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RGIYX vs. VGELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RGIYX vs. VGELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Global Infrastructure Fund (RGIYX) and Vanguard Energy Fund Admiral Shares (VGELX). The values are adjusted to include any dividend payments, if applicable.

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RGIYX vs. VGELX - 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%
VGELX
Vanguard Energy Fund Admiral Shares
24.12%20.76%30.46%8.87%23.70%27.80%-30.80%13.32%-17.12%3.31%

Returns By Period

In the year-to-date period, RGIYX achieves a 9.08% return, which is significantly lower than VGELX's 24.12% return. Over the past 10 years, RGIYX has underperformed VGELX with an annualized return of 8.47%, while VGELX has yielded a comparatively higher 10.96% 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%

VGELX

1D
0.04%
1M
3.96%
YTD
24.12%
6M
28.52%
1Y
35.55%
3Y*
29.14%
5Y*
24.56%
10Y*
10.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RGIYX vs. VGELX - Expense Ratio Comparison

RGIYX has a 0.85% expense ratio, which is higher than VGELX's 0.33% expense ratio.


Return for Risk

RGIYX vs. VGELX — 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

VGELX
VGELX Risk / Return Rank: 9595
Overall Rank
VGELX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VGELX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGELX Omega Ratio Rank: 9494
Omega Ratio Rank
VGELX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VGELX Martin Ratio Rank: 9696
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. VGELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure Fund (RGIYX) and Vanguard Energy Fund Admiral Shares (VGELX). 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.


RGIYXVGELXDifference

Sharpe ratio

Return per unit of total volatility

1.93

2.45

-0.52

Sortino ratio

Return per unit of downside risk

2.48

3.05

-0.56

Omega ratio

Gain probability vs. loss probability

1.39

1.48

-0.09

Calmar ratio

Return relative to maximum drawdown

2.77

3.02

-0.25

Martin ratio

Return relative to average drawdown

13.22

14.72

-1.50

RGIYX vs. VGELX - Sharpe Ratio Comparison

The current RGIYX Sharpe Ratio is 1.93, which is comparable to the VGELX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of RGIYX and VGELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RGIYXVGELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.45

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.32

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.47

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.36

+0.17

Correlation

The correlation between RGIYX and VGELX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RGIYX vs. VGELX - Dividend Comparison

RGIYX's dividend yield for the trailing twelve months is around 8.61%, more than VGELX's 6.96% 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%
VGELX
Vanguard Energy Fund Admiral Shares
6.96%4.79%34.15%6.91%4.71%3.70%4.54%3.38%3.07%3.05%1.91%2.70%

Drawdowns

RGIYX vs. VGELX - Drawdown Comparison

The maximum RGIYX drawdown since its inception was -39.17%, smaller than the maximum VGELX drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for RGIYX and VGELX.


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Drawdown Indicators


RGIYXVGELXDifference

Max Drawdown

Largest peak-to-trough decline

-39.17%

-65.22%

+26.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

-12.30%

+3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-19.72%

-0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-39.17%

-61.13%

+21.96%

Current Drawdown

Current decline from peak

-3.22%

0.00%

-3.22%

Average Drawdown

Average peak-to-trough decline

-4.70%

-19.26%

+14.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.52%

-0.75%

Volatility

RGIYX vs. VGELX - Volatility Comparison

Russell Investments Global Infrastructure Fund (RGIYX) has a higher volatility of 4.08% compared to Vanguard Energy Fund Admiral Shares (VGELX) at 3.79%. This indicates that RGIYX's price experiences larger fluctuations and is considered to be riskier than VGELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RGIYXVGELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.79%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

8.54%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

14.77%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.45%

18.65%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

23.27%

-7.37%