SCGVX vs. RTXAX
SCGVX (Sands Capital Global Growth Fund) and RTXAX (Russell Investment Tax-Managed Real Assets Fund) are both Global Equities funds. Over the past 5 years, SCGVX returned -1.87%/yr vs 6.57%/yr for RTXAX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. SCGVX charges 1.15%/yr vs 1.33%/yr for RTXAX.
Performance
SCGVX vs. RTXAX - Performance Comparison
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Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than RTXAX's 17.49% return.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
RTXAX
- 1D
- 0.64%
- 1M
- 1.95%
- 6M
- 9.82%
- YTD
- 17.49%
- 1Y
- 28.12%
- 3Y*
- 10.95%
- 5Y*
- 6.57%
- 10Y*
- —
- ALL TIME*
- 8.53%
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 |
SCGVX vs. RTXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 9.05% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 17.49% | 13.56% | 1.50% | 7.40% | -11.66% | 26.57% | 3.73% | 6.17% |
Correlation
The correlation between SCGVX and RTXAX is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2019 | 0.55 |
Over the past year, the correlation between SCGVX and RTXAX has dropped to 0.27 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
SCGVX vs. RTXAX — Risk / Return Rank
SCGVX
RTXAX
SCGVX vs. RTXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). 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.
| SCGVX | RTXAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -3.46 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.42 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 5.06 | -5.23 |
| Martin ratioReturn relative to average drawdown | -0.50 | 18.10 | -18.60 |
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Drawdowns
SCGVX vs. RTXAX - Drawdown Comparison
The maximum SCGVX drawdown since its inception was -53.96%, which is greater than RTXAX's maximum drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for SCGVX and RTXAX.
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Drawdown Indicators
| SCGVX | RTXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -40.68% | -13.28% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -5.21% | -16.18% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -17.13% | -5.94% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -24.63% | -29.33% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | — | — |
Current DrawdownCurrent decline from peak | -17.06% | -0.89% | -16.17% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -7.64% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 1.46% | +5.96% |
Volatility
SCGVX vs. RTXAX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to Russell Investment Tax-Managed Real Assets Fund (RTXAX) at 2.50%. This indicates that SCGVX's price experiences larger fluctuations and is considered to be riskier than RTXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCGVX | RTXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 2.50% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 8.30% | +8.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 10.89% | +9.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 15.75% | +10.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 19.90% | +3.20% |
SCGVX vs. RTXAX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is lower than RTXAX's 1.33% expense ratio.
Dividends
SCGVX vs. RTXAX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than RTXAX's 2.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% |
Frequently Asked Questions
SCGVX and RTXAX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to RTXAX (2.50%). In terms of maximum drawdown, SCGVX dropped -53.96% vs RTXAX's -40.68%.
RTXAX currently has the higher Sharpe Ratio (2.44 vs -0.19), 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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