RGIYX vs. XLE
Compare and contrast key facts about Russell Investments Global Infrastructure Fund (RGIYX) and Energy Select Sector SPDR Fund (XLE).
RGIYX is managed by Russell. It was launched on Sep 29, 2010. XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RGIYX or XLE.
Key characteristics
| RGIYX | XLE | |
|---|---|---|
| YTD Return | 13.07% | 14.57% |
| 1Y Return | 25.47% | 17.55% |
| 3Y Return (Ann) | 5.60% | 21.29% |
| 5Y Return (Ann) | 5.95% | 14.51% |
| 10Y Return (Ann) | 5.93% | 4.75% |
| Sharpe Ratio | 2.20 | 0.96 |
| Sortino Ratio | 3.10 | 1.39 |
| Omega Ratio | 1.41 | 1.17 |
| Calmar Ratio | 1.90 | 1.29 |
| Martin Ratio | 12.01 | 3.01 |
| Ulcer Index | 2.04% | 5.71% |
| Daily Std Dev | 11.13% | 17.83% |
| Max Drawdown | -35.85% | -71.54% |
| Current Drawdown | -1.93% | -2.85% |
Correlation
The correlation between RGIYX and XLE is 0.59, 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.
Performance
RGIYX vs. XLE - Performance Comparison
In the year-to-date period, RGIYX achieves a 13.07% return, which is significantly lower than XLE's 14.57% return. Over the past 10 years, RGIYX has outperformed XLE with an annualized return of 5.93%, while XLE has yielded a comparatively lower 4.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RGIYX vs. XLE - Expense Ratio Comparison
RGIYX has a 0.85% expense ratio, which is higher than XLE's 0.13% expense ratio.
Risk-Adjusted Performance
RGIYX vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure Fund (RGIYX) and Energy Select Sector SPDR Fund (XLE). 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.
Dividends
RGIYX vs. XLE - Dividend Comparison
RGIYX's dividend yield for the trailing twelve months is around 2.57%, less than XLE's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGIYX Russell Investments Global Infrastructure Fund | 2.57% | 2.76% | 2.07% | 3.38% | 2.56% | 3.95% | 4.17% | 3.18% | 2.74% | 2.44% | 10.47% | 9.46% |
XLE Energy Select Sector SPDR Fund | 3.18% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
RGIYX vs. XLE - Drawdown Comparison
The maximum RGIYX drawdown since its inception was -35.85%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for RGIYX and XLE. For additional features, visit the drawdowns tool.
Volatility
RGIYX vs. XLE - Volatility Comparison
The current volatility for Russell Investments Global Infrastructure Fund (RGIYX) is 3.06%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 5.91%. This indicates that RGIYX experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.