RSEAX vs. RTDYX

Last updated Jun 4, 2026

RSEAX (Russell Investments U.S. Strategic Equity Fund) and RTDYX (Russell Investments Multifactor U.S. Equity Fund) are both Large Cap Blend Equities funds from Russell. Over the past 10 years, RSEAX returned 13.08%/yr vs 14.44%/yr for RTDYX. With a 0.98 correlation, they move nearly in lockstep. RSEAX charges 0.99%/yr vs 0.35%/yr for RTDYX.

Performance

RSEAX vs. RTDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments U.S. Strategic Equity Fund (RSEAX) and Russell Investments Multifactor U.S. Equity Fund (RTDYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSEAX achieves a 9.71% return, which is significantly lower than RTDYX's 12.13% return. Over the past 10 years, RSEAX has underperformed RTDYX with an annualized return of 13.08%, while RTDYX has yielded a comparatively higher 14.44% annualized return.

RSEAX

• 1D: -0.16%
• 1M: 5.26%
• YTD: 9.71%
• 6M: 9.63%
• 1Y: 24.33%
• 3Y*: 19.52%
• 5Y*: 10.32%
• 10Y*: 13.08%

RTDYX

• 1D: 0.20%
• 1M: 5.98%
• YTD: 12.13%
• 6M: 11.89%
• 1Y: 28.16%
• 3Y*: 21.31%
• 5Y*: 13.17%
• 10Y*: 14.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSEAX vs. RTDYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RSEAX Russell Investments U.S. Strategic Equity Fund	9.71%	14.44%	19.90%	26.15%	-21.05%	20.19%	23.44%	29.58%	-9.98%	20.77%
RTDYX Russell Investments Multifactor U.S. Equity Fund	12.13%	16.05%	22.01%	24.92%	-16.48%	27.22%	13.88%	30.27%	-7.16%	21.59%

Correlation

The correlation between RSEAX and RTDYX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jan 5, 2015	0.98

The correlation between RSEAX and RTDYX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Return for Risk

RSEAX vs. RTDYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RSEAX

RSEAX Risk / Return Rank: 52
RSEAX Sharpe Ratio Rank: 52
RSEAX Sortino Ratio Rank: 48
RSEAX Omega Ratio Rank: 49
RSEAX Calmar Ratio Rank: 52
RSEAX Martin Ratio Rank: 59

RTDYX

RTDYX Risk / Return Rank: 75
RTDYX Sharpe Ratio Rank: 75
RTDYX Sortino Ratio Rank: 69
RTDYX Omega Ratio Rank: 67
RTDYX Calmar Ratio Rank: 77
RTDYX Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RSEAX vs. RTDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments U.S. Strategic Equity Fund (RSEAX) and Russell Investments Multifactor U.S. Equity Fund (RTDYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	RSEAX	RTDYX	Difference
Sharpe ratio: Return per unit of total volatility	2.14	2.53	-0.38
Sortino ratio: Return per unit of downside risk	2.93	3.47	-0.53
Omega ratio: Gain probability vs. loss probability	1.38	1.46	-0.07
Calmar ratio: Return relative to maximum drawdown	2.75	3.51	-0.75
Martin ratio: Return relative to average drawdown	11.75	16.35	-4.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSEAX vs. RTDYX - Sharpe Ratio Comparison

The current RSEAX Sharpe Ratio is 2.14, which is comparable to the RTDYX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of RSEAX and RTDYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSEAX	RTDYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	2.53	-0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.54	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.66	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.61	+0.09

Drawdowns

RSEAX vs. RTDYX - Drawdown Comparison

The maximum RSEAX drawdown since its inception was -34.37%, smaller than the maximum RTDYX drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for RSEAX and RTDYX.

Drawdown Indicators

	RSEAX	RTDYX	Difference
Max Drawdown Largest peak-to-trough decline	-34.37%	-37.43%	+3.06%
Max Drawdown (1Y) Largest decline over 1 year	-9.19%	-8.33%	-0.86%
Max Drawdown (3Y) Largest decline over 3 years	-25.68%	-37.43%	+11.75%
Max Drawdown (5Y) Largest decline over 5 years	-27.52%	-37.43%	+9.91%
Max Drawdown (10Y) Largest decline over 10 years	-34.37%	-37.43%	+3.06%
Current Drawdown Current decline from peak	-0.16%	-3.51%	+3.35%
Average Drawdown Average peak-to-trough decline	-4.91%	-6.29%	+1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	1.78%	+0.37%

Volatility

RSEAX vs. RTDYX - Volatility Comparison

Russell Investments U.S. Strategic Equity Fund (RSEAX) and Russell Investments Multifactor U.S. Equity Fund (RTDYX) have volatilities of 2.75% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSEAX	RTDYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	2.73%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	8.85%	8.69%	+0.16%
Volatility (1Y) Calculated over the trailing 1-year period	11.80%	11.57%	+0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.47%	24.41%	-5.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.86%	22.11%	-3.25%

RSEAX vs. RTDYX - Expense Ratio Comparison

RSEAX has a 0.99% expense ratio, which is higher than RTDYX's 0.35% expense ratio.

Dividends

RSEAX vs. RTDYX - Dividend Comparison

RSEAX's dividend yield for the trailing twelve months is around 10.66%, less than RTDYX's 31.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSEAX Russell Investments U.S. Strategic Equity Fund	10.66%	11.81%	10.74%	4.04%	6.61%	7.64%	0.52%	5.07%	23.30%	9.12%	5.47%	6.41%
RTDYX Russell Investments Multifactor U.S. Equity Fund	31.18%	35.18%	31.60%	4.66%	6.03%	6.51%	3.44%	6.62%	11.47%	7.65%	1.79%	2.57%

Frequently Asked Questions

Can I hold both RSEAX and RTDYX in my portfolio?

With a correlation of 0.99, RSEAX and RTDYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RSEAX or RTDYX?

RSEAX has higher volatility (2.75%) compared to RTDYX (2.73%). In terms of maximum drawdown, RSEAX dropped -34.37% vs RTDYX's -37.43%.

Which has better risk-adjusted returns?

RTDYX currently has the higher Sharpe Ratio (2.53 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.