RGIYX vs. RGSVX
RGIYX (Russell Investments Global Infrastructure Fund) and RGSVX (ClearBridge Global Infrastructure Income Fund) are both Infrastructure Equities funds. Over the past 5 years, RGIYX returned 9.67%/yr vs 8.82%/yr for RGSVX. Their correlation of 0.91 means they have usually moved in the same direction. RGIYX charges 0.85%/yr vs 0.89%/yr for RGSVX.
Performance
RGIYX vs. RGSVX - Performance Comparison
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Returns By Period
In the year-to-date period, RGIYX achieves a 10.36% return, which is significantly lower than RGSVX's 12.37% return.
RGIYX
- 1D
- -0.18%
- 1M
- -0.55%
- 6M
- 6.28%
- YTD
- 10.36%
- 1Y
- 15.08%
- 3Y*
- 14.18%
- 5Y*
- 9.67%
- 10Y*
- 7.96%
- ALL TIME*
- 8.18%
RGSVX
- 1D
- -0.59%
- 1M
- -0.06%
- 6M
- 7.40%
- YTD
- 12.37%
- 1Y
- 19.73%
- 3Y*
- 13.94%
- 5Y*
- 8.82%
- 10Y*
- —
- ALL TIME*
- 9.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RGIYX vs. RGSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RGIYX Russell Investments Global Infrastructure Fund | 10.36% | 20.07% | 9.96% | 6.94% | -2.95% | 12.44% | -3.37% | 27.98% | -9.87% | 18.96% |
RGSVX ClearBridge Global Infrastructure Income Fund | 12.37% | 26.02% | 2.19% | 3.64% | -5.85% | 12.09% | 12.33% | 26.21% | -7.94% | 17.05% |
Correlation
The correlation between RGIYX and RGSVX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.91 |
The correlation between RGIYX and RGSVX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
RGIYX vs. RGSVX — Risk / Return Rank
RGIYX
RGSVX
RGIYX vs. RGSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure Fund (RGIYX) and ClearBridge Global Infrastructure Income Fund (RGSVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RGIYX | RGSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 3.07 | -0.48 |
| Martin ratioReturn relative to average drawdown | 7.83 | 8.62 | -0.78 |
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Drawdowns
RGIYX vs. RGSVX - Drawdown Comparison
The maximum RGIYX drawdown since its inception was -39.17%, which is greater than RGSVX's maximum drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for RGIYX and RGSVX.
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Drawdown Indicators
| RGIYX | RGSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.17% | -35.19% | -3.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -6.49% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -10.80% | -12.38% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -24.50% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -39.17% | — | — |
Current DrawdownCurrent decline from peak | -2.09% | -3.47% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -5.58% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.31% | -0.34% |
Volatility
RGIYX vs. RGSVX - Volatility Comparison
The current volatility for Russell Investments Global Infrastructure Fund (RGIYX) is 2.71%, while ClearBridge Global Infrastructure Income Fund (RGSVX) has a volatility of 2.90%. This indicates that RGIYX experiences smaller price fluctuations and is considered to be less risky than RGSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RGIYX | RGSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.90% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 9.77% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 11.46% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.52% | 14.05% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 15.57% | +0.26% |
RGIYX vs. RGSVX - Expense Ratio Comparison
RGIYX has a 0.85% expense ratio, which is lower than RGSVX's 0.89% expense ratio.
Dividends
RGIYX vs. RGSVX - Dividend Comparison
RGIYX's dividend yield for the trailing twelve months is around 8.21%, more than RGSVX's 3.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGIYX Russell Investments Global Infrastructure Fund | 8.21% | 9.39% | 5.64% | 2.76% | 3.46% | 17.26% | 7.80% | 15.89% | 9.20% | 11.32% | 6.70% | 5.67% |
RGSVX ClearBridge Global Infrastructure Income Fund | 3.23% | 3.00% | 4.04% | 4.78% | 4.90% | 4.65% | 3.79% | 2.99% | 2.79% | 2.20% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, RGIYX and RGSVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
RGSVX has higher volatility (2.90%) compared to RGIYX (2.71%). In terms of maximum drawdown, RGIYX dropped -39.17% vs RGSVX's -35.19%.
RGSVX currently has the higher Sharpe Ratio (1.74 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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