RTDYX vs. SPY
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and SPDR S&P 500 ETF (SPY).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTDYX or SPY.
Correlation
The correlation between RTDYX and SPY is 0.98, 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.
Performance
RTDYX vs. SPY - Performance Comparison
Key characteristics
RTDYX:
-0.17
SPY:
1.97
RTDYX:
-0.01
SPY:
2.64
RTDYX:
1.00
SPY:
1.36
RTDYX:
-0.19
SPY:
2.97
RTDYX:
-0.50
SPY:
12.34
RTDYX:
9.96%
SPY:
2.03%
RTDYX:
28.55%
SPY:
12.68%
RTDYX:
-34.88%
SPY:
-55.19%
RTDYX:
-23.22%
SPY:
-0.01%
Returns By Period
The year-to-date returns for both stocks are quite close, with RTDYX having a 4.18% return and SPY slightly lower at 4.03%. Over the past 10 years, RTDYX has underperformed SPY with an annualized return of 5.46%, while SPY has yielded a comparatively higher 13.22% annualized return.
RTDYX
4.18%
2.57%
-14.61%
-6.53%
4.32%
5.46%
SPY
4.03%
2.85%
10.70%
23.01%
14.30%
13.22%
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RTDYX vs. SPY - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
RTDYX vs. SPY — Risk-Adjusted Performance Rank
RTDYX
SPY
RTDYX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
RTDYX vs. SPY - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 1.55%, more than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 1.55% | 1.61% | 1.16% | 1.56% | 1.00% | 1.56% | 1.55% | 1.64% | 1.59% | 1.79% | 1.49% | 0.59% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
RTDYX vs. SPY - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -34.88%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RTDYX and SPY. For additional features, visit the drawdowns tool.
Volatility
RTDYX vs. SPY - Volatility Comparison
Russell Investments Multifactor U.S. Equity Fund (RTDYX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.17% and 3.15%, 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.