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RINYX vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RINYX vs. IVFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Markets Fund (RINYX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). The values are adjusted to include any dividend payments, if applicable.

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RINYX vs. IVFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RINYX
Russell Investments International Developed Markets Fund
-1.88%28.76%2.93%16.47%-13.16%12.88%5.91%20.11%-15.25%25.22%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
6.75%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.63%

Returns By Period

In the year-to-date period, RINYX achieves a -1.88% return, which is significantly lower than IVFIX's 6.75% return. Over the past 10 years, RINYX has outperformed IVFIX with an annualized return of 7.84%, while IVFIX has yielded a comparatively lower 7.22% annualized return.


RINYX

1D
2.54%
1M
-6.90%
YTD
-1.88%
6M
1.52%
1Y
17.99%
3Y*
11.91%
5Y*
6.57%
10Y*
7.84%

IVFIX

1D
1.46%
1M
-4.48%
YTD
6.75%
6M
11.60%
1Y
24.65%
3Y*
14.44%
5Y*
10.48%
10Y*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RINYX vs. IVFIX - Expense Ratio Comparison

RINYX has a 0.77% expense ratio, which is lower than IVFIX's 0.86% expense ratio.


Return for Risk

RINYX vs. IVFIX — Risk / Return Rank

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

RINYX
RINYX Risk / Return Rank: 5858
Overall Rank
RINYX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RINYX Sortino Ratio Rank: 5757
Sortino Ratio Rank
RINYX Omega Ratio Rank: 5656
Omega Ratio Rank
RINYX Calmar Ratio Rank: 5858
Calmar Ratio Rank
RINYX Martin Ratio Rank: 5252
Martin Ratio Rank

IVFIX
IVFIX Risk / Return Rank: 9494
Overall Rank
IVFIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9191
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9898
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.

RINYX vs. IVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Markets Fund (RINYX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.


RINYXIVFIXDifference

Sharpe ratio

Return per unit of total volatility

1.25

2.12

-0.87

Sortino ratio

Return per unit of downside risk

1.65

2.75

-1.10

Omega ratio

Gain probability vs. loss probability

1.24

1.43

-0.19

Calmar ratio

Return relative to maximum drawdown

1.57

4.40

-2.83

Martin ratio

Return relative to average drawdown

5.85

18.54

-12.69

RINYX vs. IVFIX - Sharpe Ratio Comparison

The current RINYX Sharpe Ratio is 1.25, which is lower than the IVFIX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of RINYX and IVFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RINYXIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.12

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.84

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.50

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.22

+0.04

Correlation

The correlation between RINYX and IVFIX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RINYX vs. IVFIX - Dividend Comparison

RINYX's dividend yield for the trailing twelve months is around 7.49%, more than IVFIX's 3.09% yield.


TTM20252024202320222021202020192018201720162015
RINYX
Russell Investments International Developed Markets Fund
7.49%7.35%3.64%2.35%1.45%3.58%1.26%3.15%8.95%2.07%2.55%1.55%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.09%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

RINYX vs. IVFIX - Drawdown Comparison

The maximum RINYX drawdown since its inception was -61.67%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for RINYX and IVFIX.


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Drawdown Indicators


RINYXIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.67%

-51.49%

-10.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-8.47%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-29.04%

-21.29%

-7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

-33.46%

-6.00%

Current Drawdown

Current decline from peak

-8.56%

-5.22%

-3.34%

Average Drawdown

Average peak-to-trough decline

-14.90%

-11.69%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.01%

+0.94%

Volatility

RINYX vs. IVFIX - Volatility Comparison

Russell Investments International Developed Markets Fund (RINYX) has a higher volatility of 6.59% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.59%. This indicates that RINYX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINYXIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

4.59%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

8.19%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

14.67%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

12.97%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

14.74%

+1.50%