RTXAX vs. ENTIX
RTXAX (Russell Investment Tax-Managed Real Assets Fund) and ENTIX (ERShares Global Entrepreneurs™) are both Global Equities funds. Over the past 5 years, RTXAX returned 6.50%/yr vs 3.65%/yr for ENTIX. Their 0.57 correlation means they have sometimes moved together and sometimes differently. RTXAX charges 1.33%/yr vs 1.29%/yr for ENTIX.
Performance
RTXAX vs. ENTIX - Performance Comparison
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Returns By Period
In the year-to-date period, RTXAX achieves a 17.12% return, which is significantly higher than ENTIX's -5.15% return.
RTXAX
- 1D
- -0.32%
- 1M
- 1.63%
- 6M
- 10.40%
- YTD
- 17.12%
- 1Y
- 27.71%
- 3Y*
- 11.13%
- 5Y*
- 6.50%
- 10Y*
- —
- ALL TIME*
- 8.48%
ENTIX
- 1D
- 0.43%
- 1M
- -1.62%
- 6M
- -0.37%
- YTD
- -5.15%
- 1Y
- -2.90%
- 3Y*
- 16.38%
- 5Y*
- 3.65%
- 10Y*
- 9.64%
- ALL TIME*
- 8.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RTXAX vs. ENTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RTXAX Russell Investment Tax-Managed Real Assets Fund | 17.12% | 13.56% | 1.50% | 7.40% | -11.66% | 26.57% | 3.73% | 6.17% |
ENTIX ERShares Global Entrepreneurs™ | -5.15% | 22.05% | 33.84% | 23.82% | -31.67% | -8.38% | 38.75% | 10.13% |
Correlation
The correlation between RTXAX and ENTIX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2019 | 0.57 |
Over the past year, the correlation between RTXAX and ENTIX has dropped to 0.26 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
RTXAX vs. ENTIX — Risk / Return Rank
RTXAX
ENTIX
RTXAX vs. ENTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed Real Assets Fund (RTXAX) and ERShares Global Entrepreneurs™ (ENTIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RTXAX | ENTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.79 | ||
| Sortino ratioReturn per unit of downside risk | +3.69 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.97 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | -0.21 | +5.44 |
| Martin ratioReturn relative to average drawdown | 18.69 | -0.44 | +19.13 |
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Drawdowns
RTXAX vs. ENTIX - Drawdown Comparison
The maximum RTXAX drawdown since its inception was -40.68%, smaller than the maximum ENTIX drawdown of -54.84%. Use the drawdown chart below to compare losses from any high point for RTXAX and ENTIX.
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Drawdown Indicators
| RTXAX | ENTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.68% | -54.84% | +14.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.21% | -25.35% | +20.14% |
Max Drawdown (3Y)Largest decline over 3 years | -17.13% | -25.35% | +8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -44.18% | +19.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.84% | — |
Current DrawdownCurrent decline from peak | -1.20% | -12.65% | +11.45% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -13.73% | +6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 12.10% | -10.65% |
Volatility
RTXAX vs. ENTIX - Volatility Comparison
The current volatility for Russell Investment Tax-Managed Real Assets Fund (RTXAX) is 2.45%, while ERShares Global Entrepreneurs™ (ENTIX) has a volatility of 4.27%. This indicates that RTXAX experiences smaller price fluctuations and is considered to be less risky than ENTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTXAX | ENTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 4.27% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 16.03% | -7.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.82% | 20.63% | -9.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 21.80% | -6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 20.93% | -1.04% |
RTXAX vs. ENTIX - Expense Ratio Comparison
RTXAX has a 1.33% expense ratio, which is higher than ENTIX's 1.29% expense ratio.
Dividends
RTXAX vs. ENTIX - Dividend Comparison
RTXAX's dividend yield for the trailing twelve months is around 2.44%, more than ENTIX's 0.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | 0.05% | 0.04% | 0.61% | 0.07% | 0.00% | 29.89% | 10.55% | 3.00% | 2.92% | 8.18% | 0.00% | 0.37% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 2.44% | 2.86% | 2.05% | 1.98% | 3.11% | 1.74% | 1.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RTXAX and ENTIX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENTIX has higher volatility (4.27%) compared to RTXAX (2.45%). In terms of maximum drawdown, RTXAX dropped -40.68% vs ENTIX's -54.84%.
RTXAX currently has the higher Sharpe Ratio (2.53 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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