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
US78249R3479
Jul 31, 2014
$10,000,000
Large-Cap
Blend
Expense Ratio
RTDYX has an expense ratio of 0.35%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Russell Investments Multifactor U.S. Equity Fund (RTDYX) returned 0.48% year-to-date (YTD) and 11.31% over the past 12 months. Over the past 10 years, RTDYX delivered an annualized return of 11.62%, outperforming the S&P 500 benchmark at 10.84%.
RTDYX
0.48%
6.52%
-3.25%
11.31%
12.53%
15.27%
11.62%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.00% | -2.03% | -5.76% | -0.74% | 6.45% | 0.48% | |||||||
| 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% | 24.91% |
| 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% | 2.95% | 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% | 4.14% | -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 | 1.73% | 3.98% | -0.08% | 0.94% | 0.97% | 0.96% | 1.73% | 0.31% | 2.19% | 2.73% | 3.45% | 0.88% | 21.59% |
| 2016 | -4.99% | 0.00% | 6.76% | 0.36% | 1.89% | 0.09% | 3.64% | 0.45% | -0.09% | -1.71% | 4.67% | 2.00% | 13.33% |
| 2015 | -3.11% | 6.03% | -1.28% | 0.73% | 1.38% | -1.82% | 1.63% | -5.87% | -2.53% | 7.85% | 0.46% | -1.81% | 0.87% |
| 2014 | 4.31% | -1.73% | 2.10% | 2.59% | -0.21% | 7.14% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RTDYX is 43, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
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.
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Dividends
Dividend History
Russell Investments Multifactor U.S. Equity Fund provided a 31.60% dividend yield over the last twelve months, with an annual payout of $4.85 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.85 | $4.84 | $0.76 | $0.83 | $1.14 | $0.50 | $0.88 | $1.25 | $1.00 | $0.21 | $0.27 | $0.07 |
Dividend yield | 31.60% | 31.60% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.04 | |||||||
| 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 |
| 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.
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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 34.13%, occurring on Mar 20, 2020. Recovery took 112 trading sessions.
The current Russell Investments Multifactor U.S. Equity Fund drawdown is 4.59%.
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 |
| -19.88% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -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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