Russell Investments Multifactor International Equity Fund (RTIYX)
The investment seeks to provide long term capital growth. 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. It invests principally in equity securities, including common stocks issued by companies economically tied to or located in developed market countries, other than the U.S.
Fund Info
US78249R2893
Jul 30, 2014
$10,000,000
Large-Cap
Blend
Expense Ratio
RTIYX features an expense ratio of 0.44%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Russell Investments Multifactor International 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 International Equity Fund had a return of 7.96% year-to-date (YTD) and 11.24% in the last 12 months. Over the past 10 years, Russell Investments Multifactor International Equity Fund had an annualized return of 4.77%, while the S&P 500 had an annualized return of 11.31%, indicating that Russell Investments Multifactor International Equity Fund did not perform as well as the benchmark.
RTIYX
7.96%
6.45%
2.17%
11.24%
6.52%
4.77%
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of RTIYX, 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 | 4.63% | 7.96% | |||||||||||
| 2024 | 0.00% | 2.81% | 3.41% | -2.83% | 4.65% | -2.22% | 2.94% | 3.41% | 0.71% | -5.22% | 0.84% | -3.34% | 4.69% |
| 2023 | 7.55% | -2.73% | 2.48% | 3.05% | -4.39% | 4.48% | 2.96% | -3.77% | -2.99% | -3.51% | 8.37% | 4.98% | 16.46% |
| 2022 | -1.72% | -2.63% | 0.40% | -6.18% | 2.02% | -9.38% | 4.37% | -5.40% | -9.55% | 5.92% | 12.51% | -2.06% | -13.13% |
| 2021 | -0.72% | 3.10% | 4.11% | 2.50% | 4.32% | -1.98% | 0.55% | 1.10% | -2.71% | 3.06% | -4.87% | 5.30% | 14.05% |
| 2020 | -3.09% | -7.98% | -15.61% | 5.62% | 4.28% | 3.23% | 1.81% | 4.73% | -2.82% | -3.84% | 14.87% | 4.80% | 2.64% |
| 2019 | 7.28% | 2.12% | 0.35% | 3.08% | -5.66% | 5.56% | -2.63% | -2.59% | 4.22% | 3.51% | 1.03% | 3.04% | 20.20% |
| 2018 | 5.31% | -5.04% | -0.77% | 1.75% | -2.49% | -1.77% | 2.50% | -2.53% | 1.30% | -7.99% | -0.21% | -5.31% | -14.91% |
| 2017 | 3.41% | 0.68% | 2.82% | 2.20% | 3.12% | 0.63% | 3.11% | 0.20% | 2.71% | 1.47% | 0.58% | 1.79% | 25.14% |
| 2016 | -6.07% | -3.23% | 6.93% | 2.52% | -0.23% | -3.29% | 3.88% | 0.58% | 1.28% | -1.49% | -1.28% | 2.63% | 1.56% |
| 2015 | 0.33% | 5.91% | -1.55% | 4.31% | -0.60% | -3.04% | 1.15% | -7.02% | -4.56% | 6.29% | -0.99% | -2.37% | -3.02% |
| 2014 | 0.91% | -4.11% | -1.57% | 1.06% | -3.76% | -7.36% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RTIYX is 52, 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 International Equity Fund (RTIYX) 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 International Equity Fund provided a 4.95% dividend yield over the last twelve months, with an annual payout of $0.53 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.53 | $0.53 | $0.34 | $0.20 | $0.67 | $0.21 | $0.53 | $0.30 | $0.27 | $0.20 | $0.25 | $0.06 |
Dividend yield | 4.95% | 5.35% | 3.43% | 2.24% | 6.39% | 2.11% | 5.46% | 3.50% | 2.64% | 2.39% | 2.94% | 0.68% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments Multifactor International 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 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.67 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2019 | $0.00 | $0.03 | $0.04 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.53 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2014 | $0.06 | $0.06 |
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 International 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 International Equity Fund was 37.86%, occurring on Mar 18, 2020. Recovery took 203 trading sessions.
The current Russell Investments Multifactor International Equity Fund drawdown is 0.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.86% | Jan 29, 2018 | 538 | Mar 18, 2020 | 203 | Jan 6, 2021 | 741 |
| -28.03% | Jan 13, 2022 | 177 | Sep 27, 2022 | 351 | Feb 21, 2024 | 528 |
| -24.92% | May 18, 2015 | 187 | Feb 11, 2016 | 328 | Jun 1, 2017 | 515 |
| -12.24% | Sep 4, 2014 | 86 | Jan 6, 2015 | 75 | Apr 24, 2015 | 161 |
| -9.19% | Sep 27, 2024 | 73 | Jan 13, 2025 | — | — | — |
Volatility
Volatility Chart
The current Russell Investments Multifactor International Equity Fund volatility is 3.64%, 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.