RMYYX vs. REAYX
Compare and contrast key facts about Russell Investments Multi-Strategy Income Fund (RMYYX) and Russell Investments Equity Income Fund (REAYX).
RMYYX is managed by Russell. It was launched on Apr 30, 2015. REAYX is managed by Russell. It was launched on Mar 29, 2000.
Performance
RMYYX vs. REAYX - Performance Comparison
Loading graphics...
RMYYX vs. REAYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMYYX Russell Investments Multi-Strategy Income Fund | 0.98% | 14.24% | 5.64% | 11.56% | -13.78% | 9.06% | 3.64% | 10.35% | -3.39% | 5.34% |
REAYX Russell Investments Equity Income Fund | 2.42% | 14.66% | 11.90% | 12.50% | -8.86% | 27.01% | 9.06% | 29.57% | -8.60% | 13.19% |
Returns By Period
In the year-to-date period, RMYYX achieves a 0.98% return, which is significantly lower than REAYX's 2.42% return.
RMYYX
- 1D
- 0.88%
- 1M
- -4.10%
- YTD
- 0.98%
- 6M
- 2.89%
- 1Y
- 11.99%
- 3Y*
- 9.27%
- 5Y*
- 4.00%
- 10Y*
- 5.10%
REAYX
- 1D
- 1.97%
- 1M
- -4.59%
- YTD
- 2.42%
- 6M
- 5.36%
- 1Y
- 14.14%
- 3Y*
- 13.44%
- 5Y*
- 9.04%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RMYYX vs. REAYX - Expense Ratio Comparison
RMYYX has a 0.57% expense ratio, which is lower than REAYX's 0.66% expense ratio.
Return for Risk
RMYYX vs. REAYX — Risk / Return Rank
RMYYX
REAYX
RMYYX vs. REAYX - 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 Equity Income Fund (REAYX). 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.
| RMYYX | REAYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.93 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.36 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.20 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.18 | 1.29 | +0.90 |
Martin ratioReturn relative to average drawdown | 8.68 | 5.79 | +2.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RMYYX | REAYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.93 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.54 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.57 | +0.05 |
Correlation
The correlation between RMYYX and REAYX is 0.74, 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. REAYX - Dividend Comparison
RMYYX's dividend yield for the trailing twelve months is around 4.06%, less than REAYX's 14.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
RMYYX Russell Investments Multi-Strategy Income Fund | 4.06% | 4.10% | 5.57% | 5.20% | 4.02% | 5.89% | 1.52% | 3.60% | 3.83% | 3.42% | 4.00% |
REAYX Russell Investments Equity Income Fund | 14.88% | 15.24% | 15.38% | 13.55% | 19.72% | 10.47% | 3.61% | 1.86% | 45.26% | 14.47% | 0.00% |
Drawdowns
RMYYX vs. REAYX - Drawdown Comparison
The maximum RMYYX drawdown since its inception was -21.79%, smaller than the maximum REAYX drawdown of -36.87%. Use the drawdown chart below to compare losses from any high point for RMYYX and REAYX.
Loading graphics...
Drawdown Indicators
| RMYYX | REAYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.79% | -36.87% | +15.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.65% | -11.63% | +5.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -20.66% | -1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -21.79% | — | — |
Current DrawdownCurrent decline from peak | -4.63% | -4.82% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -5.00% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.59% | -1.17% |
Volatility
RMYYX vs. REAYX - Volatility Comparison
The current volatility for Russell Investments Multi-Strategy Income Fund (RMYYX) is 2.58%, while Russell Investments Equity Income Fund (REAYX) has a volatility of 3.97%. This indicates that RMYYX experiences smaller price fluctuations and is considered to be less risky than REAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RMYYX | REAYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 3.97% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 7.76% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.43% | 15.11% | -8.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 16.77% | -7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.58% | 18.68% | -10.10% |