RETSX vs. VYM

In the year-to-date period, RETSX achieves a -0.01% return, which is significantly lower than VYM's 1.79% return. Over the past 10 years, RETSX has outperformed VYM with an annualized return of 10.77%, while VYM has yielded a comparatively lower 9.76% annualized return.

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RETSX has a 0.92% expense ratio, which is higher than VYM's 0.06% expense ratio.

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.

The current RETSX Sharpe Ratio is 0.52, which is lower than the VYM Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of RETSX and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RETSX's dividend yield for the trailing twelve months is around 0.49%, less than VYM's 2.86% yield.

The maximum RETSX drawdown since its inception was -57.34%, 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.

Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) has a higher volatility of 4.91% compared to Vanguard High Dividend Yield ETF (VYM) at 4.33%. 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.