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REMG vs. RIFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REMG vs. RIFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Emerging Markets Equity ETF (REMG) and Russell Investments Global Infrastructure ETF (RIFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REMG achieves a 31.09% return, which is significantly higher than RIFR's 9.03% return.


REMG

1D
0.64%
1M
11.45%
YTD
31.09%
6M
34.21%
1Y
61.56%
3Y*
5Y*
10Y*

RIFR

1D
1.10%
1M
-2.35%
YTD
9.03%
6M
8.79%
1Y
12.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REMG vs. RIFR - Yearly Performance Comparison


Correlation

The correlation between REMG and RIFR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2025

0.23

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Return for Risk

REMG vs. RIFR — Risk / Return Rank

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

REMG

RIFR
RIFR Risk / Return Rank: 3535
Overall Rank
RIFR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RIFR Sortino Ratio Rank: 3232
Sortino Ratio Rank
RIFR Omega Ratio Rank: 3232
Omega Ratio Rank
RIFR Calmar Ratio Rank: 4040
Calmar Ratio Rank
RIFR Martin Ratio Rank: 4040
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.

REMG vs. RIFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Emerging Markets Equity ETF (REMG) and Russell Investments Global Infrastructure ETF (RIFR). 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.


REMGRIFRDifference

Sharpe ratio

Return per unit of total volatility

3.00

1.24

+1.77

Sortino ratio

Return per unit of downside risk

3.84

1.75

+2.09

Omega ratio

Gain probability vs. loss probability

1.54

1.22

+0.31

Calmar ratio

Return relative to maximum drawdown

1.99

Martin ratio

Return relative to average drawdown

6.43

REMG vs. RIFR - Sharpe Ratio Comparison

The current REMG Sharpe Ratio is 3.00, which is higher than the RIFR Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of REMG and RIFR, 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


REMGRIFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

1.24

+1.77

Sharpe Ratio (All Time)

Calculated using the full available price history

3.05

1.51

+1.54

Drawdowns

REMG vs. RIFR - Drawdown Comparison

The maximum REMG drawdown since its inception was -14.13%, which is greater than RIFR's maximum drawdown of -6.80%. Use the drawdown chart below to compare losses from any high point for REMG and RIFR.


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Drawdown Indicators


REMGRIFRDifference

Max Drawdown

Largest peak-to-trough decline

-14.13%

-6.80%

-7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-6.80%

-7.33%

Current Drawdown

Current decline from peak

0.00%

-3.82%

+3.82%

Average Drawdown

Average peak-to-trough decline

-1.94%

-1.60%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.10%

+1.38%

Volatility

REMG vs. RIFR - Volatility Comparison

Russell Investments Emerging Markets Equity ETF (REMG) has a higher volatility of 8.72% compared to Russell Investments Global Infrastructure ETF (RIFR) at 3.57%. This indicates that REMG's price experiences larger fluctuations and is considered to be riskier than RIFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REMGRIFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

3.57%

+5.15%

Volatility (6M)

Calculated over the trailing 6-month period

17.86%

8.60%

+9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

20.61%

10.51%

+10.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

10.71%

+9.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

10.71%

+9.90%

REMG vs. RIFR - Expense Ratio Comparison

REMG has a 0.64% expense ratio, which is higher than RIFR's 0.59% expense ratio.


Dividends

REMG vs. RIFR - Dividend Comparison

REMG's dividend yield for the trailing twelve months is around 1.05%, more than RIFR's 0.90% yield.


Frequently Asked Questions


REMG and RIFR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REMG has higher volatility (8.72%) compared to RIFR (3.57%). In terms of maximum drawdown, REMG dropped -14.13% vs RIFR's -6.80%.

On 1-year performance, REMG leads with 61.56% vs 12.93% for RIFR. On fees, RIFR is cheaper at 0.59% per year. On volatility, RIFR has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, REMG has performed better with a 61.56% return vs 12.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RIFR is cheaper with a 0.59% expense ratio, compared with 0.64% for REMG.

REMG has the higher dividend yield at 1.05%, compared with 0.90% for RIFR.

REMG is categorized as Emerging Markets Diversified, while RIFR is Industrials Equities. Their fees differ too: 0.64% for REMG and 0.59% for RIFR.

REMG currently has the higher Sharpe Ratio (3.00 vs 1.24), 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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