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RINYX vs. RBLVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINYX vs. RBLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Markets Fund (RINYX) and Russell Investments LifePoints Balanced Strategy Fund (RBLVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RINYX achieves a 11.41% return, which is significantly higher than RBLVX's 7.79% return. Over the past 10 years, RINYX has outperformed RBLVX with an annualized return of 8.86%, while RBLVX has yielded a comparatively lower 6.08% annualized return.


RINYX

1D
0.59%
1M
3.04%
6M
7.32%
YTD
11.41%
1Y
22.45%
3Y*
15.64%
5Y*
8.27%
10Y*
8.86%
ALL TIME*
5.28%

RBLVX

1D
0.75%
1M
0.93%
6M
5.31%
YTD
7.79%
1Y
14.72%
3Y*
12.20%
5Y*
5.63%
10Y*
6.08%
ALL TIME*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RINYX vs. RBLVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RINYX
Russell Investments International Developed Markets Fund
11.41%28.76%2.93%16.47%-13.16%12.88%5.91%20.11%-15.25%25.22%
RBLVX
Russell Investments LifePoints Balanced Strategy Fund
7.79%14.63%8.79%13.89%-16.25%13.34%4.04%13.55%-6.58%9.91%

Correlation

The correlation between RINYX and RBLVX is 0.90, meaning they have usually moved in the same direction, including during past declines.


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

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (10Y)
Provides a long-term view across more market conditions.

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.84

The correlation between RINYX and RBLVX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

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Return for Risk

RINYX vs. RBLVX — Risk / Return Rank

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

RINYX
RINYX Risk / Return Rank: 5959
Overall Rank
RINYX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RINYX Sortino Ratio Rank: 6262
Sortino Ratio Rank
RINYX Omega Ratio Rank: 5858
Omega Ratio Rank
RINYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
RINYX Martin Ratio Rank: 5656
Martin Ratio Rank

RBLVX
RBLVX Risk / Return Rank: 7070
Overall Rank
RBLVX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RBLVX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RBLVX Omega Ratio Rank: 7171
Omega Ratio Rank
RBLVX Calmar Ratio Rank: 5959
Calmar Ratio Rank
RBLVX Martin Ratio Rank: 7171
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.

RINYX vs. RBLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Markets Fund (RINYX) and Russell Investments LifePoints Balanced Strategy Fund (RBLVX). 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.


RINYXRBLVXDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

2.19

2.35

-0.16

Martin ratioReturn relative to average drawdown

8.34

10.13

-1.79

RINYX vs. RBLVX - Sharpe Ratio Comparison

The current RINYX Sharpe Ratio is 1.73, which is comparable to the RBLVX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RINYX and RBLVX, 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

RINYX vs. RBLVX - Drawdown Comparison

The maximum RINYX drawdown since its inception was -61.67%, which is greater than RBLVX's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for RINYX and RBLVX.


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Drawdown Indicators


RINYXRBLVXDifference

Max Drawdown

Largest peak-to-trough decline

-61.67%

-50.99%

-10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-6.77%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.49%

-10.41%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-29.04%

-22.67%

-6.37%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

-26.42%

-13.04%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-14.73%

-9.23%

-5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.57%

+1.31%

Volatility

RINYX vs. RBLVX - Volatility Comparison

Russell Investments International Developed Markets Fund (RINYX) has a higher volatility of 3.74% compared to Russell Investments LifePoints Balanced Strategy Fund (RBLVX) at 2.43%. This indicates that RINYX's price experiences larger fluctuations and is considered to be riskier than RBLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINYXRBLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

2.43%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

7.02%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

13.92%

8.38%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

10.55%

+4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

10.84%

+5.14%

RINYX vs. RBLVX - Expense Ratio Comparison

RINYX has a 0.77% expense ratio, which is higher than RBLVX's 0.76% expense ratio.


Dividends

RINYX vs. RBLVX - Dividend Comparison

RINYX's dividend yield for the trailing twelve months is around 6.60%, less than RBLVX's 6.75% yield.


PositionTTM20252024202320222021202020192018201720162015
RBLVX
Russell Investments LifePoints Balanced Strategy Fund
6.75%7.12%0.98%1.42%4.51%15.03%1.25%3.42%5.98%5.64%7.73%10.09%
RINYX
Russell Investments International Developed Markets Fund
6.60%7.35%3.64%2.35%1.45%3.58%1.26%3.15%8.95%2.07%2.55%1.55%

Frequently Asked Questions


RINYX and RBLVX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RINYX has higher volatility (3.74%) compared to RBLVX (2.43%). In terms of maximum drawdown, RINYX dropped -61.67% vs RBLVX's -50.99%.

RBLVX currently has the higher Sharpe Ratio (1.90 vs 1.73), 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

Find the right allocation for RINYX and RBLVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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