- 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
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
RTIYX Performance Chart
Russell Investments Multifactor International Equity Fund (RTIYX) is up 9.3% 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 $1,554.
Loading charts...
Returns By Period
Russell Investments Multifactor International Equity Fund (RTIYX) has returned 9.27% so far this year and 23.32% over the past 12 months. Over the last ten years, RTIYX has returned 8.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Russell Investments Multifactor International Equity Fund
- 1D
- 0.36%
- 1M
- 1.02%
- YTD
- 9.27%
- 6M
- 9.44%
- 1Y
- 23.32%
- 3Y*
- 16.08%
- 5Y*
- 9.22%
- 10Y*
- 8.87%
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%
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 +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 62% of months were positive and 38% 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% | 0.29% | 9.27% | ||||||
| 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 -0.89%, 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 89.64% of S&P 500 Index downside but only 73.11% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.89%
- Beta
- 0.72
- R²
- 0.61
- Upside Capture
- 73.11%
- Downside Capture
- 89.64%
Expense Ratio
RTIYX has an expense ratio of 0.44%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RTIYX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by 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 | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.78 | -0.64 |
| Martin ratioReturn relative to average drawdown | 8.00 | 12.44 | -4.44 |
Dividends
Dividend History
Russell Investments Multifactor International Equity Fund provided a 2.01% 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 | 2.01% | 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 | ||||||
| 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.
Loading charts...
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.
The current Russell Investments Multifactor International Equity Fund drawdown is 0.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -38.06%Mar 2020 | 2y 1mo | 9mo 19d | 2y 11moJan 2018 - Jan 2021 |
Bear market2022 | -28.03%Sep 2022 | 8mo 17d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
2016 bear market2016 | -24.92%Feb 2016 | 8mo 29d | 1y 3mo | 2y 15dMay 2015 - Jun 2017 |
2025 selloff2025 | -12.67%Apr 2025 | 18d | 21d | 1mo 9dMar 2025 - Apr 2025 |
2026 correction2026 | -10.42%Mar 2026 | 18d | — | 3mo 23dMar 2026 - now |
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 | -0.71% | -1.80% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -10.71% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.03% | +0.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with RTIYX
Add Russell Investments Multifactor International Equity Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with RTIYX