RGEAX vs. RTIYX
Compare and contrast key facts about Russell Investments Global Equity Fund (RGEAX) and Russell Investments Multifactor International Equity Fund (RTIYX).
RGEAX is managed by Russell. It was launched on Feb 27, 2007. RTIYX is managed by Russell. It was launched on Jul 30, 2014.
Performance
RGEAX vs. RTIYX - Performance Comparison
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RGEAX vs. RTIYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RTIYX Russell Investments Multifactor International Equity Fund | -1.18% | 31.04% | 4.69% | 16.46% | -13.13% | 14.05% | 2.64% | 20.19% | -14.91% | 25.14% |
Returns By Period
In the year-to-date period, RGEAX achieves a -5.73% return, which is significantly lower than RTIYX's -1.18% return. Over the past 10 years, RGEAX has outperformed RTIYX with an annualized return of 10.96%, while RTIYX has yielded a comparatively lower 8.07% 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%
RTIYX
- 1D
- 0.08%
- 1M
- -10.21%
- YTD
- -1.18%
- 6M
- 3.37%
- 1Y
- 20.40%
- 3Y*
- 13.77%
- 5Y*
- 7.98%
- 10Y*
- 8.07%
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RGEAX vs. RTIYX - Expense Ratio Comparison
RGEAX has a 1.24% expense ratio, which is higher than RTIYX's 0.44% expense ratio.
Return for Risk
RGEAX vs. RTIYX — Risk / Return Rank
RGEAX
RTIYX
RGEAX vs. RTIYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Equity Fund (RGEAX) and Russell Investments Multifactor International Equity Fund (RTIYX). 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.
| RGEAX | RTIYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.32 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.73 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.75 | -0.65 |
Martin ratioReturn relative to average drawdown | 5.25 | 6.76 | -1.51 |
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
| RGEAX | RTIYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.32 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.52 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.50 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.40 | -0.05 |
Correlation
The correlation between RGEAX and RTIYX is 0.87, 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. RTIYX - Dividend Comparison
RGEAX's dividend yield for the trailing twelve months is around 8.83%, more than RTIYX's 2.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RTIYX Russell Investments Multifactor International Equity Fund | 2.22% | 2.19% | 5.35% | 3.42% | 2.25% | 6.39% | 2.11% | 5.46% | 3.50% | 2.64% | 2.39% | 2.94% |
Drawdowns
RGEAX vs. RTIYX - Drawdown Comparison
The maximum RGEAX drawdown since its inception was -56.78%, which is greater than RTIYX's maximum drawdown of -38.06%. Use the drawdown chart below to compare losses from any high point for RGEAX and RTIYX.
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Drawdown Indicators
| RGEAX | RTIYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.78% | -38.06% | -18.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -10.42% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -28.03% | +2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -38.06% | +3.21% |
Current DrawdownCurrent decline from peak | -9.51% | -10.21% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -7.94% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.71% | -0.22% |
Volatility
RGEAX vs. RTIYX - Volatility Comparison
The current volatility for Russell Investments Global Equity Fund (RGEAX) is 4.53%, while Russell Investments Multifactor International Equity Fund (RTIYX) has a volatility of 6.18%. This indicates that RGEAX experiences smaller price fluctuations and is considered to be less risky than RTIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RGEAX | RTIYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 6.18% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 9.66% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 14.66% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 15.51% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 16.30% | +0.85% |