RETSX vs. AGTHX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and American Funds The Growth Fund of America Class A (AGTHX).
RETSX is managed by BlackRock. It was launched on Oct 7, 1996. AGTHX is managed by Equity. It was launched on Dec 1, 1973.
Performance
RETSX vs. AGTHX - Performance Comparison
Loading graphics...
RETSX vs. AGTHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | -4.86% | 14.45% | 20.43% | 24.74% | -18.96% | 24.82% | 17.70% | 28.94% | -6.97% | 21.51% |
AGTHX American Funds The Growth Fund of America Class A | -8.07% | 19.73% | 28.02% | 37.22% | -30.75% | 19.32% | 37.83% | 28.16% | -3.15% | 26.14% |
Returns By Period
In the year-to-date period, RETSX achieves a -4.86% return, which is significantly higher than AGTHX's -8.07% return. Over the past 10 years, RETSX has underperformed AGTHX with an annualized return of 11.94%, while AGTHX has yielded a comparatively higher 14.32% annualized return.
RETSX
- 1D
- 2.82%
- 1M
- -5.01%
- YTD
- -4.86%
- 6M
- -2.98%
- 1Y
- 13.69%
- 3Y*
- 15.13%
- 5Y*
- 9.25%
- 10Y*
- 11.94%
AGTHX
- 1D
- 3.56%
- 1M
- -6.34%
- YTD
- -8.07%
- 6M
- -7.16%
- 1Y
- 16.84%
- 3Y*
- 20.26%
- 5Y*
- 8.96%
- 10Y*
- 14.32%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RETSX vs. AGTHX - Expense Ratio Comparison
RETSX has a 0.92% expense ratio, which is higher than AGTHX's 0.61% expense ratio.
Return for Risk
RETSX vs. AGTHX — Risk / Return Rank
RETSX
AGTHX
RETSX vs. AGTHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and American Funds The Growth Fund of America Class A (AGTHX). 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.
| RETSX | AGTHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.84 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.34 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.26 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.44 | 4.78 | +0.66 |
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
| RETSX | AGTHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.84 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.45 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.73 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.68 | -0.25 |
Correlation
The correlation between RETSX and AGTHX is 0.93, 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.
Dividends
RETSX vs. AGTHX - Dividend Comparison
RETSX's dividend yield for the trailing twelve months is around 0.46%, less than AGTHX's 11.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | 0.46% | 0.44% | 0.49% | 0.54% | 0.59% | 0.14% | 0.47% | 0.78% | 0.90% | 1.02% | 0.84% | 0.76% |
AGTHX American Funds The Growth Fund of America Class A | 11.63% | 10.69% | 8.99% | 7.40% | 4.05% | 8.18% | 4.30% | 7.15% | 11.99% | 7.03% | 6.61% | 8.87% |
Drawdowns
RETSX vs. AGTHX - Drawdown Comparison
The maximum RETSX drawdown since its inception was -57.35%, which is greater than AGTHX's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for RETSX and AGTHX.
Loading graphics...
Drawdown Indicators
| RETSX | AGTHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.35% | -51.91% | -5.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -13.76% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -36.38% | +10.76% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -36.38% | +2.86% |
Current DrawdownCurrent decline from peak | -6.73% | -10.70% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -9.23% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.63% | -0.92% |
Volatility
RETSX vs. AGTHX - Volatility Comparison
The current volatility for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) is 5.18%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 6.76%. This indicates that RETSX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RETSX | AGTHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 6.76% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 12.13% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.19% | 21.01% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 20.23% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 19.64% | -1.83% |