RTDYX vs. XSLV
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Invesco S&P SmallCap Low Volatility ETF (XSLV).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. XSLV is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility Index. It was launched on Feb 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTDYX or XSLV.
Correlation
The correlation between RTDYX and XSLV is 0.73, 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.
Performance
RTDYX vs. XSLV - Performance Comparison
Key characteristics
RTDYX:
-0.26
XSLV:
0.77
RTDYX:
-0.11
XSLV:
1.22
RTDYX:
0.97
XSLV:
1.15
RTDYX:
-0.28
XSLV:
0.75
RTDYX:
-0.77
XSLV:
3.45
RTDYX:
9.74%
XSLV:
3.55%
RTDYX:
28.58%
XSLV:
15.98%
RTDYX:
-34.88%
XSLV:
-44.34%
RTDYX:
-24.14%
XSLV:
-6.85%
Returns By Period
In the year-to-date period, RTDYX achieves a 2.94% return, which is significantly higher than XSLV's 0.10% return. Over the past 10 years, RTDYX has underperformed XSLV with an annualized return of 5.36%, while XSLV has yielded a comparatively higher 5.94% annualized return.
RTDYX
2.94%
3.41%
-13.98%
-6.12%
4.07%
5.36%
XSLV
0.10%
3.16%
5.45%
14.44%
0.75%
5.94%
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. XSLV - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than XSLV's 0.25% expense ratio.
Risk-Adjusted Performance
RTDYX vs. XSLV — Risk-Adjusted Performance Rank
RTDYX
XSLV
RTDYX vs. XSLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Invesco S&P SmallCap Low Volatility ETF (XSLV). 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.
Dividends
RTDYX vs. XSLV - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 1.57%, less than XSLV's 2.55% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 1.57% | 1.61% | 1.16% | 1.56% | 1.00% | 1.56% | 1.55% | 1.64% | 1.59% | 1.79% | 1.49% | 0.59% |
XSLV Invesco S&P SmallCap Low Volatility ETF | 2.55% | 2.55% | 2.35% | 2.79% | 1.05% | 2.48% | 2.43% | 2.75% | 1.87% | 1.96% | 2.20% | 2.38% |
Drawdowns
RTDYX vs. XSLV - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -34.88%, smaller than the maximum XSLV drawdown of -44.34%. Use the drawdown chart below to compare losses from any high point for RTDYX and XSLV. For additional features, visit the drawdowns tool.
Volatility
RTDYX vs. XSLV - Volatility Comparison
The current volatility for Russell Investments Multifactor U.S. Equity Fund (RTDYX) is 3.44%, while Invesco S&P SmallCap Low Volatility ETF (XSLV) has a volatility of 4.10%. This indicates that RTDYX experiences smaller price fluctuations and is considered to be less risky than XSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.