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RMYYX vs. RCLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMYYX vs. RCLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Multi-Strategy Income Fund (RMYYX) and Russell Investments LifePoints Conservative Strategy Fund (RCLVX). The values are adjusted to include any dividend payments, if applicable.

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RMYYX vs. RCLVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMYYX
Russell Investments Multi-Strategy Income Fund
0.10%14.24%5.64%11.56%-13.78%9.06%3.64%10.35%-3.39%9.17%
RCLVX
Russell Investments LifePoints Conservative Strategy Fund
-0.98%8.93%3.04%7.61%-14.04%3.05%5.21%9.30%-2.75%5.35%

Returns By Period

In the year-to-date period, RMYYX achieves a 0.10% return, which is significantly higher than RCLVX's -0.98% return. Over the past 10 years, RMYYX has outperformed RCLVX with an annualized return of 5.01%, while RCLVX has yielded a comparatively lower 2.54% annualized return.


RMYYX

1D
0.20%
1M
-5.47%
YTD
0.10%
6M
2.29%
1Y
11.48%
3Y*
8.95%
5Y*
4.00%
10Y*
5.01%

RCLVX

1D
0.33%
1M
-3.50%
YTD
-0.98%
6M
0.19%
1Y
6.17%
3Y*
5.01%
5Y*
1.14%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMYYX vs. RCLVX - Expense Ratio Comparison

RMYYX has a 0.57% expense ratio, which is lower than RCLVX's 0.67% expense ratio.


Return for Risk

RMYYX vs. RCLVX — Risk / Return Rank

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

RMYYX
RMYYX Risk / Return Rank: 8585
Overall Rank
RMYYX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RMYYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
RMYYX Omega Ratio Rank: 8585
Omega Ratio Rank
RMYYX Calmar Ratio Rank: 8282
Calmar Ratio Rank
RMYYX Martin Ratio Rank: 8282
Martin Ratio Rank

RCLVX
RCLVX Risk / Return Rank: 7272
Overall Rank
RCLVX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RCLVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
RCLVX Omega Ratio Rank: 6868
Omega Ratio Rank
RCLVX Calmar Ratio Rank: 7272
Calmar Ratio Rank
RCLVX Martin Ratio Rank: 7070
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.

RMYYX vs. RCLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multi-Strategy Income Fund (RMYYX) and Russell Investments LifePoints Conservative Strategy Fund (RCLVX). 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.


RMYYXRCLVXDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.34

+0.45

Sortino ratio

Return per unit of downside risk

2.41

1.83

+0.58

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

1.99

1.68

+0.31

Martin ratio

Return relative to average drawdown

8.08

6.64

+1.44

RMYYX vs. RCLVX - Sharpe Ratio Comparison

The current RMYYX Sharpe Ratio is 1.79, which is higher than the RCLVX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of RMYYX and RCLVX, 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


RMYYXRCLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.34

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.19

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.45

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.25

+0.36

Correlation

The correlation between RMYYX and RCLVX is 0.85, 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

RMYYX vs. RCLVX - Dividend Comparison

RMYYX's dividend yield for the trailing twelve months is around 4.10%, more than RCLVX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
RMYYX
Russell Investments Multi-Strategy Income Fund
4.10%4.10%5.57%5.20%4.02%5.89%1.52%3.60%3.83%3.42%4.00%0.00%
RCLVX
Russell Investments LifePoints Conservative Strategy Fund
3.66%3.62%2.47%1.63%2.16%6.68%1.97%3.27%3.25%2.98%4.74%11.07%

Drawdowns

RMYYX vs. RCLVX - Drawdown Comparison

The maximum RMYYX drawdown since its inception was -21.79%, smaller than the maximum RCLVX drawdown of -28.60%. Use the drawdown chart below to compare losses from any high point for RMYYX and RCLVX.


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Drawdown Indicators


RMYYXRCLVXDifference

Max Drawdown

Largest peak-to-trough decline

-21.79%

-28.60%

+6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-5.65%

-3.81%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-19.23%

-2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-21.79%

-19.23%

-2.56%

Current Drawdown

Current decline from peak

-5.47%

-3.50%

-1.97%

Average Drawdown

Average peak-to-trough decline

-3.71%

-3.78%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

0.96%

+0.43%

Volatility

RMYYX vs. RCLVX - Volatility Comparison

Russell Investments Multi-Strategy Income Fund (RMYYX) has a higher volatility of 2.34% compared to Russell Investments LifePoints Conservative Strategy Fund (RCLVX) at 1.87%. This indicates that RMYYX's price experiences larger fluctuations and is considered to be riskier than RCLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMYYXRCLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

1.87%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

2.79%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.39%

4.72%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.88%

6.02%

+2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.58%

5.61%

+2.97%