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RINYX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

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.

-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
0.65%
4.99%
RINYX
VT

Key characteristics

Sharpe Ratio

RINYX:

0.90

VT:

1.47

Sortino Ratio

RINYX:

1.30

VT:

2.02

Omega Ratio

RINYX:

1.16

VT:

1.27

Calmar Ratio

RINYX:

1.12

VT:

2.17

Martin Ratio

RINYX:

2.76

VT:

8.63

Ulcer Index

RINYX:

3.86%

VT:

2.05%

Daily Std Dev

RINYX:

11.90%

VT:

12.04%

Max Drawdown

RINYX:

-59.17%

VT:

-50.27%

Current Drawdown

RINYX:

-1.82%

VT:

-1.66%

Returns By Period

In the year-to-date period, RINYX achieves a 7.38% return, which is significantly higher than VT's 3.77% return. Over the past 10 years, RINYX has underperformed VT with an annualized return of 4.24%, while VT has yielded a comparatively higher 9.27% annualized return.


RINYX

YTD

7.38%

1M

4.10%

6M

0.64%

1Y

9.58%

5Y*

6.22%

10Y*

4.24%

VT

YTD

3.77%

1M

0.55%

6M

4.99%

1Y

15.76%

5Y*

10.56%

10Y*

9.27%

*Annualized

Compare stocks, funds, or ETFs

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


RINYX vs. VT - Expense Ratio Comparison

RINYX has a 0.77% expense ratio, which is higher than VT's 0.07% expense ratio.


RINYX
Russell Investments International Developed Markets Fund
Expense ratio chart for RINYX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

RINYX vs. VT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RINYX
The Risk-Adjusted Performance Rank of RINYX is 5050
Overall Rank
The Sharpe Ratio Rank of RINYX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of RINYX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of RINYX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of RINYX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of RINYX is 4343
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6565
Overall Rank
The Sharpe Ratio Rank of VT is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RINYX vs. VT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for RINYX, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.000.901.47
The chart of Sortino ratio for RINYX, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.001.302.02
The chart of Omega ratio for RINYX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.27
The chart of Calmar ratio for RINYX, currently valued at 1.12, compared to the broader market0.005.0010.0015.0020.001.122.17
The chart of Martin ratio for RINYX, currently valued at 2.76, compared to the broader market0.0020.0040.0060.0080.002.768.63
RINYX
VT

The current RINYX Sharpe Ratio is 0.90, which is lower than the VT Sharpe Ratio of 1.47. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.90
1.47
RINYX
VT

Dividends

RINYX vs. VT - Dividend Comparison

RINYX's dividend yield for the trailing twelve months is around 3.39%, more than VT's 1.88% yield.


TTM20242023202220212020201920182017201620152014
RINYX
Russell Investments International Developed Markets Fund
3.39%3.64%2.35%0.00%2.94%1.26%3.15%2.76%2.07%2.55%1.55%2.07%
VT
Vanguard Total World Stock ETF
1.88%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

RINYX vs. VT - Drawdown Comparison

The maximum RINYX drawdown since its inception was -59.17%, 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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.82%
-1.66%
RINYX
VT

Volatility

RINYX vs. VT - Volatility Comparison

Russell Investments International Developed Markets Fund (RINYX) and Vanguard Total World Stock ETF (VT) have volatilities of 3.30% and 3.18%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.30%
3.18%
RINYX
VT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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