RTNAX vs. MSFT
Compare and contrast key facts about Russell Investment Tax-Managed International Equity Fund (RTNAX) and Microsoft Corporation (MSFT).
RTNAX is managed by BlackRock. It was launched on Jun 1, 2015.
Performance
RTNAX vs. MSFT - Performance Comparison
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RTNAX vs. MSFT - 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% |
MSFT Microsoft Corporation | -23.28% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Returns By Period
In the year-to-date period, RTNAX achieves a -2.71% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, RTNAX has underperformed MSFT with an annualized return of 6.71%, while MSFT has yielded a comparatively higher 22.44% 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%
MSFT
- 1D
- 3.12%
- 1M
- -5.75%
- YTD
- -23.28%
- 6M
- -28.23%
- 1Y
- -0.64%
- 3Y*
- 9.54%
- 5Y*
- 9.74%
- 10Y*
- 22.44%
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Return for Risk
RTNAX vs. MSFT — Risk / Return Rank
RTNAX
MSFT
RTNAX vs. MSFT - Risk-Adjusted Trends Comparison
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.
| RTNAX | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | -0.02 | +1.27 |
Sortino ratioReturn per unit of downside risk | 1.65 | 0.15 | +1.49 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.02 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | -0.05 | +1.45 |
Martin ratioReturn relative to average drawdown | 5.51 | -0.12 | +5.63 |
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 | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | -0.02 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.37 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.84 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.74 | -0.31 |
Correlation
The correlation between RTNAX and MSFT is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RTNAX vs. MSFT - Dividend Comparison
RTNAX's dividend yield for the trailing twelve months is around 1.93%, more than MSFT's 0.94% 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% |
MSFT Microsoft Corporation | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Drawdowns
RTNAX vs. MSFT - Drawdown Comparison
The maximum RTNAX drawdown since its inception was -39.58%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for RTNAX and MSFT.
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Drawdown Indicators
| RTNAX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.58% | -69.38% | +29.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -33.91% | +21.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.77% | -37.15% | +5.38% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -37.15% | -2.43% |
Current DrawdownCurrent decline from peak | -12.18% | -31.43% | +19.25% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -21.77% | +12.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 12.46% | -9.36% |
Volatility
RTNAX vs. MSFT - Volatility Comparison
Russell Investment Tax-Managed International Equity Fund (RTNAX) and Microsoft Corporation (MSFT) have volatilities of 6.32% and 6.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTNAX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 6.48% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 19.15% | -9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 26.46% | -11.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 26.19% | -11.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 26.89% | -11.16% |