RTIYX vs. RGEAX
Compare and contrast key facts about Russell Investments Multifactor International Equity Fund (RTIYX) and Russell Investments Global Equity Fund (RGEAX).
RTIYX is managed by Russell. It was launched on Jul 30, 2014. RGEAX is managed by Russell. It was launched on Feb 27, 2007.
Performance
RTIYX vs. RGEAX - Performance Comparison
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RTIYX vs. RGEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RGEAX Russell Investments Global Equity Fund | -5.73% | 20.92% | 15.25% | 22.12% | -16.78% | 22.30% | 12.95% | 25.89% | -9.41% | 22.83% |
Returns By Period
In the year-to-date period, RTIYX achieves a -1.18% return, which is significantly higher than RGEAX's -5.73% return. Over the past 10 years, RTIYX has underperformed RGEAX with an annualized return of 8.07%, while RGEAX has yielded a comparatively higher 10.96% 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%
RGEAX
- 1D
- -0.19%
- 1M
- -9.11%
- YTD
- -5.73%
- 6M
- -2.52%
- 1Y
- 15.16%
- 3Y*
- 14.51%
- 5Y*
- 8.52%
- 10Y*
- 10.96%
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RTIYX vs. RGEAX - Expense Ratio Comparison
RTIYX has a 0.44% expense ratio, which is lower than RGEAX's 1.24% expense ratio.
Return for Risk
RTIYX vs. RGEAX — Risk / Return Rank
RTIYX
RGEAX
RTIYX vs. RGEAX - 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 Global Equity Fund (RGEAX). 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.
| RTIYX | RGEAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.90 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.37 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.10 | +0.65 |
Martin ratioReturn relative to average drawdown | 6.76 | 5.25 | +1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RTIYX | RGEAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.90 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.52 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.64 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.35 | +0.05 |
Correlation
The correlation between RTIYX and RGEAX 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.
Dividends
RTIYX vs. RGEAX - Dividend Comparison
RTIYX's dividend yield for the trailing twelve months is around 2.22%, less than RGEAX's 8.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RGEAX Russell Investments Global Equity Fund | 8.83% | 8.33% | 7.28% | 1.04% | 1.67% | 6.85% | 29.97% | 13.77% | 15.65% | 13.13% | 8.21% | 11.12% |
Drawdowns
RTIYX vs. RGEAX - Drawdown Comparison
The maximum RTIYX drawdown since its inception was -38.06%, smaller than the maximum RGEAX drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RTIYX and RGEAX.
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Drawdown Indicators
| RTIYX | RGEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.06% | -56.78% | +18.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -11.89% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -25.91% | -2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -38.06% | -34.85% | -3.21% |
Current DrawdownCurrent decline from peak | -10.21% | -9.51% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -9.22% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.49% | +0.22% |
Volatility
RTIYX vs. RGEAX - Volatility Comparison
Russell Investments Multifactor International Equity Fund (RTIYX) has a higher volatility of 6.18% compared to Russell Investments Global Equity Fund (RGEAX) at 4.53%. This indicates that RTIYX's price experiences larger fluctuations and is considered to be riskier than RGEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTIYX | RGEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 4.53% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 8.85% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 16.88% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 16.39% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 17.15% | -0.85% |