RTDYX vs. XSLV

In the year-to-date period, RTDYX achieves a 0.48% return, which is significantly higher than XSLV's -3.00% return. Over the past 10 years, RTDYX has outperformed XSLV with an annualized return of 11.63%, while XSLV has yielded a comparatively lower 5.58% annualized return.

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RTDYX has a 0.35% expense ratio, which is higher than XSLV's 0.25% expense ratio.

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.

The current RTDYX Sharpe Ratio is 0.59, which is higher than the XSLV Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of RTDYX and XSLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RTDYX's dividend yield for the trailing twelve months is around 31.60%, more than XSLV's 2.09% yield.

The maximum RTDYX drawdown since its inception was -34.13%, 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.

Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Invesco S&P SmallCap Low Volatility ETF (XSLV) have volatilities of 4.92% and 5.04%, 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.