Correlation
The correlation between REAYX and VEMAX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
REAYX vs. VEMAX
Compare and contrast key facts about Russell Investments Equity Income Fund (REAYX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
REAYX is managed by Russell. It was launched on Mar 29, 2000. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REAYX or VEMAX.
Performance
REAYX vs. VEMAX - Performance Comparison
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Key characteristics
REAYX:
-0.22
VEMAX:
0.73
REAYX:
-0.17
VEMAX:
0.96
REAYX:
0.97
VEMAX:
1.12
REAYX:
-0.13
VEMAX:
0.53
REAYX:
-0.46
VEMAX:
1.85
REAYX:
11.21%
VEMAX:
5.27%
REAYX:
20.78%
VEMAX:
15.89%
REAYX:
-56.77%
VEMAX:
-66.45%
REAYX:
-32.09%
VEMAX:
-4.90%
Returns By Period
In the year-to-date period, REAYX achieves a 1.92% return, which is significantly lower than VEMAX's 6.26% return. Over the past 10 years, REAYX has underperformed VEMAX with an annualized return of -3.75%, while VEMAX has yielded a comparatively higher 3.96% annualized return.
REAYX
1.92%
3.09%
-16.09%
-6.08%
-5.97%
2.25%
-3.75%
VEMAX
6.26%
3.58%
5.78%
12.32%
5.92%
7.82%
3.96%
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REAYX vs. VEMAX - Expense Ratio Comparison
REAYX has a 0.66% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Risk-Adjusted Performance
REAYX vs. VEMAX — Risk-Adjusted Performance Rank
REAYX
VEMAX
REAYX vs. VEMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Equity Income Fund (REAYX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.
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Dividends
REAYX vs. VEMAX - Dividend Comparison
REAYX's dividend yield for the trailing twelve months is around 15.36%, more than VEMAX's 2.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 15.36% | 15.38% | 13.55% | 19.72% | 10.80% | 3.61% | 1.86% | 45.26% | 14.47% | 0.00% | 0.79% | 17.55% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.96% | 3.13% | 3.46% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% | 2.86% |
Drawdowns
REAYX vs. VEMAX - Drawdown Comparison
The maximum REAYX drawdown since its inception was -56.77%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for REAYX and VEMAX.
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Volatility
REAYX vs. VEMAX - Volatility Comparison
Russell Investments Equity Income Fund (REAYX) has a higher volatility of 4.21% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 3.60%. This indicates that REAYX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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