REAYX vs. VGT
Compare and contrast key facts about Russell Investments Equity Income Fund (REAYX) and Vanguard Information Technology ETF (VGT).
REAYX is managed by Russell. It was launched on Mar 29, 2000. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REAYX or VGT.
Key characteristics
| REAYX | VGT | |
|---|---|---|
| YTD Return | 18.00% | 29.70% |
| 1Y Return | 31.02% | 44.81% |
| 3Y Return (Ann) | 6.94% | 12.42% |
| 5Y Return (Ann) | 11.56% | 23.16% |
| 10Y Return (Ann) | 7.22% | 21.13% |
| Sharpe Ratio | 2.90 | 2.08 |
| Sortino Ratio | 4.06 | 2.66 |
| Omega Ratio | 1.53 | 1.37 |
| Calmar Ratio | 3.11 | 2.89 |
| Martin Ratio | 18.69 | 10.41 |
| Ulcer Index | 1.60% | 4.22% |
| Daily Std Dev | 10.34% | 21.11% |
| Max Drawdown | -56.77% | -54.63% |
| Current Drawdown | 0.00% | -0.18% |
Correlation
The correlation between REAYX and VGT is 0.76, 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.
Performance
REAYX vs. VGT - Performance Comparison
In the year-to-date period, REAYX achieves a 18.00% return, which is significantly lower than VGT's 29.70% return. Over the past 10 years, REAYX has underperformed VGT with an annualized return of 7.22%, while VGT has yielded a comparatively higher 21.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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REAYX vs. VGT - Expense Ratio Comparison
REAYX has a 0.66% expense ratio, which is higher than VGT's 0.10% expense ratio.
Risk-Adjusted Performance
REAYX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Equity Income Fund (REAYX) and Vanguard Information Technology ETF (VGT). 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.
Dividends
REAYX vs. VGT - Dividend Comparison
REAYX's dividend yield for the trailing twelve months is around 1.58%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 1.58% | 2.02% | 1.90% | 1.09% | 1.52% | 1.86% | 2.53% | 1.33% | 0.00% | 0.79% | 17.55% | 0.85% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
REAYX vs. VGT - Drawdown Comparison
The maximum REAYX drawdown since its inception was -56.77%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for REAYX and VGT. For additional features, visit the drawdowns tool.
Volatility
REAYX vs. VGT - Volatility Comparison
The current volatility for Russell Investments Equity Income Fund (REAYX) is 3.37%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.35%. This indicates that REAYX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.