REAYX vs. RTHAX
Compare and contrast key facts about Russell Investments Equity Income Fund (REAYX) and Russell Investments Tax-Exempt High Yield Bond Fund (RTHAX).
REAYX is managed by Russell. It was launched on Mar 29, 2000. RTHAX is managed by Russell. It was launched on May 31, 2015.
Performance
REAYX vs. RTHAX - Performance Comparison
Loading graphics...
REAYX vs. RTHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 0.44% | 14.66% | 11.90% | 12.50% | -8.86% | 27.01% | 9.06% | 29.57% | -8.60% | 13.19% |
RTHAX Russell Investments Tax-Exempt High Yield Bond Fund | -0.36% | 2.11% | 4.49% | 7.78% | -13.62% | 5.54% | 3.84% | 10.18% | 3.20% | 6.08% |
Returns By Period
In the year-to-date period, REAYX achieves a 0.44% return, which is significantly higher than RTHAX's -0.36% return.
REAYX
- 1D
- -0.22%
- 1M
- -6.66%
- YTD
- 0.44%
- 6M
- 3.36%
- 1Y
- 11.80%
- 3Y*
- 12.71%
- 5Y*
- 8.81%
- 10Y*
- —
RTHAX
- 1D
- 0.21%
- 1M
- -2.54%
- YTD
- -0.36%
- 6M
- 1.02%
- 1Y
- 1.76%
- 3Y*
- 3.63%
- 5Y*
- 0.53%
- 10Y*
- 2.84%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
REAYX vs. RTHAX - Expense Ratio Comparison
REAYX has a 0.66% expense ratio, which is lower than RTHAX's 0.89% expense ratio.
Return for Risk
REAYX vs. RTHAX — Risk / Return Rank
REAYX
RTHAX
REAYX vs. RTHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Equity Income Fund (REAYX) and Russell Investments Tax-Exempt High Yield Bond Fund (RTHAX). 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.
| REAYX | RTHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.30 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.26 | 0.44 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.11 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.35 | +0.64 |
Martin ratioReturn relative to average drawdown | 4.46 | 0.92 | +3.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| REAYX | RTHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.30 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.11 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.62 | -0.06 |
Correlation
The correlation between REAYX and RTHAX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
REAYX vs. RTHAX - Dividend Comparison
REAYX's dividend yield for the trailing twelve months is around 15.17%, more than RTHAX's 4.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 15.17% | 15.24% | 15.38% | 13.55% | 19.72% | 10.47% | 3.61% | 1.86% | 45.26% | 14.47% | 0.00% |
RTHAX Russell Investments Tax-Exempt High Yield Bond Fund | 4.27% | 3.60% | 4.02% | 3.97% | 3.64% | 2.80% | 3.10% | 3.83% | 3.86% | 3.44% | 4.06% |
Drawdowns
REAYX vs. RTHAX - Drawdown Comparison
The maximum REAYX drawdown since its inception was -36.87%, which is greater than RTHAX's maximum drawdown of -18.89%. Use the drawdown chart below to compare losses from any high point for REAYX and RTHAX.
Loading graphics...
Drawdown Indicators
| REAYX | RTHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -18.89% | -17.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -6.55% | -5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -20.66% | -18.89% | -1.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.89% | — |
Current DrawdownCurrent decline from peak | -6.66% | -2.54% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -3.78% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.49% | +0.08% |
Volatility
REAYX vs. RTHAX - Volatility Comparison
Russell Investments Equity Income Fund (REAYX) has a higher volatility of 3.25% compared to Russell Investments Tax-Exempt High Yield Bond Fund (RTHAX) at 1.14%. This indicates that REAYX's price experiences larger fluctuations and is considered to be riskier than RTHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| REAYX | RTHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 1.14% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 1.62% | +5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 6.87% | +8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 5.08% | +11.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 4.96% | +13.71% |