco EQV International Small Company Fund
11.06%25.92%-2.63%14.10%-11.28%18.40%10.18%18.54%-18.70%33.43%
RAIIX
Manning & Napier Rainier International Discovery Series
11.51%27.00%0.62%6.55%-30.41%14.09%41.45%24.94%-18.03%42.04%

Correlation

The correlation between IEGAX and RAIIX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2013

0.77

The correlation between IEGAX and RAIIX shifts across timeframes, from 0.77 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEGAX vs. RAIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEGAX
IEGAX Risk / Return Rank: 1616
Overall Rank
IEGAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IEGAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
IEGAX Omega Ratio Rank: 1616
Omega Ratio Rank
IEGAX Calmar Ratio Rank: 1515
Calmar Ratio Rank
IEGAX Martin Ratio Rank: 1919
Martin Ratio Rank

RAIIX
RAIIX Risk / Return Rank: 2424
Overall Rank
RAIIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
RAIIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
RAIIX Omega Ratio Rank: 2525
Omega Ratio Rank
RAIIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
RAIIX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEGAX vs. RAIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Small Company Fund (IEGAX) and Manning & Napier Rainier International Discovery Series (RAIIX). 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.


IEGAXRAIIXDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratioReturn relative to maximum drawdown

1.32

1.69

-0.37

Martin ratioReturn relative to average drawdown

5.02

6.54

-1.52

IEGAX vs. RAIIX - Sharpe Ratio Comparison

The current IEGAX Sharpe Ratio is 1.11, which is comparable to the RAIIX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IEGAX and RAIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IEGAXRAIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.41

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.12

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.51

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.62

-0.07

Drawdowns

IEGAX vs. RAIIX - Drawdown Comparison

The maximum IEGAX drawdown since its inception was -65.36%, which is greater than RAIIX's maximum drawdown of -39.87%. Use the drawdown chart below to compare losses from any high point for IEGAX and RAIIX.


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Drawdown Indicators


IEGAXRAIIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.36%

-39.87%

-25.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-12.00%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-12.41%

-14.68%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-39.87%

+16.23%

Max Drawdown (10Y)

Largest decline over 10 years

-43.09%

-39.87%

-3.22%

Current Drawdown

Current decline from peak

-1.47%

-1.50%

+0.03%

Average Drawdown

Average peak-to-trough decline

-13.24%

-11.11%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.10%

+0.15%

Volatility

IEGAX vs. RAIIX - Volatility Comparison

Invesco EQV International Small Company Fund (IEGAX) and Manning & Napier Rainier International Discovery Series (RAIIX) have volatilities of 4.18% and 4.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEGAXRAIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.13%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

11.80%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

14.45%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

16.88%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.12%

16.99%

-2.87%

IEGAX vs. RAIIX - Expense Ratio Comparison

IEGAX has a 1.49% expense ratio, which is higher than RAIIX's 1.12% expense ratio.


Dividends

IEGAX vs. RAIIX - Dividend Comparison

IEGAX's dividend yield for the trailing twelve months is around 12.56%, more than RAIIX's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
IEGAX
Invesco EQV International Small Company Fund
12.56%13.95%3.17%2.26%2.98%4.22%1.11%4.55%3.87%6.32%6.29%8.20%
RAIIX
Manning & Napier Rainier International Discovery Series
2.53%2.83%0.14%1.31%0.00%11.60%1.67%0.28%0.38%0.13%0.00%0.05%

Frequently Asked Questions


IEGAX and RAIIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEGAX has higher volatility (4.18%) compared to RAIIX (4.13%). In terms of maximum drawdown, IEGAX dropped -65.36% vs RAIIX's -39.87%.

RAIIX currently has the higher Sharpe Ratio (1.41 vs 1.11), 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.

Portfolio Optimizer

Find the right allocation for IEGAX and RAIIX

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