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.
Performance
RTDYX vs. VOO - Performance Comparison
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RTDYX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, RTDYX achieves a -6.17% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, RTDYX has underperformed VOO with an annualized return of 12.61%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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RTDYX vs. VOO - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
RTDYX vs. VOO — Risk / Return Rank
RTDYX
VOO
RTDYX vs. VOO - 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 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.
| RTDYX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.98 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.50 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.53 | -0.51 |
Martin ratioReturn relative to average drawdown | 5.14 | 7.29 | -2.15 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.98 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.70 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.78 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.83 | -0.30 |
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.
Dividends
RTDYX vs. VOO - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 37.49%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
RTDYX vs. VOO - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RTDYX and VOO.
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Drawdown Indicators
| RTDYX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -33.99% | -3.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -11.98% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -24.52% | -12.91% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -33.99% | -3.44% |
Current DrawdownCurrent decline from peak | -19.25% | -6.29% | -12.96% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -3.72% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.52% | -0.03% |
Volatility
RTDYX vs. VOO - Volatility Comparison
The current volatility for Russell Investments Multifactor U.S. Equity Fund (RTDYX) is 4.16%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that RTDYX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTDYX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 5.29% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 9.44% | -0.61% |
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% | 16.82% | +7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 17.99% | +4.09% |