PortfoliosLab logoPortfoliosLab logo
RINYX vs. RELVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINYX vs. RELVX - 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 Equity Growth Strategy Fund (RELVX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RINYX achieves a 11.37% return, which is significantly higher than RELVX's 10.23% return. Both investments have delivered pretty close results over the past 10 years, with RINYX having a 8.85% annualized return and RELVX not far ahead at 8.98%.


RINYX

1D
2.14%
1M
3.00%
6M
7.87%
YTD
11.37%
1Y
23.92%
3Y*
14.58%
5Y*
8.43%
10Y*
8.85%
ALL TIME*
5.28%

RELVX

1D
1.64%
1M
0.37%
6M
7.00%
YTD
10.23%
1Y
21.10%
3Y*
15.10%
5Y*
8.72%
10Y*
8.98%
ALL TIME*
3.73%
*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. RELVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RINYX
Russell Investments International Developed Markets Fund
11.37%28.76%2.93%16.47%-13.16%12.88%5.91%20.11%-15.25%25.22%
RELVX
Russell Investments LifePoints Equity Growth Strategy Fund
10.23%18.70%12.82%18.70%-17.25%20.58%4.04%18.42%-9.80%15.56%

Correlation

The correlation between RINYX and RELVX 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.

0.84

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 RELVX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RINYX vs. RELVX — Risk / Return Rank

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

RINYX
RINYX Risk / Return Rank: 6161
Overall Rank
RINYX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
RINYX Sortino Ratio Rank: 6565
Sortino Ratio Rank
RINYX Omega Ratio Rank: 6363
Omega Ratio Rank
RINYX Calmar Ratio Rank: 5757
Calmar Ratio Rank
RINYX Martin Ratio Rank: 5757
Martin Ratio Rank

RELVX
RELVX Risk / Return Rank: 6868
Overall Rank
RELVX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RELVX Sortino Ratio Rank: 6666
Sortino Ratio Rank
RELVX Omega Ratio Rank: 6666
Omega Ratio Rank
RELVX Calmar Ratio Rank: 6363
Calmar Ratio Rank
RELVX Martin Ratio Rank: 7676
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. RELVX - 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 Equity Growth Strategy Fund (RELVX). 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.


RINYXRELVXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratioReturn relative to maximum drawdown

2.02

2.19

-0.17

Martin ratioReturn relative to average drawdown

7.69

9.50

-1.81

RINYX vs. RELVX - Sharpe Ratio Comparison

The current RINYX Sharpe Ratio is 1.59, which is comparable to the RELVX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of RINYX and RELVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RINYX vs. RELVX - Drawdown Comparison

The maximum RINYX drawdown since its inception was -61.67%, smaller than the maximum RELVX drawdown of -66.26%. Use the drawdown chart below to compare losses from any high point for RINYX and RELVX.


Loading charts...

Drawdown Indicators


RINYXRELVXDifference

Max Drawdown

Largest peak-to-trough decline

-61.67%

-66.26%

+4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-8.77%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.49%

-15.29%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.04%

-25.53%

-3.51%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

-34.08%

-5.38%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-14.73%

-17.20%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.02%

+0.86%

Volatility

RINYX vs. RELVX - Volatility Comparison

Russell Investments International Developed Markets Fund (RINYX) has a higher volatility of 3.92% compared to Russell Investments LifePoints Equity Growth Strategy Fund (RELVX) at 3.25%. This indicates that RINYX's price experiences larger fluctuations and is considered to be riskier than RELVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RINYXRELVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.25%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

9.49%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

11.57%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

14.72%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

15.14%

+0.84%

RINYX vs. RELVX - Expense Ratio Comparison

RINYX has a 0.77% expense ratio, which is higher than RELVX's 0.72% expense ratio.


Dividends

RINYX vs. RELVX - Dividend Comparison

RINYX's dividend yield for the trailing twelve months is around 6.60%, less than RELVX's 9.59% yield.


PositionTTM20252024202320222021202020192018201720162015
RELVX
Russell Investments LifePoints Equity Growth Strategy Fund
9.59%10.67%0.80%1.15%5.74%8.12%1.67%3.09%5.24%2.47%1.82%1.15%
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


With a correlation of 0.90, RINYX and RELVX 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.

RINYX has higher volatility (3.92%) compared to RELVX (3.25%). In terms of maximum drawdown, RINYX dropped -61.67% vs RELVX's -66.26%.

RELVX currently has the higher Sharpe Ratio (1.66 vs 1.59), 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 RELVX

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

Open Portfolio Optimizer