RTNAX vs. ASFYX
Compare and contrast key facts about Russell Investment Tax-Managed International Equity Fund (RTNAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
RTNAX is managed by BlackRock. It was launched on Jun 1, 2015. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
RTNAX vs. ASFYX - Performance Comparison
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RTNAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTNAX Russell Investment Tax-Managed International Equity Fund | -2.71% | 30.15% | 2.73% | 13.43% | -16.20% | 7.56% | 6.57% | 19.17% | -16.58% | 27.94% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, RTNAX achieves a -2.71% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, RTNAX has outperformed ASFYX with an annualized return of 6.71%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
RTNAX
- 1D
- -0.14%
- 1M
- -12.07%
- YTD
- -2.71%
- 6M
- 0.98%
- 1Y
- 19.61%
- 3Y*
- 11.31%
- 5Y*
- 4.81%
- 10Y*
- 6.71%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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RTNAX vs. ASFYX - Expense Ratio Comparison
RTNAX has a 1.29% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
RTNAX vs. ASFYX — Risk / Return Rank
RTNAX
ASFYX
RTNAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed International Equity Fund (RTNAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| RTNAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.18 | +1.07 |
Sortino ratioReturn per unit of downside risk | 1.65 | 0.30 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.04 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 0.10 | +1.30 |
Martin ratioReturn relative to average drawdown | 5.51 | 0.16 | +5.35 |
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
| RTNAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.18 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.17 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.15 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.31 | +0.11 |
Correlation
The correlation between RTNAX and ASFYX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RTNAX vs. ASFYX - Dividend Comparison
RTNAX's dividend yield for the trailing twelve months is around 1.93%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTNAX Russell Investment Tax-Managed International Equity Fund | 1.93% | 1.88% | 1.77% | 1.60% | 1.17% | 2.08% | 1.35% | 2.09% | 1.22% | 1.14% | 2.14% | 0.00% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
RTNAX vs. ASFYX - Drawdown Comparison
The maximum RTNAX drawdown since its inception was -39.58%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for RTNAX and ASFYX.
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Drawdown Indicators
| RTNAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.58% | -36.43% | -3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -13.51% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -31.77% | -36.43% | +4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -36.43% | -3.15% |
Current DrawdownCurrent decline from peak | -12.18% | -24.37% | +12.19% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -13.09% | +4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 8.72% | -5.62% |
Volatility
RTNAX vs. ASFYX - Volatility Comparison
Russell Investment Tax-Managed International Equity Fund (RTNAX) has a higher volatility of 6.32% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that RTNAX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTNAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 3.86% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 10.01% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 13.02% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 13.68% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 12.68% | +3.05% |