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RIFI.TO vs. RIIN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIFI.TO vs. RIIN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Russell Investments Fixed Income Pool (RIFI.TO) and Russell Investments Global Infrastructure Pool (RIIN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIFI.TO achieves a 0.75% return, which is significantly lower than RIIN.TO's 14.75% return.


RIFI.TO

1D
0.17%
1M
-1.41%
6M
0.42%
YTD
0.75%
1Y
3.61%
3Y*
4.19%
5Y*
0.20%
10Y*
ALL TIME*
1.03%

RIIN.TO

1D
0.70%
1M
0.75%
6M
12.04%
YTD
14.75%
1Y
19.41%
3Y*
16.20%
5Y*
12.56%
10Y*
ALL TIME*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$25.16KCA$28.29KCA$29.32K
CA$83.70KCA$81.11KCA$107.94K

RIFI.TO vs. RIIN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RIFI.TO
Russell Investments Fixed Income Pool
0.75%2.96%4.26%6.17%-11.54%-2.03%7.40%
RIIN.TO
Russell Investments Global Infrastructure Pool
14.75%11.43%21.76%3.17%4.20%14.23%-9.79%

Correlation

The correlation between RIFI.TO and RIIN.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.10

Over the past year, RIFI.TO and RIIN.TO have become more correlated (0.30) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

RIFI.TO vs. RIIN.TO — Risk / Return Rank

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

RIFI.TO
RIFI.TO Risk / Return Rank: 3434
Overall Rank
RIFI.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
RIFI.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
RIFI.TO Omega Ratio Rank: 3838
Omega Ratio Rank
RIFI.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
RIFI.TO Martin Ratio Rank: 3636
Martin Ratio Rank

RIIN.TO
RIIN.TO Risk / Return Rank: 7979
Overall Rank
RIIN.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RIIN.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
RIIN.TO Omega Ratio Rank: 7878
Omega Ratio Rank
RIIN.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
RIIN.TO Martin Ratio Rank: 6868
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.

RIFI.TO vs. RIIN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Fixed Income Pool (RIFI.TO) and Russell Investments Global Infrastructure Pool (RIIN.TO). 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.


RIFI.TORIIN.TODifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratioReturn relative to maximum drawdown

1.39

3.70

-2.31

Martin ratioReturn relative to average drawdown

3.56

8.38

-4.81

RIFI.TO vs. RIIN.TO - Sharpe Ratio Comparison

The current RIFI.TO Sharpe Ratio is 0.75, which is lower than the RIIN.TO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of RIFI.TO and RIIN.TO, 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

RIFI.TO vs. RIIN.TO - Drawdown Comparison

The maximum RIFI.TO drawdown since its inception was -19.47%, smaller than the maximum RIIN.TO drawdown of -34.62%. Use the drawdown chart below to compare losses from any high point for RIFI.TO and RIIN.TO.


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Drawdown Indicators


RIFI.TORIIN.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.47%

-34.62%

+15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-5.27%

+2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-4.21%

-10.21%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-13.40%

-3.06%

Current Drawdown

Current decline from peak

-2.96%

-0.75%

-2.21%

Average Drawdown

Average peak-to-trough decline

-8.07%

-5.60%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.32%

-1.30%

Volatility

RIFI.TO vs. RIIN.TO - Volatility Comparison

The current volatility for Russell Investments Fixed Income Pool (RIFI.TO) is 1.12%, while Russell Investments Global Infrastructure Pool (RIIN.TO) has a volatility of 2.81%. This indicates that RIFI.TO experiences smaller price fluctuations and is considered to be less risky than RIIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIFI.TORIIN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

2.81%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

8.18%

-4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

4.86%

10.33%

-5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

12.76%

-5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.44%

15.67%

-6.23%

Dividends

RIFI.TO vs. RIIN.TO - Dividend Comparison

RIFI.TO's dividend yield for the trailing twelve months is around 4.06%, less than RIIN.TO's 6.39% yield.


PositionTTM202520242023202220212020
RIFI.TO
Russell Investments Fixed Income Pool
4.06%4.04%4.00%3.93%2.03%1.82%1.91%
RIIN.TO
Russell Investments Global Infrastructure Pool
6.39%7.00%6.34%4.52%4.46%4.12%4.77%

Frequently Asked Questions


RIFI.TO and RIIN.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RIFI.TO is categorized as Total Bond Market, while RIIN.TO is Infrastructure Equities.

Portfolio Optimizer

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