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RGLO vs. RINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGLO vs. RINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Global Equity ETF (RGLO) and Russell Investments International Developed Equity ETF (RINT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with RGLO having a 11.23% return and RINT slightly higher at 11.32%.


RGLO

1D
0.82%
1M
1.83%
6M
8.10%
YTD
11.23%
1Y
25.52%
3Y*
5Y*
10Y*
ALL TIME*
26.15%

RINT

1D
-0.41%
1M
1.64%
6M
6.58%
YTD
11.32%
1Y
24.87%
3Y*
5Y*
10Y*
ALL TIME*
23.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$807.21K$816.28K$983.08K
$663.68K$551.61K$523.28K

RGLO vs. RINT - Yearly Performance Comparison


Correlation

The correlation between RGLO and RINT is 0.84, 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.

0.84

Correlation (All Time)
Calculated using the full available price history since May 30, 2025

0.83

The correlation between RGLO and RINT has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.

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Return for Risk

RGLO vs. RINT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RGLO
RGLO Risk / Return Rank: 7676
Overall Rank
RGLO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RGLO Sortino Ratio Rank: 7676
Sortino Ratio Rank
RGLO Omega Ratio Rank: 7676
Omega Ratio Rank
RGLO Calmar Ratio Rank: 7070
Calmar Ratio Rank
RGLO Martin Ratio Rank: 8181
Martin Ratio Rank

RINT
RINT Risk / Return Rank: 6565
Overall Rank
RINT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 6868
Sortino Ratio Rank
RINT Omega Ratio Rank: 6868
Omega Ratio Rank
RINT Calmar Ratio Rank: 5858
Calmar Ratio Rank
RINT Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RGLO vs. RINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Equity ETF (RGLO) and Russell Investments International Developed Equity ETF (RINT). 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.


RGLORINTDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

2.49

2.06

+0.43

Martin ratioReturn relative to average drawdown

10.73

7.81

+2.92

RGLO vs. RINT - Sharpe Ratio Comparison

The current RGLO Sharpe Ratio is 1.76, which is comparable to the RINT Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of RGLO and RINT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RGLO vs. RINT - Drawdown Comparison

The maximum RGLO drawdown since its inception was -9.61%, smaller than the maximum RINT drawdown of -11.91%. Use the drawdown chart below to compare losses from any high point for RGLO and RINT.


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Drawdown Indicators


RGLORINTDifference

Max Drawdown

Largest peak-to-trough decline

-9.61%

-11.91%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-11.91%

+2.30%

Current Drawdown

Current decline from peak

-0.10%

-0.41%

+0.31%

Average Drawdown

Average peak-to-trough decline

-1.22%

-1.74%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

3.13%

-0.90%

Volatility

RGLO vs. RINT - Volatility Comparison

The current volatility for Russell Investments Global Equity ETF (RGLO) is 4.12%, while Russell Investments International Developed Equity ETF (RINT) has a volatility of 4.58%. This indicates that RGLO experiences smaller price fluctuations and is considered to be less risky than RINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RGLORINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.58%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

13.47%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

15.46%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.08%

14.90%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.08%

14.90%

-1.82%

RGLO vs. RINT - Expense Ratio Comparison

Both RGLO and RINT have an expense ratio of 0.49%.


Dividends

RGLO vs. RINT - Dividend Comparison

RGLO's dividend yield for the trailing twelve months is around 0.57%, less than RINT's 0.80% yield.


Frequently Asked Questions


RGLO and RINT have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RINT has higher volatility (4.58%) compared to RGLO (4.12%). In terms of maximum drawdown, RGLO dropped -9.61% vs RINT's -11.91%.

On 1-year performance, RGLO leads with 25.52% vs 24.87% for RINT. Both ETFs have the same 0.49% expense ratio. On volatility, RGLO has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RGLO has performed better with a 25.52% return vs 24.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RGLO and RINT have the same expense ratio: 0.49% per year.

RINT has the higher dividend yield at 0.80%, compared with 0.57% for RGLO.

RGLO is categorized as Global Equities, while RINT is Foreign Large Cap Equities.

RGLO currently has the higher Sharpe Ratio (1.76 vs 1.59), 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.

Portfolio Optimizer

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