RTDYX vs. SSSYX
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and State Street Equity 500 Index Fund Class K (SSSYX).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
RTDYX vs. SSSYX - Performance Comparison
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RTDYX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, RTDYX achieves a -6.17% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, RTDYX has underperformed SSSYX with an annualized return of 12.61%, while SSSYX has yielded a comparatively higher 13.69% 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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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RTDYX vs. SSSYX - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
RTDYX vs. SSSYX — Risk / Return Rank
RTDYX
SSSYX
RTDYX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.84 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.30 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.06 | -0.03 |
Martin ratioReturn relative to average drawdown | 5.14 | 5.13 | +0.01 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.84 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.68 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.11 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.11 | +0.43 |
Correlation
The correlation between RTDYX and SSSYX is 0.97, 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. SSSYX - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 37.49%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
RTDYX vs. SSSYX - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for RTDYX and SSSYX.
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Drawdown Indicators
| RTDYX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -91.48% | +54.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -12.10% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -24.49% | -12.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -91.48% | +54.05% |
Current DrawdownCurrent decline from peak | -19.25% | -8.88% | -10.37% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -4.20% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.49% | 0.00% |
Volatility
RTDYX vs. SSSYX - Volatility Comparison
Russell Investments Multifactor U.S. Equity Fund (RTDYX) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 4.16% and 4.24%, 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 | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.24% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 9.08% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 18.10% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.39% | 16.85% | +7.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 124.43% | -102.35% |