RETSX vs. FASGX
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and Fidelity Asset Manager 70% Fund (FASGX).
RETSX is managed by BlackRock. It was launched on Oct 7, 1996. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
RETSX vs. FASGX - Performance Comparison
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RETSX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | -7.47% | 14.45% | 20.43% | 24.74% | -18.96% | 24.82% | 17.70% | 28.94% | -6.97% | 21.51% |
FASGX Fidelity Asset Manager 70% Fund | -2.99% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, RETSX achieves a -7.47% return, which is significantly lower than FASGX's -2.99% return. Over the past 10 years, RETSX has outperformed FASGX with an annualized return of 11.63%, while FASGX has yielded a comparatively lower 8.70% annualized return.
RETSX
- 1D
- -0.28%
- 1M
- -7.60%
- YTD
- -7.47%
- 6M
- -5.43%
- 1Y
- 11.02%
- 3Y*
- 14.07%
- 5Y*
- 8.91%
- 10Y*
- 11.63%
FASGX
- 1D
- -0.24%
- 1M
- -7.42%
- YTD
- -2.99%
- 6M
- -0.12%
- 1Y
- 15.54%
- 3Y*
- 11.72%
- 5Y*
- 6.38%
- 10Y*
- 8.70%
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RETSX vs. FASGX - Expense Ratio Comparison
RETSX has a 0.92% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
RETSX vs. FASGX — Risk / Return Rank
RETSX
FASGX
RETSX vs. FASGX - 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 Fidelity Asset Manager 70% Fund (FASGX). 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 | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.21 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.73 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.55 | -0.78 |
Martin ratioReturn relative to average drawdown | 3.50 | 6.89 | -3.39 |
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 | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.21 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.70 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.60 | -0.17 |
Correlation
The correlation between RETSX and FASGX is 0.95, 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. FASGX - Dividend Comparison
RETSX's dividend yield for the trailing twelve months is around 0.48%, less than FASGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RETSX Russell Investment Tax-Managed U.S. Large Cap Fund | 0.48% | 0.44% | 0.49% | 0.54% | 0.59% | 0.14% | 0.47% | 0.78% | 0.90% | 1.02% | 0.84% | 0.76% |
FASGX Fidelity Asset Manager 70% Fund | 7.56% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
RETSX vs. FASGX - Drawdown Comparison
The maximum RETSX drawdown since its inception was -57.35%, which is greater than FASGX's maximum drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for RETSX and FASGX.
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Drawdown Indicators
| RETSX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.35% | -47.35% | -10.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -9.07% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -23.54% | -2.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -27.20% | -6.32% |
Current DrawdownCurrent decline from peak | -9.29% | -7.95% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -6.74% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.04% | +0.64% |
Volatility
RETSX vs. FASGX - Volatility Comparison
The current volatility for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) is 4.12%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that RETSX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RETSX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.57% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 7.78% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 12.82% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 12.14% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 12.56% | +5.23% |