RTXAX vs. CWGIX
Compare and contrast key facts about Russell Investment Tax-Managed Real Assets Fund (RTXAX) and American Funds Capital World Growth and Income Fund Class A (CWGIX).
RTXAX is managed by BlackRock. It was launched on Jun 9, 2019. CWGIX is managed by American Funds. It was launched on Mar 26, 1993.
Performance
RTXAX vs. CWGIX - Performance Comparison
Loading graphics...
RTXAX vs. CWGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RTXAX Russell Investment Tax-Managed Real Assets Fund | 11.49% | 13.56% | 1.50% | 7.40% | -11.66% | 26.57% | 3.73% | 6.17% |
CWGIX American Funds Capital World Growth and Income Fund Class A | -4.19% | 24.68% | 13.85% | 20.55% | -17.32% | 14.74% | 15.31% | 10.16% |
Returns By Period
In the year-to-date period, RTXAX achieves a 11.49% return, which is significantly higher than CWGIX's -4.19% return.
RTXAX
- 1D
- 0.13%
- 1M
- -2.88%
- YTD
- 11.49%
- 6M
- 14.38%
- 1Y
- 24.85%
- 3Y*
- 10.58%
- 5Y*
- 7.43%
- 10Y*
- —
CWGIX
- 1D
- -0.47%
- 1M
- -9.84%
- YTD
- -4.19%
- 6M
- -0.07%
- 1Y
- 19.60%
- 3Y*
- 15.56%
- 5Y*
- 8.31%
- 10Y*
- 10.27%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RTXAX vs. CWGIX - Expense Ratio Comparison
RTXAX has a 1.33% expense ratio, which is higher than CWGIX's 0.75% expense ratio.
Return for Risk
RTXAX vs. CWGIX — Risk / Return Rank
RTXAX
CWGIX
RTXAX vs. CWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed Real Assets Fund (RTXAX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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.
| RTXAX | CWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.23 | +0.46 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.78 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.57 | +0.31 |
Martin ratioReturn relative to average drawdown | 10.79 | 6.75 | +4.04 |
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
| RTXAX | CWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.23 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.56 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.65 | -0.25 |
Correlation
The correlation between RTXAX and CWGIX is 0.78, 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
RTXAX vs. CWGIX - Dividend Comparison
RTXAX's dividend yield for the trailing twelve months is around 2.57%, less than CWGIX's 11.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTXAX Russell Investment Tax-Managed Real Assets Fund | 2.57% | 2.86% | 2.05% | 1.98% | 3.11% | 1.74% | 1.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
CWGIX American Funds Capital World Growth and Income Fund Class A | 11.03% | 10.54% | 7.88% | 3.20% | 2.09% | 6.82% | 1.23% | 2.44% | 7.00% | 6.63% | 4.96% | 3.78% |
Drawdowns
RTXAX vs. CWGIX - Drawdown Comparison
The maximum RTXAX drawdown since its inception was -40.68%, smaller than the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for RTXAX and CWGIX.
Loading graphics...
Drawdown Indicators
| RTXAX | CWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.68% | -54.47% | +13.79% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -11.08% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -27.18% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.00% | — |
Current DrawdownCurrent decline from peak | -3.32% | -10.52% | +7.20% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -7.16% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.58% | -0.29% |
Volatility
RTXAX vs. CWGIX - Volatility Comparison
The current volatility for Russell Investment Tax-Managed Real Assets Fund (RTXAX) is 4.12%, while American Funds Capital World Growth and Income Fund Class A (CWGIX) has a volatility of 5.20%. This indicates that RTXAX experiences smaller price fluctuations and is considered to be less risky than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RTXAX | CWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.20% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 10.06% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 15.77% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 14.98% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 15.94% | +4.32% |