RTNAX vs. MSFT

In the year-to-date period, RTNAX achieves a 13.77% return, which is significantly higher than MSFT's 9.64% return. Over the past 10 years, RTNAX has underperformed MSFT with an annualized return of 4.18%, while MSFT has yielded a comparatively higher 27.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed International Equity Fund (RTNAX) and Microsoft Corporation (MSFT). 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.

The current RTNAX Sharpe Ratio is 0.79, which is higher than the MSFT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of RTNAX and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RTNAX's dividend yield for the trailing twelve months is around 1.56%, more than MSFT's 0.70% yield.

The maximum RTNAX drawdown since its inception was -38.07%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for RTNAX and MSFT.

The current volatility for Russell Investment Tax-Managed International Equity Fund (RTNAX) is 2.50%, while Microsoft Corporation (MSFT) has a volatility of 8.33%. This indicates that RTNAX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.