- ISIN
- US7824937202
- Issuer
- BlackRock
- Inception Date
- Oct 7, 1996
- Category
- Large Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
RETSX Performance Chart
Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) is up 9.8% since the beginning of the year. RETSX is currently trading at $106 per share. Investors who bought $1,000 worth of RETSX shares 5 years ago would now be looking at an investment worth $1,714.
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Returns By Period
Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) has returned 9.76% so far this year and 24.28% over the past 12 months. Over the last ten years, RETSX has had an annualized return of 13.31%, just under the S&P 500 Index benchmark’s 13.66%.
Russell Investment Tax-Managed U.S. Large Cap Fund
- 1D
- -0.07%
- 1M
- 5.72%
- YTD
- 9.76%
- 6M
- 9.96%
- 1Y
- 24.28%
- 3Y*
- 19.33%
- 5Y*
- 11.38%
- 10Y*
- 13.31%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
RETSX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1997, RETSX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Oct 2008 at -17.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, RETSX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.3%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.81% | -0.66% | -5.00% | 9.26% | 4.99% | 0.57% | 9.76% | ||||||
| 2025 | 2.81% | -1.68% | -5.62% | -1.12% | 6.00% | 5.11% | 1.81% | 2.05% | 2.55% | 1.71% | 0.27% | 0.22% | 14.45% |
| 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% |
Benchmark Metrics
Russell Investment Tax-Managed U.S. Large Cap Fund has an annualized alpha of 0.62%, beta of 1.01, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since January 03, 1997.
- With beta of 1.01 and R2 of 0.98, 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
- 0.62%
- Beta
- 1.01
- R²
- 0.98
- Upside Capture
- 103.39%
- Downside Capture
- 100.37%
Expense Ratio
RETSX has an expense ratio of 0.92%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RETSX ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) and compare them to S&P 500 Index.
| RETSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.16 | 2.24 | -0.08 |
Sortino ratioReturn per unit of downside risk | 2.96 | 3.07 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.93 | -0.21 |
Martin ratioReturn relative to average drawdown | 11.86 | 13.52 | -1.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Russell Investment Tax-Managed U.S. Large Cap Fund provided a 0.40% dividend yield over the last twelve months, with an annual payout of $0.43 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.43 | $0.43 | $0.41 | $0.38 | $0.34 | $0.10 | $0.26 | $0.38 | $0.34 | $0.42 | $0.29 | $0.24 |
Dividend yield | 0.40% | 0.44% | 0.49% | 0.54% | 0.59% | 0.14% | 0.47% | 0.78% | 0.90% | 1.02% | 0.84% | 0.76% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 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 |
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 57.35%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.
The current Russell Investment Tax-Managed U.S. Large Cap Fund drawdown is 0.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -57.35%Mar 2009 | 1y 5mo | 3y 6mo | 4y 11moOct 2007 - Sep 2012 |
Dot-com crash2000–2002 | -48.07%Oct 2002 | 2y 1mo | 4y 3mo | 6y 4moSep 2000 - Jan 2007 |
COVID crash2020 | -33.52%Mar 2020 | 1mo 2d | 4mo 27d | 5mo 29dFeb 2020 - Aug 2020 |
Bear market2022 | -25.62%Sep 2022 | 9mo 4d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
1998 bear market1998 | -20.18%Aug 1998 | 1mo 12d | 2mo 24d | 4mo 6dJul 1998 - Nov 1998 |
Drawdown Indicators
| RETSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.35% | -56.78% | -0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | -9.10% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.79% | -18.90% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -25.62% | -25.43% | -0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -33.92% | +0.40% |
Current DrawdownCurrent decline from peak | -0.07% | -0.74% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -10.54% | -10.72% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.97% | +0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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