RTDYX vs. VPMAX
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
RTDYX vs. VPMAX - Performance Comparison
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RTDYX vs. VPMAX - 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -2.75% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
Returns By Period
In the year-to-date period, RTDYX achieves a -6.17% return, which is significantly lower than VPMAX's -2.75% return. Over the past 10 years, RTDYX has underperformed VPMAX with an annualized return of 12.61%, while VPMAX has yielded a comparatively higher 16.91% annualized return.
RTDYX
- 1D
- -0.40%
- 1M
- -7.30%
- YTD
- -6.17%
- 6M
- -4.49%
- 1Y
- 13.95%
- 3Y*
- 15.71%
- 5Y*
- 10.49%
- 10Y*
- 12.61%
VPMAX
- 1D
- 3.30%
- 1M
- -6.80%
- YTD
- -2.75%
- 6M
- 24.32%
- 1Y
- 51.98%
- 3Y*
- 26.74%
- 5Y*
- 15.10%
- 10Y*
- 16.91%
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RTDYX vs. VPMAX - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than VPMAX's 0.31% expense ratio.
Return for Risk
RTDYX vs. VPMAX — Risk / Return Rank
RTDYX
VPMAX
RTDYX vs. VPMAX - 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 PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.78 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.30 | 3.30 | -2.00 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.48 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 3.76 | -2.73 |
Martin ratioReturn relative to average drawdown | 5.14 | 16.16 | -11.02 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.78 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.75 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.84 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.62 | -0.09 |
Correlation
The correlation between RTDYX and VPMAX is 0.92, 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. VPMAX - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 37.49%, more than VPMAX's 32.75% 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 32.75% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
RTDYX vs. VPMAX - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, smaller than the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for RTDYX and VPMAX.
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Drawdown Indicators
| RTDYX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -48.32% | +10.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -13.75% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -25.21% | -12.22% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -32.65% | -4.78% |
Current DrawdownCurrent decline from peak | -19.25% | -8.80% | -10.45% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -6.61% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.20% | -0.71% |
Volatility
RTDYX vs. VPMAX - Volatility Comparison
The current volatility for Russell Investments Multifactor U.S. Equity Fund (RTDYX) is 4.16%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 6.72%. This indicates that RTDYX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTDYX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 6.72% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 22.09% | -13.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 28.98% | -10.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.39% | 20.17% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 20.11% | +1.97% |