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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.
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Returns By Period
Russell Investments Multifactor U.S. Equity Fund (RTDYX) has returned -6.17% so far this year and 14.50% over the past 12 months. Over the last decade, RTDYX has posted an annualized return of 12.61%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
Russell Investments Multifactor U.S. Equity Fund
- 1D
- -0.40%
- 1M
- -7.16%
- YTD
- -6.17%
- 6M
- -4.27%
- 1Y
- 14.50%
- 3Y*
- 15.71%
- 5Y*
- 10.49%
- 10Y*
- 12.61%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2015, RTDYX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, your investment would double in approximately 5.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.5%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RTDYX closed higher 51% of trading days. The best single day was Dec 18, 2024 with a return of +29.7%, while the worst single day was Dec 19, 2024 at -26.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.37% | -0.30% | -7.16% | -6.17% | |||||||||
| 2025 | 3.00% | -2.03% | -5.76% | -0.74% | 6.45% | 4.95% | 1.95% | 2.63% | 3.09% | 1.60% | 0.68% | -0.27% | 16.05% |
| 2024 | 1.47% | 5.54% | 3.48% | -4.62% | 4.57% | 2.88% | 1.47% | 2.02% | 1.93% | -0.65% | 6.86% | -4.18% | 22.01% |
| 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% |
Benchmark Metrics
Russell Investments Multifactor U.S. Equity Fund has an annualized alpha of 1.91%, beta of 0.97, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 05, 2015.
- With beta of 0.97 and R² of 0.65, 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
- 1.91%
- Beta
- 0.97
- R²
- 0.65
- Upside Capture
- 103.43%
- Downside Capture
- 99.59%
Expense Ratio
RTDYX has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RTDYX ranks 42 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 Investments Multifactor U.S. Equity Fund (RTDYX) and compare them to a chosen benchmark (S&P 500 Index).
| RTDYX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.90 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.39 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.40 | -0.37 |
Martin ratioReturn relative to average drawdown | 5.14 | 6.61 | -1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore RTDYX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Russell Investments Multifactor U.S. Equity Fund provided a 37.49% dividend yield over the last twelve months, with an annual payout of $4.62 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.62 | $4.62 | $4.84 | $0.76 | $0.83 | $1.14 | $0.50 | $0.88 | $1.25 | $1.00 | $0.21 | $0.27 |
Dividend yield | 37.49% | 35.18% | 31.60% | 4.66% | 6.03% | 6.51% | 3.44% | 6.62% | 11.47% | 7.65% | 1.79% | 2.57% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $4.46 | $4.62 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $4.73 | $4.84 |
| 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 |
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 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 37.43%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Russell Investments Multifactor U.S. Equity Fund drawdown is 19.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.43% | Dec 19, 2024 | 74 | Apr 8, 2025 | — | — | — |
| -36.22% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | 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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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