RMYYX vs. DGTSX
RMYYX (Russell Investments Multi-Strategy Income Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, RMYYX returned 5.21%/yr vs 5.23%/yr for DGTSX. Their correlation of 0.81 suggests significant overlap in exposure. RMYYX charges 0.57%/yr vs 0.24%/yr for DGTSX.
Performance
RMYYX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, RMYYX achieves a 4.82% return, which is significantly higher than DGTSX's 4.30% return. Both investments have delivered pretty close results over the past 10 years, with RMYYX having a 5.21% annualized return and DGTSX not far ahead at 5.23%.
RMYYX
- 1D
- 0.09%
- 1M
- 0.66%
- YTD
- 4.82%
- 6M
- 5.03%
- 1Y
- 13.51%
- 3Y*
- 10.00%
- 5Y*
- 4.47%
- 10Y*
- 5.21%
DGTSX
- 1D
- 0.34%
- 1M
- 0.76%
- YTD
- 4.30%
- 6M
- 4.30%
- 1Y
- 9.92%
- 3Y*
- 8.27%
- 5Y*
- 5.39%
- 10Y*
- 5.23%
RMYYX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMYYX Russell Investments Multi-Strategy Income Fund | 4.82% | 14.24% | 5.64% | 11.56% | -13.78% | 9.06% | 3.64% | 10.35% | -3.39% | 9.17% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.30% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between RMYYX and DGTSX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.81 |
The correlation between RMYYX and DGTSX has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
RMYYX vs. DGTSX — Risk / Return Rank
RMYYX
DGTSX
RMYYX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multi-Strategy Income Fund (RMYYX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
| RMYYX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.57 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.79 | -1.43 |
| Martin ratioReturn relative to average drawdown | 8.68 | 16.65 | -7.97 |
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Drawdowns
RMYYX vs. DGTSX - Drawdown Comparison
The maximum RMYYX drawdown since its inception was -21.79%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for RMYYX and DGTSX.
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Drawdown Indicators
| RMYYX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.79% | -16.71% | -5.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.65% | -2.64% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -7.56% | -7.46% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -11.26% | -10.49% |
Max Drawdown (10Y)Largest decline over 10 years | -21.79% | -11.26% | -10.53% |
Current DrawdownCurrent decline from peak | -1.01% | -0.14% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -3.67% | -1.64% | -2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 0.60% | +0.93% |
Volatility
RMYYX vs. DGTSX - Volatility Comparison
Russell Investments Multi-Strategy Income Fund (RMYYX) has a higher volatility of 1.83% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.42%. This indicates that RMYYX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMYYX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 1.42% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 4.62% | 2.98% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.66% | 3.59% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.86% | 5.98% | +2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.61% | 5.24% | +3.37% |
RMYYX vs. DGTSX - Expense Ratio Comparison
RMYYX has a 0.57% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
RMYYX vs. DGTSX - Dividend Comparison
RMYYX's dividend yield for the trailing twelve months is around 3.94%, less than DGTSX's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.70% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
RMYYX Russell Investments Multi-Strategy Income Fund | 3.94% | 4.10% | 5.57% | 5.20% | 4.02% | 5.89% | 1.52% | 3.60% | 3.83% | 3.42% | 4.00% | 0.00% |
Frequently Asked Questions
RMYYX and DGTSX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMYYX has higher volatility (1.83%) compared to DGTSX (1.42%). In terms of maximum drawdown, RMYYX dropped -21.79% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.79 vs 2.36), 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.
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