RTDYX vs. RFBSX
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Russell Investments Short Duration Bond Fund (RFBSX).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. RFBSX is managed by Russell. It was launched on Oct 30, 1981.
Performance
RTDYX vs. RFBSX - Performance Comparison
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RTDYX vs. RFBSX - 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% |
RFBSX Russell Investments Short Duration Bond Fund | 0.06% | 5.92% | 4.67% | 5.06% | -4.95% | -0.75% | 4.98% | 4.69% | 1.27% | 1.33% |
Returns By Period
In the year-to-date period, RTDYX achieves a -6.17% return, which is significantly lower than RFBSX's 0.06% return. Over the past 10 years, RTDYX has outperformed RFBSX with an annualized return of 12.61%, while RFBSX has yielded a comparatively lower 2.31% 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%
RFBSX
- 1D
- 0.16%
- 1M
- -0.78%
- YTD
- 0.06%
- 6M
- 1.15%
- 1Y
- 4.09%
- 3Y*
- 4.68%
- 5Y*
- 1.99%
- 10Y*
- 2.31%
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RTDYX vs. RFBSX - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is lower than RFBSX's 0.55% expense ratio.
Return for Risk
RTDYX vs. RFBSX — Risk / Return Rank
RTDYX
RFBSX
RTDYX vs. RFBSX - 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 Short Duration Bond Fund (RFBSX). 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 | RFBSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.70 | -1.87 |
Sortino ratioReturn per unit of downside risk | 1.30 | 4.05 | -2.75 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.58 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 4.14 | -3.11 |
Martin ratioReturn relative to average drawdown | 5.14 | 17.47 | -12.33 |
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 | RFBSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.70 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.98 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 1.33 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.02 | -0.49 |
Correlation
The correlation between RTDYX and RFBSX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RTDYX vs. RFBSX - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 37.49%, more than RFBSX's 4.63% 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% |
RFBSX Russell Investments Short Duration Bond Fund | 4.63% | 4.85% | 3.91% | 2.83% | 0.68% | 1.72% | 2.23% | 2.43% | 2.32% | 1.33% | 1.73% | 1.48% |
Drawdowns
RTDYX vs. RFBSX - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, which is greater than RFBSX's maximum drawdown of -9.71%. Use the drawdown chart below to compare losses from any high point for RTDYX and RFBSX.
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Drawdown Indicators
| RTDYX | RFBSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -9.71% | -27.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -1.04% | -11.39% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -7.80% | -29.63% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -7.80% | -29.63% |
Current DrawdownCurrent decline from peak | -19.25% | -0.78% | -18.47% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -2.22% | -4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 0.25% | +2.24% |
Volatility
RTDYX vs. RFBSX - Volatility Comparison
Russell Investments Multifactor U.S. Equity Fund (RTDYX) has a higher volatility of 4.16% compared to Russell Investments Short Duration Bond Fund (RFBSX) at 0.57%. This indicates that RTDYX's price experiences larger fluctuations and is considered to be riskier than RFBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTDYX | RFBSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 0.57% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 0.91% | +7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 1.52% | +16.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.39% | 2.04% | +22.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 1.74% | +20.34% |