PortfoliosLab logoPortfoliosLab logo
RGEAX vs. RINYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RGEAX vs. RINYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Global Equity Fund (RGEAX) and Russell Investments International Developed Markets Fund (RINYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RGEAX vs. RINYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RGEAX
Russell Investments Global Equity Fund
-5.73%20.92%15.25%22.12%-16.78%22.30%12.95%25.89%-9.41%22.83%
RINYX
Russell Investments International Developed Markets Fund
-4.32%28.76%2.93%16.47%-13.16%12.88%5.91%20.11%-15.25%25.22%

Returns By Period

In the year-to-date period, RGEAX achieves a -5.73% return, which is significantly lower than RINYX's -4.32% return. Over the past 10 years, RGEAX has outperformed RINYX with an annualized return of 10.96%, while RINYX has yielded a comparatively lower 7.57% annualized return.


RGEAX

1D
-0.19%
1M
-9.11%
YTD
-5.73%
6M
-2.52%
1Y
15.16%
3Y*
14.51%
5Y*
8.52%
10Y*
10.96%

RINYX

1D
0.11%
1M
-10.82%
YTD
-4.32%
6M
-0.45%
1Y
15.51%
3Y*
10.97%
5Y*
6.25%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RGEAX vs. RINYX - Expense Ratio Comparison

RGEAX has a 1.24% expense ratio, which is higher than RINYX's 0.77% expense ratio.


Return for Risk

RGEAX vs. RINYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RGEAX
RGEAX Risk / Return Rank: 4848
Overall Rank
RGEAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
RGEAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
RGEAX Omega Ratio Rank: 4949
Omega Ratio Rank
RGEAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
RGEAX Martin Ratio Rank: 5454
Martin Ratio Rank

RINYX
RINYX Risk / Return Rank: 4646
Overall Rank
RINYX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RINYX Sortino Ratio Rank: 4444
Sortino Ratio Rank
RINYX Omega Ratio Rank: 4444
Omega Ratio Rank
RINYX Calmar Ratio Rank: 4848
Calmar Ratio Rank
RINYX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RGEAX vs. RINYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Equity Fund (RGEAX) and Russell Investments International Developed Markets Fund (RINYX). 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.


RGEAXRINYXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.98

-0.08

Sortino ratio

Return per unit of downside risk

1.37

1.32

+0.05

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.10

1.19

-0.09

Martin ratio

Return relative to average drawdown

5.25

4.50

+0.74

RGEAX vs. RINYX - Sharpe Ratio Comparison

The current RGEAX Sharpe Ratio is 0.90, which is comparable to the RINYX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RGEAX and RINYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RGEAXRINYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.98

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.41

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.47

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.25

+0.09

Correlation

The correlation between RGEAX and RINYX is 0.90, 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

RGEAX vs. RINYX - Dividend Comparison

RGEAX's dividend yield for the trailing twelve months is around 8.83%, more than RINYX's 7.68% yield.


TTM20252024202320222021202020192018201720162015
RGEAX
Russell Investments Global Equity Fund
8.83%8.33%7.28%1.04%1.67%6.85%29.97%13.77%15.65%13.13%8.21%11.12%
RINYX
Russell Investments International Developed Markets Fund
7.68%7.35%3.64%2.35%1.45%3.58%1.26%3.15%8.95%2.07%2.55%1.55%

Drawdowns

RGEAX vs. RINYX - Drawdown Comparison

The maximum RGEAX drawdown since its inception was -56.78%, smaller than the maximum RINYX drawdown of -61.67%. Use the drawdown chart below to compare losses from any high point for RGEAX and RINYX.


Loading graphics...

Drawdown Indicators


RGEAXRINYXDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-61.67%

+4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-10.97%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-29.04%

+3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-39.46%

+4.61%

Current Drawdown

Current decline from peak

-9.51%

-10.82%

+1.31%

Average Drawdown

Average peak-to-trough decline

-9.22%

-14.91%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.94%

-0.45%

Volatility

RGEAX vs. RINYX - Volatility Comparison

The current volatility for Russell Investments Global Equity Fund (RGEAX) is 4.53%, while Russell Investments International Developed Markets Fund (RINYX) has a volatility of 6.01%. This indicates that RGEAX experiences smaller price fluctuations and is considered to be less risky than RINYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RGEAXRINYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

6.01%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

9.41%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

14.65%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

15.17%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

16.23%

+0.92%