RTDYX vs. VITPX
RTDYX (Russell Investments Multifactor U.S. Equity Fund) and VITPX (Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, RTDYX returned 14.44%/yr vs 15.19%/yr for VITPX. With a 0.98 correlation, they move nearly in lockstep. RTDYX charges 0.35%/yr vs 0.02%/yr for VITPX.
Performance
RTDYX vs. VITPX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with RTDYX having a 12.13% return and VITPX slightly lower at 11.99%. Over the past 10 years, RTDYX has underperformed VITPX with an annualized return of 14.44%, while VITPX has yielded a comparatively higher 15.19% annualized return.
RTDYX
- 1D
- 0.20%
- 1M
- 5.98%
- YTD
- 12.13%
- 6M
- 11.89%
- 1Y
- 28.16%
- 3Y*
- 21.31%
- 5Y*
- 13.17%
- 10Y*
- 14.44%
VITPX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.99%
- 6M
- 11.89%
- 1Y
- 29.15%
- 3Y*
- 22.92%
- 5Y*
- 13.38%
- 10Y*
- 15.19%
RTDYX vs. VITPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 12.13% | 16.05% | 22.01% | 24.92% | -16.48% | 27.22% | 13.88% | 30.27% | -7.16% | 21.59% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 11.99% | 17.17% | 25.43% | 26.01% | -19.48% | 25.76% | 20.95% | 30.87% | -5.59% | 20.51% |
Correlation
The correlation between RTDYX and VITPX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2015 | 0.98 |
The correlation between RTDYX and VITPX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
RTDYX vs. VITPX — Risk / Return Rank
RTDYX
VITPX
RTDYX vs. VITPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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 | VITPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.44 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.38 | +0.13 |
| Martin ratioReturn relative to average drawdown | 16.35 | 15.60 | +0.76 |
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 | VITPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.47 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.78 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.83 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.51 | +0.10 |
Drawdowns
RTDYX vs. VITPX - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, smaller than the maximum VITPX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for RTDYX and VITPX.
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Drawdown Indicators
| RTDYX | VITPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -55.28% | +17.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -8.92% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -37.43% | -19.35% | -18.08% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -25.31% | -12.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -34.99% | -2.44% |
Current DrawdownCurrent decline from peak | -3.51% | 0.00% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -8.02% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.93% | -0.15% |
Volatility
RTDYX vs. VITPX - Volatility Comparison
The current volatility for Russell Investments Multifactor U.S. Equity Fund (RTDYX) is 2.73%, while Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) has a volatility of 2.94%. This indicates that RTDYX experiences smaller price fluctuations and is considered to be less risky than VITPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTDYX | VITPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.94% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 9.19% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 12.19% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.41% | 17.35% | +7.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 18.41% | +3.70% |
RTDYX vs. VITPX - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than VITPX's 0.02% expense ratio.
Dividends
RTDYX vs. VITPX - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 31.18%, more than VITPX's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 31.18% | 35.18% | 31.60% | 4.66% | 6.03% | 6.51% | 3.44% | 6.62% | 11.47% | 7.65% | 1.79% | 2.57% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 2.24% | 2.64% | 4.14% | 2.41% | 6.48% | 5.38% | 11.57% | 2.91% | 3.93% | 1.90% | 2.80% | 2.30% |
Frequently Asked Questions
With a correlation of 0.99, RTDYX and VITPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VITPX has higher volatility (2.94%) compared to RTDYX (2.73%). In terms of maximum drawdown, RTDYX dropped -37.43% vs VITPX's -55.28%.
RTDYX currently has the higher Sharpe Ratio (2.53 vs 2.47), 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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