Correlation
The correlation between RTDYX and VOO 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.
RTDYX vs. VOO
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Vanguard S&P 500 ETF (VOO).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTDYX or VOO.
Performance
RTDYX vs. VOO - Performance Comparison
Loading data...
Key characteristics
RTDYX:
0.59
VOO:
0.74
RTDYX:
0.86
VOO:
1.04
RTDYX:
1.13
VOO:
1.15
RTDYX:
0.53
VOO:
0.68
RTDYX:
1.88
VOO:
2.58
RTDYX:
5.56%
VOO:
4.93%
RTDYX:
20.20%
VOO:
19.54%
RTDYX:
-34.13%
VOO:
-33.99%
RTDYX:
-4.59%
VOO:
-3.55%
Returns By Period
In the year-to-date period, RTDYX achieves a 0.48% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, RTDYX has underperformed VOO with an annualized return of 11.63%, while VOO has yielded a comparatively higher 12.81% annualized return.
RTDYX
0.48%
5.79%
-3.72%
10.94%
12.77%
15.27%
11.63%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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. VOO - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
RTDYX vs. VOO — Risk-Adjusted Performance Rank
RTDYX
VOO
RTDYX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Vanguard S&P 500 ETF (VOO). 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.
Loading data...
Dividends
RTDYX vs. VOO - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 31.60%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 31.60% | 31.60% | 4.66% | 6.03% | 6.52% | 3.44% | 6.62% | 11.48% | 7.65% | 1.79% | 2.56% | 0.66% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
RTDYX vs. VOO - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -34.13%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RTDYX and VOO.
Loading data...
Volatility
RTDYX vs. VOO - Volatility Comparison
Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.92% and 4.84%, 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.
Loading data...