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RALVX vs. RINYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RALVX vs. RINYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments LifePoints Growth Strategy Fund (RALVX) and Russell Investments International Developed Markets Fund (RINYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RALVX achieves a 8.98% return, which is significantly higher than RINYX's 6.75% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: RALVX at 8.35% and RINYX at 8.35%.


RALVX

1D
-0.63%
1M
2.46%
YTD
8.98%
6M
9.51%
1Y
22.01%
3Y*
15.67%
5Y*
7.79%
10Y*
8.35%

RINYX

1D
-0.64%
1M
2.23%
YTD
6.75%
6M
8.67%
1Y
17.89%
3Y*
14.82%
5Y*
6.87%
10Y*
8.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RALVX vs. RINYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RALVX
Russell Investments LifePoints Growth Strategy Fund
8.98%17.44%11.36%17.18%-16.76%17.82%6.13%15.33%-7.92%13.55%
RINYX
Russell Investments International Developed Markets Fund
6.75%28.76%2.93%16.47%-13.16%12.88%5.91%20.11%-15.25%25.22%

Correlation

The correlation between RALVX and RINYX is 0.90, 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

0.90

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

0.84

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2001

0.84

The correlation between RALVX and RINYX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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Return for Risk

RALVX vs. RINYX — Risk / Return Rank

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

RALVX
RALVX Risk / Return Rank: 6060
Overall Rank
RALVX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
RALVX Sortino Ratio Rank: 6161
Sortino Ratio Rank
RALVX Omega Ratio Rank: 6161
Omega Ratio Rank
RALVX Calmar Ratio Rank: 5454
Calmar Ratio Rank
RALVX Martin Ratio Rank: 6464
Martin Ratio Rank

RINYX
RINYX Risk / Return Rank: 2424
Overall Rank
RINYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RINYX Sortino Ratio Rank: 2424
Sortino Ratio Rank
RINYX Omega Ratio Rank: 2424
Omega Ratio Rank
RINYX Calmar Ratio Rank: 2222
Calmar Ratio Rank
RINYX 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.

RALVX vs. RINYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments LifePoints Growth Strategy Fund (RALVX) and Russell Investments International Developed Markets Fund (RINYX). 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.


RALVXRINYXDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.42

1.25

+0.17

Calmar ratioReturn relative to maximum drawdown

2.74

1.68

+1.06

Martin ratioReturn relative to average drawdown

12.23

6.29

+5.94

RALVX vs. RINYX - Sharpe Ratio Comparison

The current RALVX Sharpe Ratio is 2.28, which is higher than the RINYX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of RALVX and RINYX, 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


RALVXRINYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.38

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.45

+0.14

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

0.25

0.28

-0.03

Drawdowns

RALVX vs. RINYX - Drawdown Comparison

The maximum RALVX drawdown since its inception was -59.59%, roughly equal to the maximum RINYX drawdown of -61.67%. Use the drawdown chart below to compare losses from any high point for RALVX and RINYX.


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Drawdown Indicators


RALVXRINYXDifference

Max Drawdown

Largest peak-to-trough decline

-59.59%

-61.67%

+2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-10.97%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-13.71%

-13.49%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-29.04%

+4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-30.08%

-39.46%

+9.38%

Current Drawdown

Current decline from peak

-0.63%

-0.64%

+0.01%

Average Drawdown

Average peak-to-trough decline

-13.26%

-14.82%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.94%

-1.11%

Volatility

RALVX vs. RINYX - Volatility Comparison

The current volatility for Russell Investments LifePoints Growth Strategy Fund (RALVX) is 2.96%, while Russell Investments International Developed Markets Fund (RINYX) has a volatility of 3.91%. This indicates that RALVX experiences smaller price fluctuations and is considered to be less risky than RINYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RALVXRINYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

3.91%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

10.82%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

9.83%

13.42%

-3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.19%

15.34%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.68%

16.28%

-2.60%

RALVX vs. RINYX - Expense Ratio Comparison

RALVX has a 0.75% expense ratio, which is lower than RINYX's 0.77% expense ratio.


Dividends

RALVX vs. RINYX - Dividend Comparison

RALVX's dividend yield for the trailing twelve months is around 10.70%, more than RINYX's 6.89% yield.


PositionTTM20252024202320222021202020192018201720162015
RALVX
Russell Investments LifePoints Growth Strategy Fund
10.70%11.68%2.31%1.21%4.20%17.98%0.54%6.24%7.01%5.99%4.79%1.23%
RINYX
Russell Investments International Developed Markets Fund
6.89%7.35%3.64%2.35%1.45%3.58%1.26%3.15%8.95%2.07%2.55%1.55%

Frequently Asked Questions


With a correlation of 0.90, RALVX and RINYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RINYX has higher volatility (3.91%) compared to RALVX (2.96%). In terms of maximum drawdown, RALVX dropped -59.59% vs RINYX's -61.67%.

RALVX currently has the higher Sharpe Ratio (2.28 vs 1.38), 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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