Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX)
The fund has a non-fundamental policy to invest, under normal circumstances, at least 80% of the value of its net assets plus borrowings for investment purposes in large capitalization companies economically tied to the U.S. The fund invests principally in common stocks of large capitalization U.S. companies. The managers define large capitalization stocks as stocks of those companies represented by the S&P 500 Index or within the capitalization range of the S&P 500 Index.
Fund Info
US7824937202
Oct 7, 1996
$0
Large-Cap
Blend
Expense Ratio
RETSX has an expense ratio of 0.92%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) returned 0.07% year-to-date (YTD) and 9.47% over the past 12 months. Over the past 10 years, RETSX had an annualized return of 10.78%, just below the S&P 500 benchmark at 10.84%.
RETSX
0.07%
6.38%
-2.76%
9.47%
11.85%
13.45%
10.78%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of RETSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.81% | -1.68% | -5.62% | -1.12% | 6.09% | 0.07% | |||||||
| 2024 | 1.67% | 4.94% | 3.60% | -4.01% | 4.08% | 2.84% | 1.32% | 2.12% | 1.47% | -1.21% | 5.75% | -3.33% | 20.43% |
| 2023 | 6.94% | -2.63% | 2.94% | 1.58% | -0.36% | 6.17% | 3.36% | -1.61% | -4.16% | -2.09% | 8.63% | 4.47% | 24.74% |
| 2022 | -5.11% | -3.18% | 2.73% | -8.60% | 0.26% | -8.79% | 8.72% | -4.07% | -9.12% | 8.04% | 6.09% | -5.45% | -18.96% |
| 2021 | -1.56% | 2.66% | 3.94% | 5.81% | 0.57% | 2.15% | 2.34% | 2.77% | -4.62% | 6.93% | -2.04% | 4.04% | 24.82% |
| 2020 | -0.35% | -7.65% | -12.76% | 12.36% | 5.60% | 2.07% | 5.35% | 6.73% | -3.77% | -2.24% | 10.84% | 3.27% | 17.70% |
| 2019 | 7.90% | 3.17% | 1.40% | 4.13% | -6.15% | 6.87% | 1.03% | -1.87% | 1.29% | 2.06% | 3.86% | 2.75% | 28.94% |
| 2018 | 5.35% | -3.97% | -2.34% | 0.69% | 1.52% | 0.02% | 3.58% | 2.80% | 0.41% | -7.17% | 1.66% | -8.73% | -6.97% |
| 2017 | 1.68% | 4.42% | 0.03% | 1.16% | 1.40% | 0.70% | 1.69% | -0.08% | 2.16% | 2.37% | 3.05% | 1.15% | 21.51% |
| 2016 | -5.11% | -0.91% | 6.39% | 0.96% | 1.87% | -0.71% | 3.85% | 0.15% | -0.33% | -1.81% | 3.56% | 1.79% | 9.59% |
| 2015 | -3.51% | 6.24% | -1.31% | 0.79% | 1.03% | -1.89% | 2.30% | -6.01% | -3.08% | 8.53% | 0.12% | -1.76% | 0.55% |
| 2014 | -3.66% | 4.82% | 0.67% | 0.07% | 2.53% | 2.27% | -1.56% | 3.81% | -1.99% | 1.94% | 2.71% | 0.18% | 12.07% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RETSX is 38, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Russell Investment Tax-Managed U.S. Large Cap Fund provided a 0.49% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.41 | $0.41 | $0.38 | $0.34 | $0.10 | $0.27 | $0.38 | $0.34 | $0.42 | $0.29 | $0.24 | $1.61 |
Dividend yield | 0.49% | 0.49% | 0.54% | 0.60% | 0.14% | 0.47% | 0.78% | 0.90% | 1.02% | 0.84% | 0.76% | 5.12% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investment Tax-Managed U.S. Large Cap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2014 | $1.61 | $1.61 |
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 Investment Tax-Managed U.S. Large Cap 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 Investment Tax-Managed U.S. Large Cap Fund was 57.34%, occurring on Mar 9, 2009. Recovery took 887 trading sessions.
The current Russell Investment Tax-Managed U.S. Large Cap Fund drawdown is 4.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.34% | Oct 10, 2007 | 354 | Mar 9, 2009 | 887 | Sep 13, 2012 | 1241 |
| -47.82% | Sep 5, 2000 | 523 | Oct 9, 2002 | 1070 | Jan 11, 2007 | 1593 |
| -31.51% | Feb 20, 2020 | 22 | Mar 20, 2020 | 103 | Aug 17, 2020 | 125 |
| -25.62% | Dec 30, 2021 | 190 | Sep 30, 2022 | 306 | Dec 19, 2023 | 496 |
| -20.18% | Jul 20, 1998 | 31 | Aug 31, 1998 | 60 | Nov 23, 1998 | 91 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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