RETSX vs. IVV
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and iShares Core S&P 500 ETF (IVV).
RETSX is managed by BlackRock. It was launched on Oct 7, 1996. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
RETSX vs. IVV - Performance Comparison
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RETSX vs. IVV - 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% |
IVV iShares Core S&P 500 ETF | -4.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, RETSX achieves a -7.47% return, which is significantly lower than IVV's -4.38% return. Over the past 10 years, RETSX has underperformed IVV with an annualized return of 11.63%, while IVV has yielded a comparatively higher 14.02% 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%
IVV
- 1D
- 2.88%
- 1M
- -4.99%
- YTD
- -4.38%
- 6M
- -1.80%
- 1Y
- 17.69%
- 3Y*
- 18.29%
- 5Y*
- 11.76%
- 10Y*
- 14.02%
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RETSX vs. IVV - Expense Ratio Comparison
RETSX has a 0.92% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
RETSX vs. IVV — Risk / Return Rank
RETSX
IVV
RETSX vs. IVV - 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 iShares Core S&P 500 ETF (IVV). 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 | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.97 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.49 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.53 | -0.76 |
Martin ratioReturn relative to average drawdown | 3.50 | 7.32 | -3.82 |
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 | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.97 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.70 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.78 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.42 | 0.00 |
Correlation
The correlation between RETSX and IVV is 0.98, 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. IVV - Dividend Comparison
RETSX's dividend yield for the trailing twelve months is around 0.48%, less than IVV's 1.23% 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% |
IVV iShares Core S&P 500 ETF | 1.23% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
RETSX vs. IVV - Drawdown Comparison
The maximum RETSX drawdown since its inception was -57.35%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for RETSX and IVV.
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Drawdown Indicators
| RETSX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.35% | -55.25% | -2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -12.06% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -24.53% | -1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -33.90% | +0.38% |
Current DrawdownCurrent decline from peak | -9.29% | -6.26% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -10.85% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.53% | +0.15% |
Volatility
RETSX vs. IVV - Volatility Comparison
The current volatility for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) is 4.12%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that RETSX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RETSX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.30% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 9.45% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 18.31% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 16.89% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 18.04% | -0.25% |