- ISIN
- US78249R3479
- Issuer
- Russell
- Inception Date
- Jul 31, 2014
- 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
RTDYX Performance Chart
Russell Investments Multifactor U.S. Equity Fund (RTDYX) is up 10.2% since the beginning of the year. RTDYX is currently trading at $14 per share. Investors who bought $1,000 worth of RTDYX shares 5 years ago would now be looking at an investment worth $1,851.
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Returns By Period
Russell Investments Multifactor U.S. Equity Fund (RTDYX) has returned 10.22% so far this year and 25.98% over the past 12 months. Over the last decade, RTDYX has posted an annualized return of 14.33%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
Russell Investments Multifactor U.S. Equity Fund
- 1D
- 0.91%
- 1M
- 0.49%
- YTD
- 10.22%
- 6M
- 9.47%
- 1Y
- 25.98%
- 3Y*
- 19.45%
- 5Y*
- 13.11%
- 10Y*
- 14.33%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
RTDYX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2015, RTDYX's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 65% of months were positive and 35% 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 52% 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% | -4.52% | 9.80% | 5.11% | -1.03% | 10.22% | ||||||
| 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 1.87%, beta of 0.97, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 02, 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
- 1.87%
- Beta
- 0.97
- R²
- 0.65
- Upside Capture
- 103.04%
- 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 66 for risk / return — better than 66% 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 Multifactor U.S. Equity Fund (RTDYX) 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.
| RTDYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.78 | +0.32 |
| Martin ratioReturn relative to average drawdown | 13.96 | 12.44 | +1.52 |
Dividends
Dividend History
Russell Investments Multifactor U.S. Equity Fund provided a 31.72% dividend yield over the last twelve months, with an annual payout of $4.59 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.59 | $4.62 | $4.84 | $0.76 | $0.83 | $1.14 | $0.50 | $0.88 | $1.25 | $1.00 | $0.21 | $0.27 |
Dividend yield | 31.72% | 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 | $0.01 | $0.00 | $0.00 | $0.01 | ||||||
| 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 5.15%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -37.43%Apr 2025 | 3mo 20d | — | 1y 6moDec 2024 - now |
COVID crash2020 | -36.22%Mar 2020 | 1mo 2d | 5mo 8d | 6mo 10dFeb 2020 - Aug 2020 |
Bear market2022 | -23.20%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -21.00%Dec 2018 | 3mo 4d | 6mo 11d | 9mo 15dSep 2018 - Jul 2019 |
2016 correction2016 | -13.64%Feb 2016 | 7mo 22d | 3mo 16d | 11mo 8dJun 2015 - May 2016 |
Drawdown Indicators
| RTDYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -56.78% | +19.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -9.10% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -37.43% | -18.90% | -18.53% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -25.43% | -12.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -33.92% | -3.51% |
Current DrawdownCurrent decline from peak | -5.15% | -1.80% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -10.71% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.03% | -0.18% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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