- ISIN
- US7824932252
- Issuer
- Russell
- Inception Date
- Mar 30, 2000
- Category
- Large Cap Blend Equities
- Min. Investment
- $10,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
REUYX Performance Chart
Sustainable Equity Fund (REUYX) is up 8.0% since the beginning of the year. REUYX is currently trading at $46 per share. Investors who bought $1,000 worth of REUYX shares 5 years ago would now be looking at an investment worth $1,556.
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Returns By Period
Sustainable Equity Fund (REUYX) has returned 7.99% so far this year and 16.06% over the past 12 months. Over the last ten years, REUYX has had an annualized return of 12.99%, just under the S&P 500 Index benchmark’s 13.26%.
Sustainable Equity Fund
- 1D
- 2.02%
- 1M
- 0.83%
- 6M
- 7.72%
- YTD
- 7.99%
- 1Y
- 16.06%
- 3Y*
- 13.48%
- 5Y*
- 9.25%
- 10Y*
- 12.99%
- ALL TIME*
- 7.91%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
REUYX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2001, REUYX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 64% of months were positive and 36% were negative. The best month was Oct 2011 with a return of +11.6%, while the worst month was Oct 2008 at -18.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, REUYX closed higher 53% of trading days. The best single day was Dec 18, 2024 with a return of +13.5%, while the worst single day was Dec 19, 2024 at -14.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.25% | -0.72% | -5.73% | 8.82% | 4.52% | 0.41% | 0.77% | 7.99% | |||||
| 2025 | 2.86% | -0.99% | -4.62% | -1.27% | 5.03% | 3.82% | 1.34% | 1.66% | 2.16% | 1.26% | 0.33% | 0.26% | 12.11% |
| 2024 | 1.66% | 3.82% | 3.04% | -4.80% | 2.99% | 2.71% | 1.96% | 2.65% | 1.29% | -1.47% | 5.11% | -4.00% | 15.42% |
| 2023 | 6.36% | -2.81% | 2.02% | 1.25% | -1.95% | 6.42% | 2.79% | -1.98% | -4.53% | -1.87% | 9.47% | 4.03% | 19.76% |
| 2022 | -4.58% | -3.34% | 3.30% | -6.88% | 0.64% | -7.27% | 8.41% | -3.77% | -8.50% | 8.68% | 5.86% | -5.29% | -13.87% |
| 2021 | -1.67% | 1.99% | 5.78% | 5.17% | 1.02% | 0.32% | 2.77% | 2.42% | -4.90% | 5.88% | -1.10% | 5.84% | 25.43% |
Benchmark Metrics
Sustainable Equity Fund has an annualized alpha of 1.29%, beta of 0.95, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since January 02, 2001.
- With beta of 0.95 and R2 of 0.92, 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
- 1.29%
- Beta
- 0.95
- R²
- 0.92
- Upside Capture
- 99.20%
- Downside Capture
- 95.29%
Expense Ratio
REUYX has an expense ratio of 0.83%, placing it in the medium range.
Return for Risk
Risk / Return Rank
REUYX ranks 32 for risk / return — above 32% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Sustainable Equity Fund (REUYX) 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.
| REUYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 2.00 | -0.62 |
| Martin ratioReturn relative to average drawdown | 5.78 | 8.49 | -2.72 |
Dividends
Dividend History
Sustainable Equity Fund provided a 13.27% dividend yield over the last twelve months, with an annual payout of $6.15 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.15 | $6.15 | $6.13 | $3.19 | $5.02 | $11.84 | $8.27 | $7.61 | $4.53 | $5.36 | $7.79 | $0.71 |
Dividend yield | 13.27% | 14.26% | 13.92% | 7.38% | 12.93% | 23.27% | 16.46% | 14.74% | 9.95% | 10.43% | 16.25% | 1.49% |
Monthly Dividends
The table displays the monthly dividend distributions for Sustainable Equity 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 | $0.22 | $0.22 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $5.82 | $6.15 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.13 | $6.13 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $2.99 | $3.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $4.82 | $5.02 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.07 | $0.00 | $11.64 | $11.84 |
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 Sustainable Equity 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 Sustainable Equity Fund was 56.33%, occurring on Mar 9, 2009. Recovery took 976 trading sessions.
The current Sustainable Equity Fund drawdown is 0.15%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-56.33%Mar 2009 | 1y 7mo | 3y 10mo | 5y 6moJul 2007 - Jan 2013 | Financial crisis2007–2009 |
-42.33%Oct 2002 | 1y 8mo | 3y 1mo | 4y 9moJan 2001 - Nov 2005 | Dot-com crash2000–2002 |
-30.54%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 | COVID crash2020 |
-26.10%Apr 2025 | 3mo 20d | 1y 1mo | 1y 5moDec 2024 - May 2026 | 2025 selloff2025 |
-21.34%Sep 2022 | 9mo 4d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 | Bear market2022 |
Drawdown Indicators
| REUYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.33% | -56.78% | +0.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -9.10% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -26.10% | -18.90% | -7.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.10% | -25.43% | -0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -30.54% | -33.92% | +3.38% |
Current DrawdownCurrent decline from peak | -0.15% | -1.58% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -10.70% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.14% | +0.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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