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WGFIX vs. RTXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WGFIX vs. RTXAX - Performance Comparison

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

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WGFIX vs. RTXAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WGFIX
William Blair Global Leaders Fund
-10.88%16.06%7.52%23.02%-29.32%16.71%32.06%11.22%
RTXAX
Russell Investment Tax-Managed Real Assets Fund
11.49%13.56%1.50%7.40%-11.66%26.57%3.73%6.17%

Returns By Period

In the year-to-date period, WGFIX achieves a -10.88% return, which is significantly lower than RTXAX's 11.49% return.


WGFIX

1D
-0.34%
1M
-10.33%
YTD
-10.88%
6M
-8.47%
1Y
7.95%
3Y*
7.22%
5Y*
2.24%
10Y*
9.41%

RTXAX

1D
0.13%
1M
-2.88%
YTD
11.49%
6M
14.38%
1Y
24.85%
3Y*
10.58%
5Y*
7.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WGFIX vs. RTXAX - Expense Ratio Comparison

WGFIX has a 0.90% expense ratio, which is lower than RTXAX's 1.33% expense ratio.


Return for Risk

WGFIX vs. RTXAX — Risk / Return Rank

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

WGFIX
WGFIX Risk / Return Rank: 1717
Overall Rank
WGFIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WGFIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
WGFIX Omega Ratio Rank: 1717
Omega Ratio Rank
WGFIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
WGFIX Martin Ratio Rank: 1717
Martin Ratio Rank

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
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.

WGFIX vs. RTXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Global Leaders Fund (WGFIX) 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.


WGFIXRTXAXDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.69

-1.25

Sortino ratio

Return per unit of downside risk

0.76

2.24

-1.48

Omega ratio

Gain probability vs. loss probability

1.11

1.35

-0.24

Calmar ratio

Return relative to maximum drawdown

0.43

1.89

-1.45

Martin ratio

Return relative to average drawdown

1.73

10.79

-9.06

WGFIX vs. RTXAX - Sharpe Ratio Comparison

The current WGFIX Sharpe Ratio is 0.45, which is lower than the RTXAX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of WGFIX and RTXAX, 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


WGFIXRTXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.69

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.47

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.40

-0.10

Correlation

The correlation between WGFIX and RTXAX is 0.68, 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

WGFIX vs. RTXAX - Dividend Comparison

WGFIX's dividend yield for the trailing twelve months is around 95.97%, more than RTXAX's 2.57% yield.


TTM20252024202320222021202020192018201720162015
WGFIX
William Blair Global Leaders Fund
95.97%85.53%54.25%6.65%2.17%5.65%12.57%1.35%17.62%4.24%0.72%5.05%
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%

Drawdowns

WGFIX vs. RTXAX - Drawdown Comparison

The maximum WGFIX drawdown since its inception was -59.51%, which is greater than RTXAX's maximum drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for WGFIX and RTXAX.


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Drawdown Indicators


WGFIXRTXAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.51%

-40.68%

-18.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-13.11%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-38.76%

-24.63%

-14.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

Current Drawdown

Current decline from peak

-13.11%

-3.32%

-9.79%

Average Drawdown

Average peak-to-trough decline

-11.96%

-7.96%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.29%

+1.00%

Volatility

WGFIX vs. RTXAX - Volatility Comparison

William Blair Global Leaders Fund (WGFIX) has a higher volatility of 5.49% compared to Russell Investment Tax-Managed Real Assets Fund (RTXAX) at 4.12%. This indicates that WGFIX'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


WGFIXRTXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

4.12%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

8.24%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

15.04%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

15.85%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

20.26%

-1.48%