- ISIN
- US78249R2893
- Issuer
- Russell
- Inception Date
- Jul 30, 2014
- Category
- Foreign Large Cap 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
RTIYX Performance Chart
Russell Investments Multifactor International Equity Fund (RTIYX) is up 12.3% since the beginning of the year. RTIYX is currently trading at $14 per share. Investors who bought $1,000 worth of RTIYX shares 5 years ago would now be looking at an investment worth $1,584.
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Returns By Period
Russell Investments Multifactor International Equity Fund (RTIYX) has returned 12.33% so far this year and 25.25% over the past 12 months. Over the last ten years, RTIYX has returned 9.11% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Russell Investments Multifactor International Equity Fund
- 1D
- 2.66%
- 1M
- 2.73%
- 6M
- 7.36%
- YTD
- 12.33%
- 1Y
- 25.25%
- 3Y*
- 16.45%
- 5Y*
- 9.63%
- 10Y*
- 9.11%
- ALL TIME*
- 7.50%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
RTIYX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2015, RTIYX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -15.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, RTIYX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 12, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.63% | 5.18% | -7.78% | 5.57% | 1.69% | -0.07% | 3.17% | 12.33% | |||||
| 2025 | 4.63% | 2.89% | -0.09% | 4.21% | 4.58% | 2.49% | -2.18% | 4.71% | 1.80% | 0.40% | 1.68% | 2.46% | 31.04% |
| 2024 | 0.00% | 2.81% | 3.41% | -2.83% | 4.66% | -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% | 12.52% | -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% | -4.86% | 5.30% | 14.05% |
Benchmark Metrics
Russell Investments Multifactor International Equity Fund has an annualized alpha of -0.60%, beta of 0.72, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.
- This fund participated in 87.93% of S&P 500 Index downside but only 73.11% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.60%
- Beta
- 0.72
- R²
- 0.61
- Upside Capture
- 73.11%
- Downside Capture
- 87.93%
Expense Ratio
RTIYX has an expense ratio of 0.44%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RTIYX ranks 67 for risk / return — above 67% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Russell Investments Multifactor International Equity Fund (RTIYX) 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.
| RTIYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.00 | +0.32 |
| Martin ratioReturn relative to average drawdown | 8.72 | 8.49 | +0.23 |
Dividends
Dividend History
Russell Investments Multifactor International Equity Fund provided a 1.95% dividend yield over the last twelve months, with an annual payout of $0.28 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.28 | $0.28 | $0.53 | $0.34 | $0.20 | $0.67 | $0.21 | $0.53 | $0.30 | $0.27 | $0.20 | $0.25 |
Dividend yield | 1.95% | 2.19% | 5.35% | 3.42% | 2.25% | 6.39% | 2.11% | 5.46% | 3.50% | 2.64% | 2.39% | 2.94% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 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 |
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 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 38.06%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-38.06%Mar 2020 | 2y 1mo | 9mo 19d | 2y 11moJan 2018 - Jan 2021 | COVID crash2020 |
-28.03%Sep 2022 | 8mo 17d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 | Bear market2022 |
-24.92%Feb 2016 | 8mo 29d | 1y 3mo | 2y 15dMay 2015 - Jun 2017 | — |
-12.67%Apr 2025 | 18d | 21d | 1mo 9dMar 2025 - Apr 2025 | 2025 selloff2025 |
-10.42%Mar 2026 | 18d | 3mo 18d | 4mo 6dMar 2026 - Jul 2026 | — |
Drawdown Indicators
| RTIYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.06% | -56.78% | +18.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -9.10% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -12.67% | -18.90% | +6.23% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -25.43% | -2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -38.06% | -33.92% | -4.14% |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -10.70% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.14% | +0.63% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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