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

Performance

RGIYX vs. RINYX - Performance Comparison

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

Loading graphics...

RGIYX vs. RINYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RGIYX
Russell Investments Global Infrastructure Fund
9.08%20.07%9.96%6.94%-2.95%12.44%-3.37%27.98%-9.87%18.96%
RINYX
Russell Investments International Developed Markets Fund
-1.88%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, RGIYX achieves a 9.08% return, which is significantly higher than RINYX's -1.88% return. Over the past 10 years, RGIYX has outperformed RINYX with an annualized return of 8.47%, while RINYX has yielded a comparatively lower 7.84% annualized return.


RGIYX

1D
0.84%
1M
-2.88%
YTD
9.08%
6M
10.10%
1Y
22.44%
3Y*
13.83%
5Y*
10.27%
10Y*
8.47%

RINYX

1D
2.54%
1M
-6.90%
YTD
-1.88%
6M
1.52%
1Y
17.99%
3Y*
11.91%
5Y*
6.57%
10Y*
7.84%
*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.


RGIYX vs. RINYX - Expense Ratio Comparison

RGIYX has a 0.85% expense ratio, which is higher than RINYX's 0.77% expense ratio.


Return for Risk

RGIYX vs. RINYX — Risk / Return Rank

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

RGIYX
RGIYX Risk / Return Rank: 9090
Overall Rank
RGIYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RGIYX Sortino Ratio Rank: 8787
Sortino Ratio Rank
RGIYX Omega Ratio Rank: 8888
Omega Ratio Rank
RGIYX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RGIYX Martin Ratio Rank: 9494
Martin Ratio Rank

RINYX
RINYX Risk / Return Rank: 5858
Overall Rank
RINYX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RINYX Sortino Ratio Rank: 5757
Sortino Ratio Rank
RINYX Omega Ratio Rank: 5656
Omega Ratio Rank
RINYX Calmar Ratio Rank: 5858
Calmar Ratio Rank
RINYX Martin Ratio Rank: 5252
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.

RGIYX vs. RINYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure Fund (RGIYX) 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.


RGIYXRINYXDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.25

+0.67

Sortino ratio

Return per unit of downside risk

2.48

1.65

+0.83

Omega ratio

Gain probability vs. loss probability

1.39

1.24

+0.15

Calmar ratio

Return relative to maximum drawdown

2.77

1.57

+1.20

Martin ratio

Return relative to average drawdown

13.22

5.85

+7.36

RGIYX vs. RINYX - Sharpe Ratio Comparison

The current RGIYX Sharpe Ratio is 1.93, which is higher than the RINYX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of RGIYX 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


RGIYXRINYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.25

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.43

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.48

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.26

+0.27

Correlation

The correlation between RGIYX and RINYX is 0.80, 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

RGIYX vs. RINYX - Dividend Comparison

RGIYX's dividend yield for the trailing twelve months is around 8.61%, more than RINYX's 7.49% yield.


TTM20252024202320222021202020192018201720162015
RGIYX
Russell Investments Global Infrastructure Fund
8.61%9.39%5.64%2.76%3.46%17.26%7.80%15.89%9.20%11.32%6.70%5.67%
RINYX
Russell Investments International Developed Markets Fund
7.49%7.35%3.64%2.35%1.45%3.58%1.26%3.15%8.95%2.07%2.55%1.55%

Drawdowns

RGIYX vs. RINYX - Drawdown Comparison

The maximum RGIYX drawdown since its inception was -39.17%, smaller than the maximum RINYX drawdown of -61.67%. Use the drawdown chart below to compare losses from any high point for RGIYX and RINYX.


Loading graphics...

Drawdown Indicators


RGIYXRINYXDifference

Max Drawdown

Largest peak-to-trough decline

-39.17%

-61.67%

+22.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

-10.97%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-29.04%

+8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.17%

-39.46%

+0.29%

Current Drawdown

Current decline from peak

-3.22%

-8.56%

+5.34%

Average Drawdown

Average peak-to-trough decline

-4.70%

-14.90%

+10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.95%

-1.18%

Volatility

RGIYX vs. RINYX - Volatility Comparison

The current volatility for Russell Investments Global Infrastructure Fund (RGIYX) is 4.08%, while Russell Investments International Developed Markets Fund (RINYX) has a volatility of 6.59%. This indicates that RGIYX 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


RGIYXRINYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

6.59%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

9.74%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

14.83%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.45%

15.21%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

16.24%

-0.34%