RTNAX vs. FASGX
Compare and contrast key facts about Russell Investment Tax-Managed International Equity Fund (RTNAX) and Fidelity Asset Manager 70% Fund (FASGX).
RTNAX is managed by BlackRock. It was launched on Jun 1, 2015. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
RTNAX vs. FASGX - Performance Comparison
Loading graphics...
RTNAX vs. FASGX - 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% |
FASGX Fidelity Asset Manager 70% Fund | -2.99% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, RTNAX achieves a -2.71% return, which is significantly higher than FASGX's -2.99% return. Over the past 10 years, RTNAX has underperformed FASGX with an annualized return of 6.71%, while FASGX has yielded a comparatively higher 8.70% 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%
FASGX
- 1D
- -0.24%
- 1M
- -7.42%
- YTD
- -2.99%
- 6M
- -0.12%
- 1Y
- 15.54%
- 3Y*
- 11.72%
- 5Y*
- 6.38%
- 10Y*
- 8.70%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RTNAX vs. FASGX - Expense Ratio Comparison
RTNAX has a 1.29% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
RTNAX vs. FASGX — Risk / Return Rank
RTNAX
FASGX
RTNAX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed International Equity Fund (RTNAX) and Fidelity Asset Manager 70% Fund (FASGX). 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 | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.21 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.73 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.55 | -0.15 |
Martin ratioReturn relative to average drawdown | 5.51 | 6.89 | -1.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RTNAX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.21 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.53 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.70 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.60 | -0.18 |
Correlation
The correlation between RTNAX and FASGX is 0.86, 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
RTNAX vs. FASGX - Dividend Comparison
RTNAX's dividend yield for the trailing twelve months is around 1.93%, less than FASGX's 7.56% 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% |
FASGX Fidelity Asset Manager 70% Fund | 7.56% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
RTNAX vs. FASGX - Drawdown Comparison
The maximum RTNAX drawdown since its inception was -39.58%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for RTNAX and FASGX.
Loading graphics...
Drawdown Indicators
| RTNAX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.58% | -47.35% | +7.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -9.07% | -3.11% |
Max Drawdown (5Y)Largest decline over 5 years | -31.77% | -23.54% | -8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -27.20% | -12.38% |
Current DrawdownCurrent decline from peak | -12.18% | -7.95% | -4.23% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -6.74% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.04% | +1.06% |
Volatility
RTNAX vs. FASGX - Volatility Comparison
Russell Investment Tax-Managed International Equity Fund (RTNAX) has a higher volatility of 6.32% compared to Fidelity Asset Manager 70% Fund (FASGX) at 4.57%. This indicates that RTNAX's price experiences larger fluctuations and is considered to be riskier than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RTNAX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 4.57% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 7.78% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 12.82% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 12.14% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 12.56% | +3.17% |