RETSX vs. DFIEX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and DFA International Core Equity Portfolio I (DFIEX).
RETSX is managed by BlackRock. It was launched on Oct 7, 1996. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
RETSX vs. DFIEX - Performance Comparison
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RETSX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, RETSX achieves a -4.86% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, RETSX has outperformed DFIEX with an annualized return of 11.94%, while DFIEX has yielded a comparatively lower 9.64% 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%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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RETSX vs. DFIEX - Expense Ratio Comparison
RETSX has a 0.92% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
RETSX vs. DFIEX — Risk / Return Rank
RETSX
DFIEX
RETSX vs. DFIEX - 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 DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.95 | -1.17 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.55 | -1.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.39 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.57 | -1.36 |
Martin ratioReturn relative to average drawdown | 5.44 | 10.07 | -4.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RETSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.95 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.60 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.59 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.35 | +0.08 |
Correlation
The correlation between RETSX and DFIEX is 0.79, 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. DFIEX - Dividend Comparison
RETSX's dividend yield for the trailing twelve months is around 0.46%, less than DFIEX's 3.14% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
RETSX vs. DFIEX - Drawdown Comparison
The maximum RETSX drawdown since its inception was -57.35%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for RETSX and DFIEX.
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Drawdown Indicators
| RETSX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.35% | -62.22% | +4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -11.01% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -28.66% | +3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -41.04% | +7.52% |
Current DrawdownCurrent decline from peak | -6.73% | -7.75% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -12.26% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.81% | -0.10% |
Volatility
RETSX vs. DFIEX - Volatility Comparison
The current volatility for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) is 5.18%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that RETSX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RETSX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 7.09% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 10.45% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.19% | 15.90% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 15.65% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 16.35% | +1.46% |