RTDYX vs. REAYX
RTDYX (Russell Investments Multifactor U.S. Equity Fund) and REAYX (Russell Investments Equity Income Fund) are both mutual funds - RTDYX is a Large Cap Blend Equities fund managed by Russell, while REAYX is a Dividend fund managed by Russell. Over the past 5 years, RTDYX returned 12.08%/yr vs 10.64%/yr for REAYX. Their correlation of 0.90 means they have usually moved in the same direction. RTDYX charges 0.35%/yr vs 0.66%/yr for REAYX.
Performance
RTDYX vs. REAYX - Performance Comparison
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Returns By Period
In the year-to-date period, RTDYX achieves a 10.74% return, which is significantly lower than REAYX's 17.51% return.
RTDYX
- 1D
- 1.54%
- 1M
- 0.42%
- 6M
- 9.25%
- YTD
- 10.74%
- 1Y
- 21.47%
- 3Y*
- 17.92%
- 5Y*
- 12.08%
- 10Y*
- 13.91%
- ALL TIME*
- 12.69%
REAYX
- 1D
- 0.19%
- 1M
- 2.24%
- 6M
- 13.47%
- YTD
- 17.51%
- 1Y
- 27.49%
- 3Y*
- 15.76%
- 5Y*
- 10.64%
- 10Y*
- —
- ALL TIME*
- 11.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RTDYX vs. REAYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 10.74% | 16.05% | 22.01% | 24.92% | -16.48% | 27.22% | 13.88% | 30.27% | -7.16% | 14.95% |
REAYX Russell Investments Equity Income Fund | 17.51% | 14.66% | 11.90% | 12.50% | -8.86% | 27.01% | 9.06% | 29.57% | -8.60% | 13.19% |
Correlation
The correlation between RTDYX and REAYX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.90 |
Over the past year, the correlation between RTDYX and REAYX has dropped to 0.67 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
RTDYX vs. REAYX — Risk / Return Rank
RTDYX
REAYX
RTDYX vs. REAYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Russell Investments Equity Income Fund (REAYX). 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.
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.
| RTDYX | REAYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.43 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.78 | -1.47 |
| Martin ratioReturn relative to average drawdown | 9.94 | 14.86 | -4.91 |
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Drawdowns
RTDYX vs. REAYX - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, roughly equal to the maximum REAYX drawdown of -36.87%. Use the drawdown chart below to compare losses from any high point for RTDYX and REAYX.
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Drawdown Indicators
| RTDYX | REAYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -36.87% | -0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -6.66% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -37.43% | -20.66% | -16.77% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -20.66% | -16.77% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | — | — |
Current DrawdownCurrent decline from peak | -4.70% | -0.67% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -4.85% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.70% | +0.23% |
Volatility
RTDYX vs. REAYX - Volatility Comparison
Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Russell Investments Equity Income Fund (REAYX) have volatilities of 3.18% and 3.04%, 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.
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Volatility by Period
| RTDYX | REAYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 3.04% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 7.84% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.33% | 10.46% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.47% | 16.74% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 18.45% | +3.64% |
RTDYX vs. REAYX - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is lower than REAYX's 0.66% expense ratio.
Dividends
RTDYX vs. REAYX - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 31.53%, more than REAYX's 12.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 12.84% | 15.24% | 15.38% | 13.55% | 19.72% | 10.47% | 3.61% | 1.86% | 45.26% | 14.47% | 0.00% | 0.00% |
RTDYX Russell Investments Multifactor U.S. Equity Fund | 31.53% | 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
RTDYX and REAYX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RTDYX has higher volatility (3.18%) compared to REAYX (3.04%). In terms of maximum drawdown, RTDYX dropped -37.43% vs REAYX's -36.87%.
REAYX currently has the higher Sharpe Ratio (2.41 vs 1.56), 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.
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