Russell Investments Multifactor U.S. Equity Fund (RTDYX)
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 equity securities economically tied to the U.S. It invests principally in common stocks of large and medium capitalization U.S. companies but may also invest in small capitalization U.S. companies. The manager defines large and medium capitalization stocks as stocks of those companies represented by the Russell 1000 Index or within the capitalization range of the Russell 1000 Index.
Fund Info
| ISIN | US78249R3479 |
|---|---|
| Issuer | Russell |
| Inception Date | Jul 31, 2014 |
| Category | Large Cap Blend Equities |
| Min. Investment | $10,000,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
RTDYX features an expense ratio of 0.35%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: RTDYX vs. XSMO, RTDYX vs. SPY, RTDYX vs. XSLV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Russell Investments Multifactor U.S. Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Russell Investments Multifactor U.S. Equity Fund had a return of 17.08% year-to-date (YTD) and 26.31% in the last 12 months. Over the past 10 years, Russell Investments Multifactor U.S. Equity Fund had an annualized return of 11.81%, outperforming the S&P 500 benchmark which had an annualized return of 10.85%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 17.08% | 17.79% |
| 1 month | 0.37% | 0.18% |
| 6 months | 6.42% | 7.53% |
| 1 year | 26.31% | 26.42% |
| 5 years (annualized) | 13.96% | 13.48% |
| 10 years (annualized) | 11.81% | 10.85% |
Monthly Returns
The table below presents the monthly returns of RTDYX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.46% | 5.54% | 3.48% | -4.63% | 4.57% | 2.88% | 1.47% | 2.02% | 17.08% | ||||
| 2023 | 6.77% | -2.32% | 2.72% | 1.04% | -0.07% | 6.95% | 3.25% | -1.59% | -4.42% | -2.58% | 8.86% | 4.85% | 24.92% |
| 2022 | -4.76% | -2.11% | 2.89% | -8.05% | 1.11% | -8.97% | 8.84% | -3.53% | -9.08% | 8.56% | 5.44% | -5.86% | -16.48% |
| 2021 | -0.48% | 2.96% | 4.54% | 5.34% | 0.85% | 1.45% | 1.95% | 2.98% | -4.65% | 6.43% | -1.12% | 4.61% | 27.22% |
| 2020 | -0.82% | -8.70% | -15.08% | 12.52% | 5.24% | 1.74% | 5.35% | 6.45% | -3.72% | -1.89% | 11.63% | 3.96% | 13.88% |
| 2019 | 8.69% | 3.20% | 1.14% | 4.13% | -6.84% | 7.01% | 1.67% | -2.47% | 2.61% | 2.12% | 3.63% | 2.72% | 30.27% |
| 2018 | 5.65% | -3.04% | -2.39% | 0.25% | 2.44% | -0.07% | 3.31% | 3.55% | -0.21% | -7.87% | 1.60% | -9.47% | -7.15% |
| 2017 | 1.72% | 3.98% | -0.08% | 0.94% | 0.97% | 0.96% | 1.73% | 0.31% | 2.19% | 2.73% | 3.45% | 0.89% | 21.59% |
| 2016 | -4.99% | 0.00% | 6.76% | 0.37% | 1.89% | 0.09% | 3.64% | 0.45% | -0.09% | -1.71% | 4.67% | 2.01% | 13.33% |
| 2015 | -3.11% | 6.03% | -1.28% | 0.73% | 1.39% | -1.82% | 1.63% | -5.87% | -2.53% | 7.85% | 0.47% | -1.81% | 0.87% |
| 2014 | 4.31% | -1.73% | 2.10% | 2.59% | -0.22% | 7.14% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RTDYX is 71, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Russell Investments Multifactor U.S. Equity Fund granted a 3.88% dividend yield in the last twelve months. The annual payout for that period amounted to $0.74 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.76 | $0.83 | $1.14 | $0.50 | $0.88 | $1.25 | $1.00 | $0.21 | $0.27 | $0.07 |
Dividend yield | 3.88% | 4.66% | 6.03% | 6.51% | 3.44% | 6.62% | 11.47% | 7.65% | 1.79% | 2.57% | 0.67% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments Multifactor U.S. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | |||
| 2023 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.62 | $0.76 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.67 | $0.83 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $1.01 | $1.14 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.35 | $0.50 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.73 | $0.88 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $1.14 | $1.25 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.85 | $1.00 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.06 | $0.21 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.16 | $0.27 |
| 2014 | $0.02 | $0.00 | $0.05 | $0.07 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Russell Investments Multifactor U.S. 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 Russell Investments Multifactor U.S. Equity Fund was 34.13%, occurring on Mar 20, 2020. Recovery took 112 trading sessions.
The current Russell Investments Multifactor U.S. Equity Fund drawdown is 0.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.13% | Feb 20, 2020 | 22 | Mar 20, 2020 | 112 | Aug 28, 2020 | 134 |
| -23.2% | Jan 5, 2022 | 186 | Sep 30, 2022 | 301 | Dec 12, 2023 | 487 |
| -21% | Sep 21, 2018 | 65 | Dec 24, 2018 | 131 | Jul 3, 2019 | 196 |
| -13.64% | Jun 24, 2015 | 161 | Feb 11, 2016 | 74 | May 27, 2016 | 235 |
| -9.58% | Jan 29, 2018 | 9 | Feb 8, 2018 | 124 | Aug 7, 2018 | 133 |
Volatility
Volatility Chart
The current Russell Investments Multifactor U.S. Equity Fund volatility is 4.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.