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RTXAX vs. ENTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RTXAX vs. ENTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investment Tax-Managed Real Assets Fund (RTXAX) and ERShares Global Entrepreneurs™ (ENTIX). The values are adjusted to include any dividend payments, if applicable.

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RTXAX vs. ENTIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RTXAX
Russell Investment Tax-Managed Real Assets Fund
11.49%13.56%1.50%7.40%-11.66%26.57%3.73%6.17%
ENTIX
ERShares Global Entrepreneurs™
-18.94%22.05%33.84%23.82%-31.67%-8.38%38.75%9.28%

Returns By Period

In the year-to-date period, RTXAX achieves a 11.49% return, which is significantly higher than ENTIX's -18.94% return.


RTXAX

1D
0.13%
1M
-2.88%
YTD
11.49%
6M
14.38%
1Y
24.85%
3Y*
10.58%
5Y*
7.43%
10Y*

ENTIX

1D
-0.31%
1M
-8.18%
YTD
-18.94%
6M
-23.76%
1Y
6.13%
3Y*
13.80%
5Y*
0.66%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RTXAX vs. ENTIX - Expense Ratio Comparison

RTXAX has a 1.33% expense ratio, which is higher than ENTIX's 1.29% expense ratio.


Return for Risk

RTXAX vs. ENTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RTXAX
RTXAX Risk / Return Rank: 8585
Overall Rank
RTXAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RTXAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
RTXAX Omega Ratio Rank: 8484
Omega Ratio Rank
RTXAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
RTXAX Martin Ratio Rank: 9292
Martin Ratio Rank

ENTIX
ENTIX Risk / Return Rank: 99
Overall Rank
ENTIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ENTIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
ENTIX Omega Ratio Rank: 1010
Omega Ratio Rank
ENTIX Calmar Ratio Rank: 88
Calmar Ratio Rank
ENTIX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


RTXAXENTIXDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.21

+1.48

Sortino ratio

Return per unit of downside risk

2.24

0.46

+1.78

Omega ratio

Gain probability vs. loss probability

1.35

1.06

+0.29

Calmar ratio

Return relative to maximum drawdown

1.89

0.11

+1.78

Martin ratio

Return relative to average drawdown

10.79

0.30

+10.48

RTXAX vs. ENTIX - Sharpe Ratio Comparison

The current RTXAX Sharpe Ratio is 1.69, which is higher than the ENTIX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of RTXAX and ENTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RTXAXENTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.21

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.03

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.41

-0.01

Correlation

The correlation between RTXAX and ENTIX is 0.59, 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

RTXAX vs. ENTIX - Dividend Comparison

RTXAX's dividend yield for the trailing twelve months is around 2.57%, more than ENTIX's 0.05% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

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


RTXAXENTIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.68%

-54.84%

+14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-25.35%

+12.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.63%

-44.84%

+20.21%

Max Drawdown (10Y)

Largest decline over 10 years

-54.84%

Current Drawdown

Current decline from peak

-3.32%

-25.35%

+22.03%

Average Drawdown

Average peak-to-trough decline

-7.96%

-13.72%

+5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

8.76%

-6.47%

Volatility

RTXAX vs. ENTIX - Volatility Comparison

The current volatility for Russell Investment Tax-Managed Real Assets Fund (RTXAX) is 4.12%, while ERShares Global Entrepreneurs™ (ENTIX) has a volatility of 6.21%. 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


RTXAXENTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

6.21%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

15.19%

-6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

23.24%

-8.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

21.73%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

20.81%

-0.55%