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RINT vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINT vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Equity ETF (RINT) and First Trust S&P International Dividend Aristocrats ETF (FID). 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 RINT having a 11.48% return and FID slightly higher at 11.85%.


RINT

1D
0.14%
1M
1.79%
6M
6.25%
YTD
11.48%
1Y
25.05%
3Y*
5Y*
10Y*
ALL TIME*
23.16%

FID

1D
-0.13%
1M
4.60%
6M
7.03%
YTD
11.85%
1Y
22.20%
3Y*
18.43%
5Y*
9.02%
10Y*
ALL TIME*
7.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$249.39K$252.43K$349.18K
$631.20K$544.70K$524.60K

RINT vs. FID - Yearly Performance Comparison


Correlation

The correlation between RINT and FID is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

0.78

The correlation between RINT and FID has been stable across timeframes, ranging from 0.78 to 0.78 - a consistent structural relationship.

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Return for Risk

RINT vs. FID — Risk / Return Rank

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

RINT
RINT Risk / Return Rank: 6161
Overall Rank
RINT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 6363
Sortino Ratio Rank
RINT Omega Ratio Rank: 6262
Omega Ratio Rank
RINT Calmar Ratio Rank: 5454
Calmar Ratio Rank
RINT Martin Ratio Rank: 6161
Martin Ratio Rank

FID
FID Risk / Return Rank: 8080
Overall Rank
FID Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FID Sortino Ratio Rank: 8888
Sortino Ratio Rank
FID Omega Ratio Rank: 8787
Omega Ratio Rank
FID Calmar Ratio Rank: 6969
Calmar Ratio Rank
FID Martin Ratio Rank: 6767
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.

RINT vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Equity ETF (RINT) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


RINTFIDDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.30

1.39

-0.10

Calmar ratioReturn relative to maximum drawdown

2.11

2.50

-0.38

Martin ratioReturn relative to average drawdown

8.01

8.44

-0.43

RINT vs. FID - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.63, which is comparable to the FID Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of RINT and FID, 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

RINT vs. FID - Drawdown Comparison

The maximum RINT drawdown since its inception was -11.91%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for RINT and FID.


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Drawdown Indicators


RINTFIDDifference

Max Drawdown

Largest peak-to-trough decline

-11.91%

-39.79%

+27.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-8.93%

-2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

Current Drawdown

Current decline from peak

-0.27%

-0.86%

+0.59%

Average Drawdown

Average peak-to-trough decline

-1.73%

-8.33%

+6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.64%

+0.49%

Volatility

RINT vs. FID - Volatility Comparison

Russell Investments International Developed Equity ETF (RINT) has a higher volatility of 4.48% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 2.46%. This indicates that RINT's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINTFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

2.46%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

8.49%

+4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

10.16%

+5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.88%

17.02%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

18.82%

-3.94%

RINT vs. FID - Expense Ratio Comparison

RINT has a 0.49% expense ratio, which is lower than FID's 0.60% expense ratio.


Dividends

RINT vs. FID - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.80%, less than FID's 4.05% yield.


PositionTTM20252024202320222021202020192018
FID
First Trust S&P International Dividend Aristocrats ETF
4.05%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%
RINT
Russell Investments International Developed Equity ETF
0.80%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RINT and FID have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RINT has higher volatility (4.48%) compared to FID (2.46%). In terms of maximum drawdown, RINT dropped -11.91% vs FID's -39.79%.

On 1-year performance, RINT leads with 25.05% vs 22.20% for FID. On fees, RINT is cheaper at 0.49% per year. On volatility, FID has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RINT has performed better with a 25.05% return vs 22.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RINT is cheaper with a 0.49% expense ratio, compared with 0.60% for FID.

FID has the higher dividend yield at 4.05%, compared with 0.80% for RINT.

They also come from different issuers: Russell and First Trust. Their fees differ too: 0.49% for RINT and 0.60% for FID.

FID currently has the higher Sharpe Ratio (2.20 vs 1.63), 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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