RTIYX vs. RGIYX
RTIYX (Russell Investments Multifactor International Equity Fund) and RGIYX (Russell Investments Global Infrastructure Fund) are both mutual funds - RTIYX is a Foreign Large Cap Equities fund managed by Russell, while RGIYX is a Infrastructure Equities fund managed by Russell. Over the past 10 years, RTIYX returned 9.05%/yr vs 7.96%/yr for RGIYX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. RTIYX charges 0.44%/yr vs 0.85%/yr for RGIYX.
Performance
RTIYX vs. RGIYX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RTIYX achieves a 11.86% return, which is significantly higher than RGIYX's 10.16% return. Over the past 10 years, RTIYX has outperformed RGIYX with an annualized return of 9.05%, while RGIYX has yielded a comparatively lower 7.96% annualized return.
RTIYX
- 1D
- 0.28%
- 1M
- 2.30%
- 6M
- 6.03%
- YTD
- 11.86%
- 1Y
- 23.14%
- 3Y*
- 17.39%
- 5Y*
- 9.35%
- 10Y*
- 9.05%
- ALL TIME*
- 7.45%
RGIYX
- 1D
- -0.18%
- 1M
- -0.74%
- 6M
- 4.56%
- YTD
- 10.16%
- 1Y
- 13.43%
- 3Y*
- 14.96%
- 5Y*
- 9.61%
- 10Y*
- 7.96%
- ALL TIME*
- 8.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RTIYX vs. RGIYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTIYX Russell Investments Multifactor International Equity Fund | 11.86% | 31.04% | 4.69% | 16.46% | -13.13% | 14.05% | 2.64% | 20.19% | -14.91% | 25.14% |
RGIYX Russell Investments Global Infrastructure Fund | 10.16% | 20.07% | 9.96% | 6.94% | -2.95% | 12.44% | -3.37% | 27.98% | -9.87% | 18.96% |
Correlation
The correlation between RTIYX and RGIYX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.75 |
Over the past year, the correlation between RTIYX and RGIYX has dropped to 0.55 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RTIYX | RGIYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.49 | -0.11 |
| Martin ratioReturn relative to average drawdown | 8.95 | 7.53 | +1.42 |
Loading charts...
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.
Loading charts...
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% | -6.00% | -4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -12.67% | -10.80% | -1.87% |
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 | -0.42% | -2.27% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -4.65% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 1.98% | +0.79% |
Volatility
RTIYX vs. RGIYX - Volatility Comparison
Russell Investments Multifactor International Equity Fund (RTIYX) has a higher volatility of 4.13% compared to Russell Investments Global Infrastructure Fund (RGIYX) at 2.18%. 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.
Loading charts...
Volatility by Period
| RTIYX | RGIYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 2.18% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 8.52% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.34% | 10.23% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 13.53% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 15.83% | +0.24% |
RTIYX vs. RGIYX - Expense Ratio Comparison
RTIYX has a 0.44% expense ratio, which is lower than RGIYX's 0.85% expense ratio.
Dividends
RTIYX vs. RGIYX - Dividend Comparison
RTIYX's dividend yield for the trailing twelve months is around 1.96%, less than RGIYX's 8.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGIYX Russell Investments Global Infrastructure Fund | 8.22% | 9.39% | 5.64% | 2.76% | 3.46% | 17.26% | 7.80% | 15.89% | 9.20% | 11.32% | 6.70% | 5.67% |
RTIYX Russell Investments Multifactor International Equity Fund | 1.96% | 2.19% | 5.35% | 3.42% | 2.25% | 6.39% | 2.11% | 5.46% | 3.50% | 2.64% | 2.39% | 2.94% |
Frequently Asked Questions
RTIYX and RGIYX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RTIYX has higher volatility (4.13%) compared to RGIYX (2.18%). In terms of maximum drawdown, RTIYX dropped -38.06% vs RGIYX's -39.17%.
RTIYX currently has the higher Sharpe Ratio (1.74 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for RTIYX and RGIYX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer