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Russell Investments Global Equity Fund Class A RGEAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

RGEAX compared with its replication portfolio
MeasureRGEAXReplication
Annualized growth10.6%13.8%
Annualized volatility15.3%15.5%
Sharpe ratio0.740.91
Maximum drawdown25.4%24.3%
Replication fit (R²)0.99 · Tracking error 1.8%

Replication portfolio

The published portfolio below is the investable basket used to model RGEAX’s historical return behavior.

RGEAX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap35.0%
EFVIntl · Value32.4%
VUGStyle · Growth16.1%
LRGFFactor · Multi-Factor12.6%
VTIUS Broad Market4.0%