RINT vs. VEA

Last updated Jun 4, 2026

RINT (Russell Investments International Developed Equity ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both Foreign Large Cap Equities funds. RINT is actively managed, while VEA is passively managed. Over the past year, RINT returned 21.90% vs 32.48% for VEA. With a 0.97 correlation, they move nearly in lockstep. RINT charges 0.49%/yr vs 0.03%/yr for VEA.

Performance

RINT vs. VEA - Performance Comparison

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

Returns By Period

In the year-to-date period, RINT achieves a 8.39% return, which is significantly lower than VEA's 14.92% return.

RINT

• 1D: -0.77%
• 1M: 3.99%
• YTD: 8.39%
• 6M: 11.05%
• 1Y: 21.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VEA

• 1D: -0.90%
• 1M: 5.54%
• YTD: 14.92%
• 6M: 18.15%
• 1Y: 32.48%
• 3Y*: 19.77%
• 5Y*: 9.60%
• 10Y*: 10.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RINT vs. VEA - Yearly Performance Comparison

	2026 (YTD)	2025
RINT Russell Investments International Developed Equity ETF	8.39%	16.65%
VEA Vanguard FTSE Developed Markets ETF	14.92%	19.57%

Correlation

The correlation between RINT and VEA is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since May 15, 2025	0.97

The correlation between RINT and VEA has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

Return for Risk

RINT vs. VEA — Risk / Return Rank

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

RINT

RINT Risk / Return Rank: 42
RINT Sharpe Ratio Rank: 43
RINT Sortino Ratio Rank: 43
RINT Omega Ratio Rank: 44
RINT Calmar Ratio Rank: 38
RINT Martin Ratio Rank: 44

VEA

VEA Risk / Return Rank: 59
VEA Sharpe Ratio Rank: 60
VEA Sortino Ratio Rank: 60
VEA Omega Ratio Rank: 60
VEA Calmar Ratio Rank: 55
VEA Martin Ratio Rank: 60

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. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Equity ETF (RINT) and Vanguard FTSE Developed Markets ETF (VEA). 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.

	RINT	VEA	Difference
Sharpe ratio: Return per unit of total volatility	1.49	2.09	-0.60
Sortino ratio: Return per unit of downside risk	2.12	2.87	-0.75
Omega ratio: Gain probability vs. loss probability	1.27	1.38	-0.10
Calmar ratio: Return relative to maximum drawdown	1.85	2.81	-0.96
Martin ratio: Return relative to average drawdown	6.94	10.94	-4.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RINT vs. VEA - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.49, which is comparable to the VEA Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of RINT and VEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RINT	VEA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	2.09	-0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.72	0.25	+1.47

Drawdowns

RINT vs. VEA - Drawdown Comparison

The maximum RINT drawdown since its inception was -11.91%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for RINT and VEA.

Drawdown Indicators

	RINT	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-11.91%	-60.68%	+48.77%
Max Drawdown (1Y) Largest decline over 1 year	-11.91%	-11.63%	-0.28%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.71%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.73%	—
Current Drawdown Current decline from peak	-0.86%	-0.90%	+0.04%
Average Drawdown Average peak-to-trough decline	-1.82%	-13.29%	+11.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	2.98%	+0.18%

Volatility

RINT vs. VEA - Volatility Comparison

The current volatility for Russell Investments International Developed Equity ETF (RINT) is 4.31%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 5.66%. This indicates that RINT experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RINT	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	5.66%	-1.35%
Volatility (6M) Calculated over the trailing 6-month period	12.36%	13.32%	-0.96%
Volatility (1Y) Calculated over the trailing 1-year period	14.79%	15.66%	-0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	16.55%	-1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	17.36%	-2.72%

RINT vs. VEA - Expense Ratio Comparison

RINT has a 0.49% expense ratio, which is higher than VEA's 0.03% expense ratio.

Dividends

RINT vs. VEA - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.82%, less than VEA's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RINT Russell Investments International Developed Equity ETF	0.82%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.62%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Frequently Asked Questions

Can I hold both RINT and VEA in my portfolio?

With a correlation of 0.97, RINT and VEA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RINT or VEA?

VEA has higher volatility (5.66%) compared to RINT (4.31%). In terms of maximum drawdown, RINT dropped -11.91% vs VEA's -60.68%.

Which ETF is better, RINT or VEA?

On 1-year performance, VEA leads with 32.48% vs 21.90% for RINT. On fees, VEA is cheaper at 0.03% per year. On volatility, RINT has been the lower-risk option at 4.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RINT or VEA?

Over the 1-year period, VEA has performed better with a 32.48% return vs 21.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RINT or VEA?

VEA is cheaper with a 0.03% expense ratio, compared with 0.49% for RINT.

Which ETF pays a higher dividend yield, RINT or VEA?

VEA has the higher dividend yield at 2.62%, compared with 0.82% for RINT.

What is the main difference between RINT and VEA?

They also come from different issuers: Russell and Vanguard. Their fees differ too: 0.49% for RINT and 0.03% for VEA.

Which has better risk-adjusted returns?

VEA currently has the higher Sharpe Ratio (2.09 vs 1.49), 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.