- ISIN
- US7824932823
- Issuer
- Russell
- Inception Date
- Mar 29, 2000
- Category
- Large Cap Value Equities
- Min. Investment
- $10,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
REAYX Performance Chart
Russell Investments Equity Income Fund (REAYX) is up 11.9% since the beginning of the year. REAYX is currently trading at $25 per share. Investors who bought $1,000 worth of REAYX shares 5 years ago would now be looking at an investment worth $1,638.
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Returns By Period
Russell Investments Equity Income Fund (REAYX) has returned 11.88% so far this year and 23.66% over the past 12 months.
Russell Investments Equity Income Fund
- 1D
- 0.24%
- 1M
- 1.00%
- YTD
- 11.88%
- 6M
- 11.43%
- 1Y
- 23.66%
- 3Y*
- 15.68%
- 5Y*
- 10.37%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
REAYX Monthly Returns History
Based on dividend-adjusted daily data since Mar 1, 2017, REAYX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Mar 2020 at -15.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, REAYX closed higher 53% of trading days. The best single day was Dec 18, 2024 with a return of +12.8%, while the worst single day was Dec 19, 2024 at -14.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.56% | 3.90% | -4.82% | 5.92% | 2.03% | 1.08% | 11.88% | ||||||
| 2025 | 4.06% | 1.22% | -2.20% | -3.26% | 2.86% | 3.68% | 0.35% | 3.97% | 0.48% | -0.79% | 2.73% | 0.97% | 14.66% |
| 2024 | 0.21% | 2.79% | 5.64% | -3.71% | 2.76% | -0.83% | 3.67% | 3.01% | 1.12% | -1.18% | 5.76% | -7.16% | 11.90% |
| 2023 | 4.95% | -3.20% | -0.33% | 1.89% | -4.20% | 6.05% | 4.32% | -2.94% | -3.07% | -2.66% | 6.66% | 5.33% | 12.50% |
| 2022 | -1.69% | -2.14% | 2.55% | -6.01% | 2.24% | -8.50% | 5.02% | -2.89% | -8.78% | 10.10% | 6.72% | -3.89% | -8.86% |
| 2021 | -0.37% | 4.34% | 5.81% | 4.77% | 1.98% | -0.25% | 1.02% | 1.96% | -3.75% | 5.31% | -1.87% | 5.75% | 27.01% |
Benchmark Metrics
Russell Investments Equity Income Fund has an annualized alpha of 0.38%, beta of 0.86, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since March 01, 2017.
- This fund participated in 94.16% of S&P 500 Index downside but only 88.20% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.86 and R2 of 0.74, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.38%
- Beta
- 0.86
- R²
- 0.74
- Upside Capture
- 88.20%
- Downside Capture
- 94.16%
Expense Ratio
REAYX has an expense ratio of 0.66%, placing it in the medium range.
Return for Risk
Risk / Return Rank
REAYX ranks 75 for risk / return — better than 75% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russell Investments Equity Income Fund (REAYX) and compare them to S&P 500 Index.
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.
| REAYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 2.78 | +0.80 |
| Martin ratioReturn relative to average drawdown | 13.72 | 12.44 | +1.28 |
Dividends
Dividend History
Russell Investments Equity Income Fund provided a 13.43% dividend yield over the last twelve months, with an annual payout of $3.41 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.41 | $3.47 | $3.52 | $3.19 | $4.70 | $3.28 | $0.99 | $0.48 | $9.27 | $4.67 |
Dividend yield | 13.43% | 15.24% | 15.38% | 13.55% | 19.72% | 10.47% | 3.61% | 1.86% | 45.26% | 14.47% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments Equity Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $3.09 | $3.47 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $3.23 | $3.52 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $2.86 | $3.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $4.39 | $4.70 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $3.04 | $3.28 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Russell Investments Equity Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Russell Investments Equity Income Fund was 36.87%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Russell Investments Equity Income Fund drawdown is 1.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.87%Mar 2020 | 1mo 9d | 7mo 22d | 9mo 1dFeb 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -21.18%Dec 2018 | 3mo 1d | 7mo 2d | 10mo 3dSep 2018 - Jul 2019 |
2025 selloff2025 | -20.66%Apr 2025 | 3mo 20d | 8mo 20d | 1y 5dDec 2024 - Dec 2025 |
Bear market2022 | -20.57%Sep 2022 | 8mo 20d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2018 pullback2018 | -9.78%Feb 2018 | 10d | 6mo 13d | 6mo 23dJan 2018 - Aug 2018 |
Drawdown Indicators
| REAYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -56.78% | +19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.66% | -9.10% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -20.66% | -18.90% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -20.66% | -25.43% | +4.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.32% | -1.80% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -10.71% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.03% | -0.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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