RTIYX vs. RGIYX
Compare and contrast key facts about Russell Investments Multifactor International Equity Fund (RTIYX) and Russell Investments Global Infrastructure Fund (RGIYX).
RTIYX is managed by Russell. It was launched on Jul 30, 2014. RGIYX is managed by Russell. It was launched on Sep 29, 2010.
Performance
RTIYX vs. RGIYX - Performance Comparison
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RTIYX vs. RGIYX - 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% |
RGIYX Russell Investments Global Infrastructure Fund | 8.17% | 20.07% | 9.96% | 6.94% | -2.95% | 12.44% | -3.37% | 27.98% | -9.87% | 18.96% |
Returns By Period
In the year-to-date period, RTIYX achieves a -1.18% return, which is significantly lower than RGIYX's 8.17% return. Both investments have delivered pretty close results over the past 10 years, with RTIYX having a 8.07% annualized return and RGIYX not far ahead at 8.38%.
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%
RGIYX
- 1D
- 0.19%
- 1M
- -4.03%
- YTD
- 8.17%
- 6M
- 9.18%
- 1Y
- 22.05%
- 3Y*
- 13.51%
- 5Y*
- 10.24%
- 10Y*
- 8.38%
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RTIYX vs. RGIYX - Expense Ratio Comparison
RTIYX has a 0.44% expense ratio, which is lower than RGIYX's 0.85% expense ratio.
Return for Risk
RTIYX vs. RGIYX — Risk / Return Rank
RTIYX
RGIYX
RTIYX vs. RGIYX - 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 Infrastructure Fund (RGIYX). 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 | RGIYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.86 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.41 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.38 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.68 | -0.93 |
Martin ratioReturn relative to average drawdown | 6.76 | 12.86 | -6.10 |
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 | RGIYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.86 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.77 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.52 | -0.13 |
Correlation
The correlation between RTIYX and RGIYX is 0.77, 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. RGIYX - Dividend Comparison
RTIYX's dividend yield for the trailing twelve months is around 2.22%, less than RGIYX's 8.68% 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% |
RGIYX Russell Investments Global Infrastructure Fund | 8.68% | 9.39% | 5.64% | 2.76% | 3.46% | 17.26% | 7.80% | 15.89% | 9.20% | 11.32% | 6.70% | 5.67% |
Drawdowns
RTIYX vs. RGIYX - Drawdown Comparison
The maximum RTIYX drawdown since its inception was -38.06%, roughly equal to the maximum RGIYX drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for RTIYX and RGIYX.
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Drawdown Indicators
| RTIYX | RGIYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.06% | -39.17% | +1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -8.43% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -20.19% | -7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -38.06% | -39.17% | +1.11% |
Current DrawdownCurrent decline from peak | -10.21% | -4.03% | -6.18% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -4.70% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.75% | +0.96% |
Volatility
RTIYX vs. RGIYX - Volatility Comparison
Russell Investments Multifactor International Equity Fund (RTIYX) has a higher volatility of 6.18% compared to Russell Investments Global Infrastructure Fund (RGIYX) at 3.96%. This indicates that RTIYX's price experiences larger fluctuations and is considered to be riskier than RGIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTIYX | RGIYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 3.96% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 6.94% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 12.04% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 13.45% | +2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 15.90% | +0.40% |