RETSX vs. VYM
Compare and contrast key facts about Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and Vanguard High Dividend Yield ETF (VYM).
RETSX is managed by BlackRock. It was launched on Oct 7, 1996. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
RETSX vs. VYM - Performance Comparison
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RETSX vs. VYM - 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% |
VYM Vanguard High Dividend Yield ETF | 3.69% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, RETSX achieves a -4.86% return, which is significantly lower than VYM's 3.69% return. Over the past 10 years, RETSX has outperformed VYM with an annualized return of 11.94%, while VYM has yielded a comparatively lower 11.22% 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%
VYM
- 1D
- -0.10%
- 1M
- -4.02%
- YTD
- 3.69%
- 6M
- 6.19%
- 1Y
- 17.89%
- 3Y*
- 15.17%
- 5Y*
- 11.02%
- 10Y*
- 11.22%
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RETSX vs. VYM - Expense Ratio Comparison
RETSX has a 0.92% expense ratio, which is higher than VYM's 0.04% expense ratio.
Return for Risk
RETSX vs. VYM — Risk / Return Rank
RETSX
VYM
RETSX vs. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.19 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.70 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.56 | -0.35 |
Martin ratioReturn relative to average drawdown | 5.44 | 6.86 | -1.41 |
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 | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.19 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.79 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.69 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.49 | -0.06 |
Correlation
The correlation between RETSX and VYM is 0.88, 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. VYM - Dividend Comparison
RETSX's dividend yield for the trailing twelve months is around 0.46%, less than VYM's 2.37% 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% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
RETSX vs. VYM - Drawdown Comparison
The maximum RETSX drawdown since its inception was -57.35%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for RETSX and VYM.
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Drawdown Indicators
| RETSX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.35% | -56.98% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -11.32% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -15.84% | -9.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -35.21% | +1.69% |
Current DrawdownCurrent decline from peak | -6.73% | -4.91% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -7.25% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.57% | +0.14% |
Volatility
RETSX vs. VYM - Volatility Comparison
Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) has a higher volatility of 5.18% compared to Vanguard High Dividend Yield ETF (VYM) at 3.60%. This indicates that RETSX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RETSX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 3.60% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 7.96% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.19% | 15.14% | +3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 13.97% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 16.33% | +1.48% |