IVGTX vs. RTXAX
Compare and contrast key facts about VY Morgan Stanley Global Franchise Portfolio (IVGTX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX).
IVGTX is managed by Voya. It was launched on Apr 30, 2002. RTXAX is managed by BlackRock. It was launched on Jun 9, 2019.
Performance
IVGTX vs. RTXAX - Performance Comparison
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IVGTX vs. RTXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IVGTX VY Morgan Stanley Global Franchise Portfolio | -13.51% | 0.16% | 8.63% | 16.01% | -17.63% | 21.67% | 13.17% | 7.37% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 11.49% | 13.56% | 1.50% | 7.40% | -11.66% | 26.57% | 3.73% | 6.17% |
Returns By Period
In the year-to-date period, IVGTX achieves a -13.51% return, which is significantly lower than RTXAX's 11.49% return.
IVGTX
- 1D
- 1.05%
- 1M
- -9.26%
- YTD
- -13.51%
- 6M
- -16.52%
- 1Y
- -15.96%
- 3Y*
- 0.93%
- 5Y*
- 1.58%
- 10Y*
- 7.12%
RTXAX
- 1D
- 0.13%
- 1M
- -2.88%
- YTD
- 11.49%
- 6M
- 14.38%
- 1Y
- 24.85%
- 3Y*
- 10.58%
- 5Y*
- 7.43%
- 10Y*
- —
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IVGTX vs. RTXAX - Expense Ratio Comparison
IVGTX has a 1.20% expense ratio, which is lower than RTXAX's 1.33% expense ratio.
Return for Risk
IVGTX vs. RTXAX — Risk / Return Rank
IVGTX
RTXAX
IVGTX vs. RTXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Morgan Stanley Global Franchise Portfolio (IVGTX) 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.
| IVGTX | RTXAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.14 | 1.69 | -2.83 |
Sortino ratioReturn per unit of downside risk | -1.68 | 2.24 | -3.92 |
Omega ratioGain probability vs. loss probability | 0.80 | 1.35 | -0.54 |
Calmar ratioReturn relative to maximum drawdown | -0.94 | 1.89 | -2.83 |
Martin ratioReturn relative to average drawdown | -2.59 | 10.79 | -13.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVGTX | RTXAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.14 | 1.69 | -2.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.47 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.40 | +0.12 |
Correlation
The correlation between IVGTX and RTXAX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IVGTX vs. RTXAX - Dividend Comparison
IVGTX's dividend yield for the trailing twelve months is around 49.48%, more than RTXAX's 2.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVGTX VY Morgan Stanley Global Franchise Portfolio | 49.48% | 42.80% | 10.28% | 8.24% | 10.69% | 8.69% | 8.32% | 11.20% | 17.80% | 7.06% | 10.12% | 14.63% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 2.57% | 2.86% | 2.05% | 1.98% | 3.11% | 1.74% | 1.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IVGTX vs. RTXAX - Drawdown Comparison
The maximum IVGTX drawdown since its inception was -44.75%, which is greater than RTXAX's maximum drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for IVGTX and RTXAX.
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Drawdown Indicators
| IVGTX | RTXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.75% | -40.68% | -4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -20.45% | -13.11% | -7.34% |
Max Drawdown (5Y)Largest decline over 5 years | -26.27% | -24.63% | -1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -30.16% | — | — |
Current DrawdownCurrent decline from peak | -19.61% | -3.32% | -16.29% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -7.96% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.41% | 2.29% | +5.12% |
Volatility
IVGTX vs. RTXAX - Volatility Comparison
VY Morgan Stanley Global Franchise Portfolio (IVGTX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX) have volatilities of 4.05% and 4.12%, 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
| IVGTX | RTXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 4.12% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 8.24% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 15.04% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 15.85% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 20.26% | -3.81% |