RTSI vs. VXUS

In the year-to-date period, RTSI achieves a 25.33% return, which is significantly higher than VXUS's 7.75% return. Over the past 10 years, RTSI has underperformed VXUS with an annualized return of 0.91%, while VXUS has yielded a comparatively higher 4.76% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for RTS Index (RTSI) and Vanguard Total International Stock ETF (VXUS). 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 RTSI Sharpe Ratio is -0.16, which is lower than the VXUS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of RTSI and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum RTSI drawdown since its inception was -93.26%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for RTSI and VXUS. For additional features, visit the drawdowns tool.

RTS Index (RTSI) and Vanguard Total International Stock ETF (VXUS) have volatilities of 11.09% and 11.22%, 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.