RTDYX vs. RFAYX
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Russell Investments Investment Grade Bond Fund (RFAYX).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. RFAYX is managed by Russell. It was launched on Mar 29, 2000.
Performance
RTDYX vs. RFAYX - Performance Comparison
Loading graphics...
RTDYX vs. RFAYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | -6.17% | 16.05% | 22.01% | 24.92% | -16.48% | 27.22% | 13.88% | 30.27% | -7.16% | 21.59% |
RFAYX Russell Investments Investment Grade Bond Fund | -0.40% | 7.47% | 1.57% | 4.85% | -14.80% | -1.09% | 9.10% | 9.03% | -0.56% | 3.57% |
Returns By Period
In the year-to-date period, RTDYX achieves a -6.17% return, which is significantly lower than RFAYX's -0.40% return. Over the past 10 years, RTDYX has outperformed RFAYX with an annualized return of 12.61%, while RFAYX has yielded a comparatively lower 1.62% annualized return.
RTDYX
- 1D
- -0.40%
- 1M
- -7.16%
- YTD
- -6.17%
- 6M
- -4.27%
- 1Y
- 14.50%
- 3Y*
- 15.71%
- 5Y*
- 10.49%
- 10Y*
- 12.61%
RFAYX
- 1D
- 0.44%
- 1M
- -2.12%
- YTD
- -0.40%
- 6M
- 0.60%
- 1Y
- 4.09%
- 3Y*
- 3.35%
- 5Y*
- -0.15%
- 10Y*
- 1.62%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RTDYX vs. RFAYX - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than RFAYX's 0.32% expense ratio.
Return for Risk
RTDYX vs. RFAYX — Risk / Return Rank
RTDYX
RFAYX
RTDYX vs. RFAYX - 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 Investment Grade Bond Fund (RFAYX). 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 | RFAYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.04 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.49 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.74 | -0.71 |
Martin ratioReturn relative to average drawdown | 5.14 | 5.27 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RTDYX | RFAYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.04 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | -0.03 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.33 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.75 | -0.22 |
Correlation
The correlation between RTDYX and RFAYX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
RTDYX vs. RFAYX - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 37.49%, more than RFAYX's 5.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 37.49% | 35.18% | 31.60% | 4.66% | 6.03% | 6.51% | 3.44% | 6.62% | 11.47% | 7.65% | 1.79% | 2.57% |
RFAYX Russell Investments Investment Grade Bond Fund | 5.35% | 5.19% | 4.74% | 3.71% | 1.25% | 2.50% | 5.27% | 3.46% | 2.67% | 1.57% | 5.45% | 4.09% |
Drawdowns
RTDYX vs. RFAYX - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, which is greater than RFAYX's maximum drawdown of -19.61%. Use the drawdown chart below to compare losses from any high point for RTDYX and RFAYX.
Loading graphics...
Drawdown Indicators
| RTDYX | RFAYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -19.61% | -17.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -2.82% | -9.61% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -19.61% | -17.82% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -19.61% | -17.82% |
Current DrawdownCurrent decline from peak | -19.25% | -4.74% | -14.51% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -2.97% | -3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 0.93% | +1.56% |
Volatility
RTDYX vs. RFAYX - Volatility Comparison
Russell Investments Multifactor U.S. Equity Fund (RTDYX) has a higher volatility of 4.16% compared to Russell Investments Investment Grade Bond Fund (RFAYX) at 1.43%. This indicates that RTDYX's price experiences larger fluctuations and is considered to be riskier than RFAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RTDYX | RFAYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 1.43% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 2.36% | +6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 4.13% | +14.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.39% | 5.88% | +18.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 4.89% | +17.19% |