RINYX vs. REBYX
Compare and contrast key facts about Russell Investments International Developed Markets Fund (RINYX) and Russell Investments U.S. Small Cap Equity Fund (REBYX).
RINYX is managed by Russell. It was launched on Mar 29, 2000. REBYX is managed by Russell. It was launched on Mar 29, 2000.
Performance
RINYX vs. REBYX - Performance Comparison
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RINYX vs. REBYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
REBYX Russell Investments U.S. Small Cap Equity Fund | 2.15% | 8.86% | 8.16% | 13.81% | -16.14% | 26.28% | 13.04% | 23.74% | -12.22% | 2.12% |
Returns By Period
In the year-to-date period, RINYX achieves a -1.88% return, which is significantly lower than REBYX's 2.15% return. Over the past 10 years, RINYX has underperformed REBYX with an annualized return of 7.84%, while REBYX has yielded a comparatively higher 8.32% 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%
REBYX
- 1D
- 3.03%
- 1M
- -5.18%
- YTD
- 2.15%
- 6M
- 6.27%
- 1Y
- 22.41%
- 3Y*
- 10.27%
- 5Y*
- 4.00%
- 10Y*
- 8.32%
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RINYX vs. REBYX - Expense Ratio Comparison
RINYX has a 0.77% expense ratio, which is lower than REBYX's 0.90% expense ratio.
Return for Risk
RINYX vs. REBYX — Risk / Return Rank
RINYX
REBYX
RINYX vs. REBYX - 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 U.S. Small Cap Equity Fund (REBYX). 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.
| RINYX | REBYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.00 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.53 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.58 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.85 | 6.36 | -0.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RINYX | REBYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.00 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.18 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.36 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.31 | -0.05 |
Correlation
The correlation between RINYX and REBYX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RINYX vs. REBYX - Dividend Comparison
RINYX's dividend yield for the trailing twelve months is around 7.49%, less than REBYX's 8.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
REBYX Russell Investments U.S. Small Cap Equity Fund | 8.11% | 8.28% | 13.03% | 2.64% | 5.30% | 31.12% | 0.64% | 4.46% | 18.61% | 0.33% | 0.88% | 8.23% |
Drawdowns
RINYX vs. REBYX - Drawdown Comparison
The maximum RINYX drawdown since its inception was -61.67%, roughly equal to the maximum REBYX drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for RINYX and REBYX.
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Drawdown Indicators
| RINYX | REBYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.67% | -62.03% | +0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -13.85% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -32.68% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -39.46% | -44.79% | +5.33% |
Current DrawdownCurrent decline from peak | -8.56% | -6.41% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -11.24% | -3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.44% | -0.49% |
Volatility
RINYX vs. REBYX - Volatility Comparison
Russell Investments International Developed Markets Fund (RINYX) and Russell Investments U.S. Small Cap Equity Fund (REBYX) have volatilities of 6.59% and 6.85%, 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
| RINYX | REBYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 6.85% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 13.12% | -3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 22.31% | -7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 22.79% | -7.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 23.49% | -7.25% |