- ISIN
- US78250F5540
- Issuer
- Russell
- Inception Date
- Mar 6, 2017
- Category
- Global Allocation
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
RMGSX Performance Chart
Russell Investments Multi-Asset Growth Strategy Fund (RMGSX) is up 7.6% since the beginning of the year. RMGSX is currently trading at $13 per share. Investors who bought $1,000 worth of RMGSX shares 5 years ago would now be looking at an investment worth $1,360.
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Returns By Period
Russell Investments Multi-Asset Growth Strategy Fund (RMGSX) has returned 7.62% so far this year and 18.48% over the past 12 months.
Russell Investments Multi-Asset Growth Strategy Fund
- 1D
- 0.48%
- 1M
- 0.48%
- YTD
- 7.62%
- 6M
- 7.89%
- 1Y
- 18.48%
- 3Y*
- 13.22%
- 5Y*
- 6.34%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.15%
- 1Y
- 24.03%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
RMGSX Monthly Returns History
Based on dividend-adjusted daily data since Apr 4, 2017, RMGSX's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +7.7%, while the worst month was Mar 2020 at -12.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, RMGSX closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +6.2%, while the worst single day was Mar 12, 2020 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.53% | 2.72% | -5.13% | 6.01% | 1.92% | -0.31% | 7.62% | ||||||
| 2025 | 2.18% | 0.93% | -1.29% | 1.08% | 2.88% | 3.25% | 0.04% | 2.46% | 2.58% | 0.82% | 0.75% | 0.57% | 17.38% |
| 2024 | -0.10% | 1.29% | 2.75% | -2.72% | 3.36% | 1.05% | 1.51% | 3.11% | 2.28% | -2.80% | 1.85% | -2.86% | 8.76% |
| 2023 | 5.86% | -3.13% | 3.24% | 1.60% | -1.45% | 2.74% | 1.94% | -1.62% | -3.40% | -1.89% | 7.56% | 3.54% | 15.26% |
| 2022 | -1.87% | -1.24% | -0.58% | -5.98% | -0.41% | -7.07% | 5.78% | -4.03% | -7.73% | 3.95% | 7.26% | -2.61% | -14.73% |
| 2021 | -0.57% | 2.29% | 2.43% | 2.04% | 1.61% | -0.97% | 0.00% | 0.62% | -0.97% | 1.34% | -3.00% | 2.97% | 7.88% |
Benchmark Metrics
Russell Investments Multi-Asset Growth Strategy Fund has an annualized alpha of -0.51%, beta of 0.45, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since April 04, 2017.
- This fund participated in 65.43% of S&P 500 Index downside but only 47.02% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.45 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.51%
- Beta
- 0.45
- R²
- 0.67
- Upside Capture
- 47.02%
- Downside Capture
- 65.43%
Expense Ratio
RMGSX has an expense ratio of 0.91%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RMGSX ranks 68 for risk / return — better than 68% 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 Multi-Asset Growth Strategy Fund (RMGSX) 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.
| RMGSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.78 | -0.07 |
| Martin ratioReturn relative to average drawdown | 11.68 | 12.44 | -0.76 |
Dividends
Dividend History
Russell Investments Multi-Asset Growth Strategy Fund provided a 3.98% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.50 | $0.51 | $0.38 | $0.35 | $0.07 | $0.67 | $0.08 | $0.35 | $0.24 | $0.14 |
Dividend yield | 3.98% | 4.32% | 3.60% | 3.48% | 0.76% | 6.27% | 0.80% | 3.35% | 2.46% | 1.33% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments Multi-Asset Growth Strategy 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 | $0.07 | $0.00 | $0.00 | $0.07 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.29 | $0.51 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.05 | $0.00 | $0.18 | $0.38 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.12 | $0.35 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.07 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.67 |
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 Multi-Asset Growth Strategy 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 Multi-Asset Growth Strategy Fund was 24.93%, occurring on Mar 18, 2020. Recovery took 174 trading sessions.
The current Russell Investments Multi-Asset Growth Strategy Fund drawdown is 0.55%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -24.93%Mar 2020 | 1mo 27d | 8mo 10d | 10mo 7dJan 2020 - Nov 2020 |
Bear market2022 | -23.47%Oct 2022 | 1y 4mo | 1y 5mo | 2y 9moJun 2021 - Mar 2024 |
2025 selloff2025 | -8.85%Apr 2025 | 6mo 9d | 1mo 4d | 7mo 13dOct 2024 - May 2025 |
Rate-hike selloffLate 2018 | -8.78%Dec 2018 | 10mo 29d | 6mo 11d | 1y 5moJan 2018 - Jul 2019 |
2026 pullback2026 | -6.73%Mar 2026 | 25d | 21d | 1mo 16dMar 2026 - Apr 2026 |
Drawdown Indicators
| RMGSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.93% | -56.78% | +31.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.73% | -9.10% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -8.85% | -18.90% | +10.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.20% | -25.43% | +2.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.55% | -1.80% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -10.71% | +6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.03% | -0.47% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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