RTXAX vs. MFWIX
Compare and contrast key facts about Russell Investment Tax-Managed Real Assets Fund (RTXAX) and MFS Global Total Return Fund Class I (MFWIX).
RTXAX is managed by BlackRock. It was launched on Jun 9, 2019. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
RTXAX vs. MFWIX - Performance Comparison
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RTXAX vs. MFWIX - 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% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 7.44% |
Returns By Period
In the year-to-date period, RTXAX achieves a 11.49% return, which is significantly higher than MFWIX's -0.47% return.
RTXAX
- 1D
- 0.13%
- 1M
- -2.88%
- YTD
- 11.49%
- 6M
- 14.38%
- 1Y
- 24.85%
- 3Y*
- 10.58%
- 5Y*
- 7.43%
- 10Y*
- —
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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RTXAX vs. MFWIX - Expense Ratio Comparison
RTXAX has a 1.33% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
RTXAX vs. MFWIX — Risk / Return Rank
RTXAX
MFWIX
RTXAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed Real Assets Fund (RTXAX) and MFS Global Total Return Fund Class I (MFWIX). 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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.29 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.77 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.59 | +0.30 |
Martin ratioReturn relative to average drawdown | 10.79 | 6.26 | +4.53 |
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
| RTXAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.29 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.52 | -0.05 |
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 | 0.71 | -0.30 |
Correlation
The correlation between RTXAX and MFWIX is 0.84, 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. MFWIX - Dividend Comparison
RTXAX's dividend yield for the trailing twelve months is around 2.57%, less than MFWIX's 8.81% 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% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
RTXAX vs. MFWIX - Drawdown Comparison
The maximum RTXAX drawdown since its inception was -40.68%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for RTXAX and MFWIX.
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Drawdown Indicators
| RTXAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.68% | -33.01% | -7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -6.85% | -6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -20.22% | -4.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -3.32% | -6.50% | +3.18% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -3.83% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 1.74% | +0.55% |
Volatility
RTXAX vs. MFWIX - Volatility Comparison
Russell Investment Tax-Managed Real Assets Fund (RTXAX) has a higher volatility of 4.12% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that RTXAX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTXAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 3.04% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 5.25% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 8.85% | +6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 9.09% | +6.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 9.60% | +10.66% |