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RINYX vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RINYX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Markets Fund (RINYX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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RINYX vs. VT - 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%
VT
Vanguard Total World Stock ETF
-0.74%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, RINYX achieves a -1.88% return, which is significantly lower than VT's -0.74% return. Over the past 10 years, RINYX has underperformed VT with an annualized return of 7.84%, while VT has yielded a comparatively higher 11.64% 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%

VT

1D
0.99%
1M
-4.72%
YTD
-0.74%
6M
1.90%
1Y
22.33%
3Y*
17.24%
5Y*
9.43%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RINYX vs. VT - Expense Ratio Comparison

RINYX has a 0.77% expense ratio, which is higher than VT's 0.06% expense ratio.


Return for Risk

RINYX vs. VT — 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

VT
VT Risk / Return Rank: 7474
Overall Rank
VT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VT Omega Ratio Rank: 7474
Omega Ratio Rank
VT Calmar Ratio Rank: 7272
Calmar Ratio Rank
VT Martin Ratio Rank: 7979
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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Markets Fund (RINYX) and Vanguard Total World Stock ETF (VT). 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.


RINYXVTDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.30

-0.05

Sortino ratio

Return per unit of downside risk

1.65

1.90

-0.25

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

1.57

1.92

-0.35

Martin ratio

Return relative to average drawdown

5.85

8.83

-2.98

RINYX vs. VT - Sharpe Ratio Comparison

The current RINYX Sharpe Ratio is 1.25, which is comparable to the VT Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of RINYX and VT, 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


RINYXVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.30

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.59

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.68

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.40

-0.14

Correlation

The correlation between RINYX and VT is 0.87, 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. VT - Dividend Comparison

RINYX's dividend yield for the trailing twelve months is around 7.49%, more than VT's 1.80% 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%
VT
Vanguard Total World Stock ETF
1.80%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

RINYX vs. VT - Drawdown Comparison

The maximum RINYX drawdown since its inception was -61.67%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for RINYX and VT.


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Drawdown Indicators


RINYXVTDifference

Max Drawdown

Largest peak-to-trough decline

-61.67%

-50.27%

-11.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-11.84%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-29.04%

-26.38%

-2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

-34.24%

-5.22%

Current Drawdown

Current decline from peak

-8.56%

-5.97%

-2.59%

Average Drawdown

Average peak-to-trough decline

-14.90%

-7.08%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.57%

+0.38%

Volatility

RINYX vs. VT - Volatility Comparison

Russell Investments International Developed Markets Fund (RINYX) has a higher volatility of 6.59% compared to Vanguard Total World Stock ETF (VT) at 6.18%. This indicates that RINYX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINYXVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

6.18%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

10.00%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

17.26%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

15.98%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

17.20%

-0.96%