RTDYX vs. DFIEX
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and DFA International Core Equity Portfolio I (DFIEX).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
RTDYX vs. DFIEX - Performance Comparison
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RTDYX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | -3.50% | 16.05% | 22.01% | 24.92% | -16.48% | 27.22% | 13.88% | 30.27% | -7.16% | 21.59% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, RTDYX achieves a -3.50% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, RTDYX has outperformed DFIEX with an annualized return of 12.92%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
RTDYX
- 1D
- 2.84%
- 1M
- -4.67%
- YTD
- -3.50%
- 6M
- -1.78%
- 1Y
- 17.19%
- 3Y*
- 16.79%
- 5Y*
- 10.87%
- 10Y*
- 12.92%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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RTDYX vs. DFIEX - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
RTDYX vs. DFIEX — Risk / Return Rank
RTDYX
DFIEX
RTDYX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| RTDYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 2.05 | -1.08 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.66 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.84 | -1.37 |
Martin ratioReturn relative to average drawdown | 7.28 | 11.17 | -3.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RTDYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.05 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.62 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.35 | +0.20 |
Correlation
The correlation between RTDYX and DFIEX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RTDYX vs. DFIEX - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 36.45%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 36.12% | 35.18% | 31.60% | 4.66% | 6.03% | 6.51% | 3.44% | 6.62% | 11.47% | 7.65% | 1.79% | 2.57% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
RTDYX vs. DFIEX - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for RTDYX and DFIEX.
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Drawdown Indicators
| RTDYX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -62.22% | +24.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -11.01% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -28.66% | -8.77% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -41.04% | +3.61% |
Current DrawdownCurrent decline from peak | -16.96% | -6.42% | -10.54% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -12.26% | +6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.80% | -0.28% |
Volatility
RTDYX vs. DFIEX - Volatility Comparison
The current volatility for Russell Investments Multifactor U.S. Equity Fund (RTDYX) is 5.21%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that RTDYX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTDYX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 6.66% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 10.52% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.31% | 15.92% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.43% | 15.66% | +8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 16.35% | +5.75% |