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RINYX vs. RLVSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RINYX vs. RLVSX - 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 Tax-Exempt Bond Fund (RLVSX). The values are adjusted to include any dividend payments, if applicable.

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RINYX vs. RLVSX - 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%
RLVSX
Russell Investments Tax-Exempt Bond Fund
0.09%4.26%1.76%6.11%-7.58%2.03%4.05%7.38%1.45%4.69%

Returns By Period

In the year-to-date period, RINYX achieves a -1.88% return, which is significantly lower than RLVSX's 0.09% return. Over the past 10 years, RINYX has outperformed RLVSX with an annualized return of 7.84%, while RLVSX has yielded a comparatively lower 2.19% 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%

RLVSX

1D
0.18%
1M
-1.72%
YTD
0.09%
6M
1.36%
1Y
3.85%
3Y*
3.30%
5Y*
1.19%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RINYX vs. RLVSX - Expense Ratio Comparison

RINYX has a 0.77% expense ratio, which is higher than RLVSX's 0.53% expense ratio.


Return for Risk

RINYX vs. RLVSX — 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

RLVSX
RLVSX Risk / Return Rank: 4545
Overall Rank
RLVSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
RLVSX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RLVSX Omega Ratio Rank: 8383
Omega Ratio Rank
RLVSX Calmar Ratio Rank: 3131
Calmar Ratio Rank
RLVSX Martin Ratio Rank: 3333
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. RLVSX - 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 Tax-Exempt Bond Fund (RLVSX). 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.


RINYXRLVSXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.95

+0.30

Sortino ratio

Return per unit of downside risk

1.65

1.26

+0.40

Omega ratio

Gain probability vs. loss probability

1.24

1.35

-0.11

Calmar ratio

Return relative to maximum drawdown

1.57

1.04

+0.53

Martin ratio

Return relative to average drawdown

5.85

4.07

+1.78

RINYX vs. RLVSX - Sharpe Ratio Comparison

The current RINYX Sharpe Ratio is 1.25, which is higher than the RLVSX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of RINYX and RLVSX, 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


RINYXRLVSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.95

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.39

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.66

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.95

-0.69

Correlation

The correlation between RINYX and RLVSX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RINYX vs. RLVSX - Dividend Comparison

RINYX's dividend yield for the trailing twelve months is around 7.49%, more than RLVSX's 3.54% 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%
RLVSX
Russell Investments Tax-Exempt Bond Fund
3.54%3.18%3.57%3.20%2.73%2.06%2.58%3.08%2.89%2.65%2.64%2.80%

Drawdowns

RINYX vs. RLVSX - Drawdown Comparison

The maximum RINYX drawdown since its inception was -61.67%, which is greater than RLVSX's maximum drawdown of -11.77%. Use the drawdown chart below to compare losses from any high point for RINYX and RLVSX.


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Drawdown Indicators


RINYXRLVSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.67%

-11.77%

-49.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-4.11%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-29.04%

-11.77%

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

-11.77%

-27.69%

Current Drawdown

Current decline from peak

-8.56%

-1.85%

-6.71%

Average Drawdown

Average peak-to-trough decline

-14.90%

-1.53%

-13.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

1.05%

+1.90%

Volatility

RINYX vs. RLVSX - Volatility Comparison

Russell Investments International Developed Markets Fund (RINYX) has a higher volatility of 6.59% compared to Russell Investments Tax-Exempt Bond Fund (RLVSX) at 0.80%. This indicates that RINYX's price experiences larger fluctuations and is considered to be riskier than RLVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINYXRLVSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

0.80%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

1.11%

+8.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

4.27%

+10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

3.08%

+12.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

3.32%

+12.92%