RTXAX vs. SSGLX
Compare and contrast key facts about Russell Investment Tax-Managed Real Assets Fund (RTXAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
RTXAX is managed by BlackRock. It was launched on Jun 9, 2019. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
RTXAX vs. SSGLX - Performance Comparison
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RTXAX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 9.27% |
Returns By Period
In the year-to-date period, RTXAX achieves a 11.49% return, which is significantly higher than SSGLX's -0.64% return.
RTXAX
- 1D
- 0.13%
- 1M
- -2.88%
- YTD
- 11.49%
- 6M
- 14.38%
- 1Y
- 24.85%
- 3Y*
- 10.58%
- 5Y*
- 7.43%
- 10Y*
- —
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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RTXAX vs. SSGLX - Expense Ratio Comparison
RTXAX has a 1.33% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
RTXAX vs. SSGLX — Risk / Return Rank
RTXAX
SSGLX
RTXAX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed Real Assets Fund (RTXAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.56 | +0.13 |
Sortino ratioReturn per unit of downside risk | 2.24 | 2.12 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.00 | -0.11 |
Martin ratioReturn relative to average drawdown | 10.79 | 7.90 | +2.89 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.56 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.37 | +0.03 |
Correlation
The correlation between RTXAX and SSGLX is 0.72, 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. SSGLX - Dividend Comparison
RTXAX's dividend yield for the trailing twelve months is around 2.57%, less than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
RTXAX vs. SSGLX - Drawdown Comparison
The maximum RTXAX drawdown since its inception was -40.68%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for RTXAX and SSGLX.
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Drawdown Indicators
| RTXAX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.68% | -35.88% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -11.22% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -30.08% | +5.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.88% | — |
Current DrawdownCurrent decline from peak | -3.32% | -10.87% | +7.55% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -8.32% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.84% | -0.55% |
Volatility
RTXAX vs. SSGLX - Volatility Comparison
The current volatility for Russell Investment Tax-Managed Real Assets Fund (RTXAX) is 4.12%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that RTXAX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTXAX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 6.44% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 10.02% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 15.49% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 14.49% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 16.15% | +4.11% |