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RTIYX vs. RALVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RTIYX vs. RALVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Multifactor International Equity Fund (RTIYX) and Russell Investments LifePoints Growth Strategy Fund (RALVX). The values are adjusted to include any dividend payments, if applicable.

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RTIYX vs. RALVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTIYX
Russell Investments Multifactor International Equity Fund
-1.18%31.04%4.69%16.46%-13.13%14.05%2.64%20.19%-14.91%25.14%
RALVX
Russell Investments LifePoints Growth Strategy Fund
-3.52%17.44%11.36%17.18%-16.76%17.82%6.13%15.33%-7.92%13.55%

Returns By Period

In the year-to-date period, RTIYX achieves a -1.18% return, which is significantly higher than RALVX's -3.52% return. Over the past 10 years, RTIYX has outperformed RALVX with an annualized return of 8.07%, while RALVX has yielded a comparatively lower 7.29% annualized return.


RTIYX

1D
0.08%
1M
-10.21%
YTD
-1.18%
6M
3.37%
1Y
20.40%
3Y*
13.77%
5Y*
7.98%
10Y*
8.07%

RALVX

1D
-0.08%
1M
-7.89%
YTD
-3.52%
6M
-1.00%
1Y
14.04%
3Y*
11.85%
5Y*
6.32%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RTIYX vs. RALVX - Expense Ratio Comparison

RTIYX has a 0.44% expense ratio, which is lower than RALVX's 0.75% expense ratio.


Return for Risk

RTIYX vs. RALVX — Risk / Return Rank

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

RTIYX
RTIYX Risk / Return Rank: 7171
Overall Rank
RTIYX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RTIYX Sortino Ratio Rank: 6969
Sortino Ratio Rank
RTIYX Omega Ratio Rank: 6767
Omega Ratio Rank
RTIYX Calmar Ratio Rank: 7474
Calmar Ratio Rank
RTIYX Martin Ratio Rank: 7171
Martin Ratio Rank

RALVX
RALVX Risk / Return Rank: 5858
Overall Rank
RALVX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RALVX Sortino Ratio Rank: 5959
Sortino Ratio Rank
RALVX Omega Ratio Rank: 6060
Omega Ratio Rank
RALVX Calmar Ratio Rank: 5252
Calmar Ratio Rank
RALVX Martin Ratio Rank: 6161
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.

RTIYX vs. RALVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor International Equity Fund (RTIYX) and Russell Investments LifePoints Growth Strategy Fund (RALVX). 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.


RTIYXRALVXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.06

+0.26

Sortino ratio

Return per unit of downside risk

1.73

1.55

+0.18

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.75

1.26

+0.48

Martin ratio

Return relative to average drawdown

6.76

5.87

+0.89

RTIYX vs. RALVX - Sharpe Ratio Comparison

The current RTIYX Sharpe Ratio is 1.32, which is comparable to the RALVX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of RTIYX and RALVX, 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


RTIYXRALVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.06

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.48

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.54

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.22

+0.18

Correlation

The correlation between RTIYX and RALVX is 0.88, 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

RTIYX vs. RALVX - Dividend Comparison

RTIYX's dividend yield for the trailing twelve months is around 2.22%, less than RALVX's 12.10% yield.


TTM20252024202320222021202020192018201720162015
RTIYX
Russell Investments Multifactor International Equity Fund
2.22%2.19%5.35%3.42%2.25%6.39%2.11%5.46%3.50%2.64%2.39%2.94%
RALVX
Russell Investments LifePoints Growth Strategy Fund
12.10%11.68%2.31%1.21%4.20%17.98%0.54%6.24%7.01%5.99%4.79%1.23%

Drawdowns

RTIYX vs. RALVX - Drawdown Comparison

The maximum RTIYX drawdown since its inception was -38.06%, smaller than the maximum RALVX drawdown of -59.59%. Use the drawdown chart below to compare losses from any high point for RTIYX and RALVX.


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Drawdown Indicators


RTIYXRALVXDifference

Max Drawdown

Largest peak-to-trough decline

-38.06%

-59.59%

+21.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-10.04%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-24.35%

-3.68%

Max Drawdown (10Y)

Largest decline over 10 years

-38.06%

-30.08%

-7.98%

Current Drawdown

Current decline from peak

-10.21%

-8.16%

-2.05%

Average Drawdown

Average peak-to-trough decline

-7.94%

-13.34%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.16%

+0.55%

Volatility

RTIYX vs. RALVX - Volatility Comparison

Russell Investments Multifactor International Equity Fund (RTIYX) has a higher volatility of 6.18% compared to Russell Investments LifePoints Growth Strategy Fund (RALVX) at 3.98%. This indicates that RTIYX's price experiences larger fluctuations and is considered to be riskier than RALVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RTIYXRALVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

3.98%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

7.23%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

13.41%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

13.10%

+2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

13.63%

+2.67%