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RCLVX vs. RINYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCLVX vs. RINYX - Performance Comparison

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

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RCLVX vs. RINYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCLVX
Russell Investments LifePoints Conservative Strategy Fund
-0.33%8.93%3.04%7.61%-14.04%3.05%5.21%9.30%-2.75%5.35%
RINYX
Russell Investments International Developed Markets Fund
-1.88%28.76%2.93%16.47%-13.16%12.88%5.91%20.11%-15.25%25.22%

Returns By Period

In the year-to-date period, RCLVX achieves a -0.33% return, which is significantly higher than RINYX's -1.88% return. Over the past 10 years, RCLVX has underperformed RINYX with an annualized return of 2.61%, while RINYX has yielded a comparatively higher 7.84% annualized return.


RCLVX

1D
0.66%
1M
-2.55%
YTD
-0.33%
6M
0.63%
1Y
6.39%
3Y*
5.24%
5Y*
1.17%
10Y*
2.61%

RINYX

1D
2.54%
1M
-6.90%
YTD
-1.88%
6M
1.52%
1Y
17.99%
3Y*
11.91%
5Y*
6.57%
10Y*
7.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCLVX vs. RINYX - Expense Ratio Comparison

RCLVX has a 0.67% expense ratio, which is lower than RINYX's 0.77% expense ratio.


Return for Risk

RCLVX vs. RINYX — Risk / Return Rank

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

RCLVX
RCLVX Risk / Return Rank: 7070
Overall Rank
RCLVX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RCLVX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RCLVX Omega Ratio Rank: 6969
Omega Ratio Rank
RCLVX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RCLVX Martin Ratio Rank: 6565
Martin Ratio Rank

RINYX
RINYX Risk / Return Rank: 5858
Overall Rank
RINYX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RINYX Sortino Ratio Rank: 5757
Sortino Ratio Rank
RINYX Omega Ratio Rank: 5656
Omega Ratio Rank
RINYX Calmar Ratio Rank: 5858
Calmar Ratio Rank
RINYX Martin Ratio Rank: 5252
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.

RCLVX vs. RINYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments LifePoints Conservative Strategy Fund (RCLVX) 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.


RCLVXRINYXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.25

+0.20

Sortino ratio

Return per unit of downside risk

1.99

1.65

+0.34

Omega ratio

Gain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratio

Return relative to maximum drawdown

1.83

1.57

+0.26

Martin ratio

Return relative to average drawdown

7.12

5.85

+1.27

RCLVX vs. RINYX - Sharpe Ratio Comparison

The current RCLVX Sharpe Ratio is 1.45, which is comparable to the RINYX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of RCLVX and RINYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RCLVXRINYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.25

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.43

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.48

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.26

0.00

Correlation

The correlation between RCLVX and RINYX is 0.67, 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

RCLVX vs. RINYX - Dividend Comparison

RCLVX's dividend yield for the trailing twelve months is around 3.63%, less than RINYX's 7.49% yield.


TTM20252024202320222021202020192018201720162015
RCLVX
Russell Investments LifePoints Conservative Strategy Fund
3.63%3.62%2.47%1.63%2.16%6.68%1.97%3.27%3.25%2.98%4.74%11.07%
RINYX
Russell Investments International Developed Markets Fund
7.49%7.35%3.64%2.35%1.45%3.58%1.26%3.15%8.95%2.07%2.55%1.55%

Drawdowns

RCLVX vs. RINYX - Drawdown Comparison

The maximum RCLVX drawdown since its inception was -28.60%, smaller than the maximum RINYX drawdown of -61.67%. Use the drawdown chart below to compare losses from any high point for RCLVX and RINYX.


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Drawdown Indicators


RCLVXRINYXDifference

Max Drawdown

Largest peak-to-trough decline

-28.60%

-61.67%

+33.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-10.97%

+7.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-29.04%

+9.81%

Max Drawdown (10Y)

Largest decline over 10 years

-19.23%

-39.46%

+20.23%

Current Drawdown

Current decline from peak

-2.86%

-8.56%

+5.70%

Average Drawdown

Average peak-to-trough decline

-3.78%

-14.90%

+11.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.95%

-1.97%

Volatility

RCLVX vs. RINYX - Volatility Comparison

The current volatility for Russell Investments LifePoints Conservative Strategy Fund (RCLVX) is 2.03%, while Russell Investments International Developed Markets Fund (RINYX) has a volatility of 6.59%. This indicates that RCLVX 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


RCLVXRINYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

6.59%

-4.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

9.74%

-6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

14.83%

-10.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

15.21%

-9.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

16.24%

-10.63%