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RINT vs. RGLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINT vs. RGLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Equity ETF (RINT) and Russell Investments Global Equity ETF (RGLO). 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 stocks are quite close, with RINT having a 9.99% return and RGLO slightly lower at 9.72%.


RINT

1D
0.05%
1M
2.13%
YTD
9.99%
6M
10.44%
1Y
25.36%
3Y*
5Y*
10Y*

RGLO

1D
-0.40%
1M
0.55%
YTD
9.72%
6M
9.92%
1Y
28.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINT vs. RGLO - Yearly Performance Comparison


Correlation

The correlation between RINT and RGLO is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.84

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

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Return for Risk

RINT vs. RGLO — Risk / Return Rank

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

RINT
RINT Risk / Return Rank: 4949
Overall Rank
RINT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 5050
Sortino Ratio Rank
RINT Omega Ratio Rank: 5050
Omega Ratio Rank
RINT Calmar Ratio Rank: 4545
Calmar Ratio Rank
RINT Martin Ratio Rank: 4949
Martin Ratio Rank

RGLO
RGLO Risk / Return Rank: 6969
Overall Rank
RGLO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RGLO Sortino Ratio Rank: 7070
Sortino Ratio Rank
RGLO Omega Ratio Rank: 6969
Omega Ratio Rank
RGLO Calmar Ratio Rank: 6363
Calmar Ratio Rank
RGLO Martin Ratio Rank: 7373
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.

RINT vs. RGLO - Risk-Adjusted Trends Comparison

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


RINTRGLODifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

2.14

3.01

-0.87

Martin ratioReturn relative to average drawdown

8.04

13.30

-5.26

RINT vs. RGLO - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.68, which is comparable to the RGLO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of RINT and RGLO, 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. RGLO - Drawdown Comparison

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


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Drawdown Indicators


RINTRGLODifference

Max Drawdown

Largest peak-to-trough decline

-11.91%

-9.61%

-2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-9.61%

-2.30%

Current Drawdown

Current decline from peak

0.00%

-1.39%

+1.39%

Average Drawdown

Average peak-to-trough decline

-1.78%

-1.19%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.17%

+0.99%

Volatility

RINT vs. RGLO - Volatility Comparison

Russell Investments International Developed Equity ETF (RINT) and Russell Investments Global Equity ETF (RGLO) have volatilities of 4.54% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINTRGLODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

4.47%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

10.57%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.20%

13.18%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

13.01%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

13.01%

+1.85%

RINT vs. RGLO - Expense Ratio Comparison

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


Dividends

RINT vs. RGLO - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.81%, more than RGLO's 0.58% yield.


Frequently Asked Questions


RINT and RGLO 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 (4.54%) compared to RGLO (4.47%). In terms of maximum drawdown, RINT dropped -11.91% vs RGLO's -9.61%.

On 1-year performance, RGLO leads with 28.81% vs 25.36% for RINT. Both ETFs have the same 0.49% expense ratio. Their volatility is very similar. 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 28.81% return vs 25.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

RINT has the higher dividend yield at 0.81%, compared with 0.58% for RGLO.

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

RGLO currently has the higher Sharpe Ratio (2.20 vs 1.68), 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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